AD Scientific Index
 Open Nav
Login Login Pricing & Plans Pricing & Plans
M. Hakan Eratalay

M. Hakan Eratalay

University of Tartu - Tartu / Estonia
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5988003
Тартуский университет
person_outline M. Hakan Eratalay's MOST POPULAR ARTICLES
1-) The impact of ESG ratings on the systemic risk of European blue-chip firms Journal of Risk and Financial Management 15 (4), 153, 2022
2-) Estimating VAR-MGARCH models in multiple steps Studies in Nonlinear Dynamics & Econometrics 18 (3), 339-365, 2014
3-) Do ESG ratings reduce the asymmetry behavior in volatility? Journal of Risk and Financial Management 15 (8), 320, 2022
4-) Predicting stock return and volatility with machine learning and econometric models: A comparative case study of the Baltic stock market Available at SSRN 3974770, 2021
5-) The effects of the ECB communications on financial markets before and during COVID-19 pandemic Available at SSRN 4109041, 2022