Faruk Balli

Massey University - School of Economics and Finance

Senior Lecturer

Private Bag 11-222

Palmerston North, 30974

New Zealand

Suleyman Sah University - Department of Business Administration

Assistant Professor

Hayriye Dumankaya Campus

Atalar Mh. Sht. Hakan Kurban Cd

Istanbul, 34865

Turkey

SCHOLARLY PAPERS

17

DOWNLOADS

1,260

SSRN CITATIONS
Rank 29,991

SSRN RANKINGS

Top 29,991

in Total Papers Citations

22

CROSSREF CITATIONS

14

Scholarly Papers (17)

1.

Income Smoothing and the Determinants of Income Smoothing Via Foreign Asset Revenues and Foreign Liability Payments

Number of pages: 19 Posted: 16 May 2010 Last Revised: 23 Feb 2011
Massey University, East West University and Massey University - School of Economics and Finance
Downloads 324 (171,845)
Citation 2

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Factor Income Flows, Diversification, Income Smoothing, Portfolio Euro Bias

2.

Bilateral Remittance Flows, Institutional Quality and Individual Happiness: Macro and Micro Level Analysis

Number of pages: 38 Posted: 23 Mar 2010 Last Revised: 07 Jun 2010
Massey University - School of Economics and Finance, Massey University, Massey University and Deakin University - School of Accounting, Economics and Finance
Downloads 140 (375,766)

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Bilateral remittance flows, Institutional Quality, Happiness, Individual Level Remittance data, Gravity equations

3.

Would Australia-New Zealand Be a Viable Currency Union? Evidence from Interstate Risk Sharing Performances

25th Australasian Finance and Banking Conference 2012
Number of pages: 34 Posted: 27 Aug 2012 Last Revised: 02 Dec 2012
Faisal Rana and Faruk Balli
Massey University and Massey University - School of Economics and Finance
Downloads 113 (442,360)

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4.

Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market

Number of pages: 14 Posted: 27 Apr 2023 Last Revised: 28 Apr 2023
Massey University - School of Economics and Finance, Massey University, Massey University - School of Economics and Finance and affiliation not provided to SSRN
Downloads 112 (445,229)

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Energy futures; dynamic connectedness; contemporaneous connectedness; lagged connectedness.

5.

Income Smoothing and Welfare Gains Across Pacific Island Countries: The Role of Remittances and Financial Aid and Savings

Number of pages: 27 Posted: 23 Mar 2010 Last Revised: 04 Apr 2010
Faruk Balli and Hatice Ozer Balli
Massey University - School of Economics and Finance and Massey University
Downloads 108 (457,388)
Citation 1

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Financial Aid, Income Insurance, International Integration, Income Smooth

6.

Determinants of Risk Sharing Through Remittances: Cross-Country Evidence

CAMA Working Paper No. 12/2014
Number of pages: 46 Posted: 23 Jan 2014 Last Revised: 24 Jan 2014
Faruk Balli and Faisal Rana
Massey University - School of Economics and Finance and Massey University
Downloads 96 (496,005)
Citation 4

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Diversification, International migration, Remittances, Risk sharing

7.

Risk Sharing Among Economic Sectors

Number of pages: 26 Posted: 25 Apr 2016 Last Revised: 26 Jan 2017
Faruk Balli and Eleonora Pierucci
Massey University - School of Economics and Finance and University of Rome III
Downloads 59 (653,277)

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Risk sharing, savings, net factor income, economic sectors

8.

The Determinants of the Volatility of Returns on Cross-Border Asset Holdings

Number of pages: 36 Posted: 13 Jan 2014
Faruk Balli, Syed Abul Basher and Faisal Rana
Massey University - School of Economics and Finance, East West University and Massey University
Downloads 57 (664,170)

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Asset return volatility, financial integration, international portfolio choice, asset holdings, endogeneity bias

9.

Islamic Equity Fund Investment Styles

Number of pages: 33 Posted: 07 May 2022
Massey University, Massey University - School of Economics and Finance and Massey University
Downloads 50 (704,891)
Citation 1

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Islamic Finance, Islamic Equity Fund, Investment Style, Portfolio Holdings, Style Drift, Style Shift

10.

International Income Risk-Sharing and the Global Financial Crisis of 2008-2009

CAMA Working Paper 02/2013
Number of pages: 34 Posted: 18 Jul 2013
Massey University - School of Economics and Finance, East West University and Massey University
Downloads 50 (704,891)
Citation 2

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Financial crisis, international portfolio diversification, income smoothing

11.

Channels of Risk-Sharing at Micro Level: Savings, Investments and the Risk Aversion Heterogeneity

A revised version of this paper has been published on the International Journal of Finance & Economics (Volume 21, Issue 1, pages 90–104, January 2016), CAMA Working Paper 1/2015
Number of pages: 24 Posted: 08 Jan 2015 Last Revised: 15 Mar 2016
Massey University - School of Economics and Finance, University of Rome III and Italian Ministry of Economy and Finance
Downloads 46 (730,277)

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Channels of risk-sharing, consumption smoothing, risk aversion heterogeneity

12.

Risk Sharing in the Middle East and North Africa: The Role of Remittances and Factor Incomes

CAMA Working Paper 39/2012
Number of pages: 27 Posted: 17 Jul 2013
Faruk Balli, Syed Abul Basher and Rosmy Louis
Massey University - School of Economics and Finance, East West University and Vancouver Island University (VIU)
Downloads 38 (786,071)

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MENA region, Remittance transfer, Risk sharing, Welfare gain

13.
Downloads 34 (816,807)
Citation 10

Risk Sharing Through Capital Gains

NBER Working Paper No. w17612
Number of pages: 30 Posted: 24 Nov 2011 Last Revised: 15 Feb 2023
Massey University - School of Economics and Finance, University of Maryland - Department of Economics and University of Houston - Department of Economics
Downloads 31 (865,575)
Citation 2

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Risk Sharing Through Capital Gains

CEPR Discussion Paper No. DP8643
Number of pages: 32 Posted: 24 Nov 2011
Massey University - School of Economics and Finance, University of Maryland and University of Houston - Department of Economics
Downloads 3 (1,141,228)
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capital markets, income insurance, international financial integration

14.

Dynamic Connectedness between Crude Oil and Equity Markets: What About the Effects of Firm's Solvency and Profitability Positions?

Number of pages: 25 Posted: 03 Jun 2022
Faruk Balli, Hatice Ozer Balli and Hannah Nguyen
Massey University - School of Economics and Finance, Massey University and Massey University - School of Economics and Finance
Downloads 33 (824,699)

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Connectedness, Frequency connectedness, Oil price shocks, Profitability, Sector equity, Solvency ratio

15.

Determinants of Sector Holders' Bilateral Portfolio Investments

Posted: 13 Mar 2012 Last Revised: 26 Mar 2012
Faruk Balli
Massey University - School of Economics and Finance

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Bilateral Portfolio Investment, Sector of Holders, Risk Diversification

16.

Determinants of Income Smoothing via Remittance and Foreign Aid Flows

Posted: 14 Jul 2010
Faruk Balli
Massey University - School of Economics and Finance

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Remittance foreign aid, income smoothing, diversification

17.

Modeling the Currency in Circulation for the State of Qatar

Posted: 15 Mar 2010 Last Revised: 25 Jun 2010
Elsayed Elsamadisy and Faruk Balli
Qatar Central Bank and Massey University - School of Economics and Finance

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Currency in Circulation, Forecasting