Burcu Kapar

American University in Dubai

Dubai, UAE 28282

United Arab Emirates

  • American University in Dubai

SCHOLARLY PAPERS

7

DOWNLOADS

833

SSRN CITATIONS

9

CROSSREF CITATIONS

0

Scholarly Papers (7)

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1.

Analysis of Bitcoin Prices Using Market and Sentiment Variables

The World Economy, 2020
Number of pages: 34 Posted: 03 Nov 2020
Burcu Kapar and Jose Olmo
American University in Dubai and Universidad de Zaragoza
Downloads 311 (189,508)

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Bitcoin Price, Co-Integration, Cryptocurrency, Factor Models, Permanent Transitory Decomposition

2.

Global Evidence on Early Effects of COVID-19 on Stock Markets

Number of pages: 15 Posted: 11 Nov 2020
Burcu Kapar, Steven Buigut and Faisal Rana
American University in Dubai, Georgia State University - Department of Economics and Massey University
Downloads 168 (342,106)
Citation 1

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Comparative Analysis, Stock Markets, COVID-19, Event Study

3.

COVID-19 Cases, Media Attention and Social Mood

Number of pages: 17 Posted: 01 Feb 2021
Steven Buigut and Burcu Kapar
Canadian University Dubai and American University in Dubai
Downloads 108 (483,858)

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COVID-19, Ravenpack Indices, Media Attention, Stringency Index

4.

Effect of Regional Terrorism Events on Malaysian Tourism Demand

Number of pages: 22 Posted: 13 Mar 2021
Steven Buigut, Burcu Kapar and Udo C. Braendle
Georgia State University - Department of Economics, American University in Dubai and American University in Dubai
Downloads 106 (490,467)
Citation 2

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5.

Centralized vs Decentralized Markets: The Role of Connectivity

Number of pages: 79 Posted: 05 Feb 2024
Simone Alfarano, Albert Banal-Estañol, Eva Camacho, Giulia Iori, Burcu Kapar and Rohit Rahi
Jaume I University - Department of Economics, Universitat Pompeu Fabra, LINEEX and University Jaume I of Castellon, City University London - Department of Economics, American University in Dubai and London School of Economics - Department of Finance
Downloads 55 (710,610)

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Networks, heuristic learning, informational efficiency, experimental asset markets.

6.

A Dynamic Network Regression Model for a Large Cross Section of Units With an Application to Measuring Spillovers Between Pollution and Electricity Consumption

Number of pages: 50 Posted: 23 Apr 2022
Burcu Kapar and Jose Olmo
American University in Dubai and Universidad de Zaragoza
Downloads 50 (740,998)

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Series estimators, network regressions, Taylor expansion, asymptotic theory, carbon emissions, time series regressions.

7.

Connectedness of the Sectoral Equity Returns in the GCC

Number of pages: 29 Posted: 19 Sep 2022
Burcu Kapar, Faisal Rana and Faruk Balli
American University in Dubai, American University in Dubai and Massey University
Downloads 35 (848,574)

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GCC stock markets, sectoral equity spillovers, connectedness, determinants of spillovers