Önéletrajz - Dr. Samet Günay
- Angol önéletrajz
Personal data
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Dr. Samet Günay
Associate Professor of Finance
1983
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Qualifications, scientific degrees
Higher education qualifications
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2008 - 2013
Istanbul University, Finance Department (PhD/DLA képzés)
Career
Workplaces
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2015 - 2023
American University of the Middle East, Associate Professor of Finance
Language skills
Language
Speaking
Writing
Reading
Media appearance
English
Advanced
Advanced
Advanced
Language skills
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Language: EnglishSpeaking: AdvancedWriting: AdvancedReading: AdvancedMedia appearance:
Research, professional activity
Quantitative Finance
social science
Systemic Risk, Financial Contagion, Tail Risk, Spillovers
Quantitative Finance
social science
Systemic Risk, Financial Contagion, Tail Risk, Spillovers
Publications
- The role of gold in bubble formation in the U.S. equity market and bitcoin
- Evidence for price discovery between carbon emission and equity markets: Evidence from time and frequency domains
- Engagement of true intelligence in financial forecasting: interactions of blockchained sectors and artificial intelligence
- Market expectations and the holding behaviors of bitcoin whales, dolphins, and minnows
- Determinants of Russia’s probability of default: evidence from domestic and global indicators
- The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data
- Energy sources and global sustainability connectedness: Evidence from green and dirty energy
- Time and frequency domain relationship between investor sentiment and sectoral cryptocurrencies
- Geopolitical risks and tourism industry interactions: Evidence from tokens and equity markets
- Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity
- Regional green economies and Bitcoin's electricity consumption: Paving the way for global sustainability
- Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital
- Commodity market downturn: Systemic risk and spillovers during left tail events
- Do major health shocks affect the interconnectedness of E-commerce and electronic payment markets? a regional analysis
- Decrypting Metaverse crypto Market: A nonlinear analysis of investor sentiment
- Volatility Spillover Networks of Credit Risk: Evidence from ASW and CDS Spreads in Turkey and Brazil
- Extreme Return Connectedness Between DeFi Tokens and Traditional Financial Markets: An Entrepreneurial Perspective
- Quantifying systemic risk in the cryptocurrency market: A sectoral analysis
- Regional green economy and community impact on global sustainability Available to Purchase
- Cryptocurrencies and global sustainability: do blockchained sectors have distinctive effects?
- Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment
- The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19
- Are DeFi tokens a separate asset class from conventional cryptocurrencies?
- Risk transmissions between regional green economy indices: Evidence from the US, Europe and Asia
- The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold
- Does utilizing smart contracts induce a financial connectedness between Ethereum and non-fungible tokens?
- What drives DeFi prices? Investigating the effects of investor attention
- Are carbon futures prices stable? New evidence during negative oil
- Comparing COVID-19 with the GFC: A shockwave analysis of currency markets
- Forecast of China’s economic growth during the COVID-19 pandemic: a MIDAS regression analysis Available to Purchase
- COVID-19 social distancing and the US service sector: What do we learn?
- Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19
- Seeking causality between liquidity risk and credit risk: TED-OIS spreads and CDS indexes
- An analysis through credit default swap, asset swap and zero-volatility spreads: Coup attempt and Bist 100 volatility
Contacts
Location at the university
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Building: E
Room number: 255
Extension:
Main line:
Fax:
Internal fax:
samet.gunay@uni-corvinus.hu