Get started
Author

Burcu Kapar

Observed names: BURCU KAPAR, KAPAR, BURCU, Kapar, Burcu
ORCID: 0000-0002-1557-4723
Observed ORCID: 0000-0002-1557-4723
OpenAlex ID: A5036157997
An analysis of price discovery between Bitcoin futures and spot markets
2018 · Burcu Kapar, Jose Olmo · Economics Letters · 126
PDF
Effect of Qatar diplomatic and economic isolation on GCC stock markets: An event study approach
2019 · Steven Buigut, Burcu Kapar · Finance research letters · 59
Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness
2024 · Mohammad Enamul Hoque, Mabruk Billah, et al. · International Review of Financial Analysis · 58
Analysis of Bitcoin prices using market and sentiment variables
2020 · Burcu Kapar, Jose Olmo · World Economy · 56
How did Brexit impact EU trade? Evidence from real data
2023 · Steven Buigut, Burcu Kapar · World Economy · 42
PDF
Tail-risk connectedness between sukuk and conventional bond markets and their determinants: Evidence from a country-level analysis
2023 · Syed Mabruk Billah, Burcu Kapar, et al. · Borsa Istanbul Review · 38
Effect of Qatar diplomatic and economic isolation on Qatar stock market volatility: an event study approach
2020 · Burcu Kapar, Steven Buigut · Applied Economics · 32
An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices
2023 · Burcu Kapar, Syed Mabruk Billah, et al. · International Review of Economics & Finance · 24
Effect of Regional Terrorism Events on Malaysian Tourism Demand
2020 · Steven Buigut, Burcu Kapar, et al. · Tourism and Hospitality Research · 21
Financial integration in the United Arab Emirates Stock Markets
2019 · Burcu Kapar, Jose Olmo, et al. · Finance research letters · 21
PDF
Bank characteristics and the interbank money market: a distributional approach
2015 · Giulia Iori, Burcu Kapar, et al. · Studies in Nonlinear Dynamics and Econometrics · 14
PDF
Global evidence on early effects of COVID‐19 on stock markets
2021 · Burcu Kapar, Steven Buigut, et al. · Review of Financial Economics · 11
Covid-19 Cases, Media Attention and Social Mood
2021 · Steven Buigut, BURCU KAPAR · International Journal of Economics and Financial Issues · 9
How Did Brexit Impact UK Trading at the Country Level? Evidence from Real Data
2025 · Steven Buigut, Burcu Kapar · The International Trade Journal · 8
PDF
Winners and losers from Pfizer and Biontech’s vaccine announcement: Evidence from S&P 500 (Sub)sector indices
2022 · Burcu Kapar, Steven Buigut, et al. · PLoS ONE · 6
The determinants of credit default swap spreads in the presence of structural breaks and counterparty risk
2011 · Burcu Kapar, José Olmo · RePEc: Research Papers in Economics · 6
PDF
The Cross-Section of Interbank Rates: A Nonparametric Empirical Investigation
2012 · Giulia Iori, Burcu Kapar, et al. · RePEc: Research Papers in Economics · 5
PDF
Market microstructure, banks’ behaviour and interbank spreads: evidence after the crisis
2019 · Burcu Kapar, Giulia Iori, et al. · Journal of Economic Interaction and Coordination · 4
PDF
Green bonds vs green sukuk: Can they protect against climate risks?
2026 · Mohammad Enamul Hoque, Syed Mabruk Billah, et al. · Journal of Environmental Management · 2
Centralized vs decentralized markets in the laboratory: The role of connectivity
2020 · Simone Alfarano, Albert Banal‐Estañol, et al. · Munich Personal RePEc Archive (Ludwig Maximilian University of Munich) · 2
PDF
Multiple Change-Point Detection in Linear Regression Models Via U-Statistic Type Processes
2012 · Burcu Kapar, William Pouliot · RePEc: Research Papers in Economics · 2
Exploring Tail Risk Spillovers: A Dynamic Analysis of Ai Stocks, Tokens, and Defi Assets in a Shifting Financial Landscape
2025 · BURCU KAPAR, Mabruk billah, et al. · SSRN Electronic Journal · 1
Infectious Disease and Asymmetric Industrial Volatility
2024 · Muhammad Tahir Suleman Suleman, Burcu Kapar, et al. · Applied Finance Letters · 1
Terrorism-Induced Uncertainty and Corporate Financial Policies: Evidence from the MENA Region
2026 · KAPAR, BURCU · Mendeley Data
Crude Shocks and Green Stocks
2026 · KAPAR, BURCU · Mendeley Data
Works count: 41
Citation count: 561
H-index: 12
I10-index: 13
Year
Topic
Type