8
H index
6
i10 index
176
Citations
Atilla Cifter : Citation Profile
| RESEARCH PRODUCTION: 21 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
15 years (2006 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Atilla Cifter. | Is cited by:
| Cites to:
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Main data
Where Atilla Cifter has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Risk Finance | 2 |
| Economic Modelling | 2 |
| Panoeconomicus | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 11 |
Recent works citing Atilla Cifter (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Forecasting Stock Market Realized Volatility using Random Forest and Artificial Neural Network in South Africa. (2024). Brijlal, Pradeep ; Diane, Lamine. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-02-2. Full description at Econpapers || Download paper |
| 2024 | Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Soski, Tomasz ; Kara, Marta ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024. Full description at Econpapers || Download paper |
| 2024 | Safety assessment of cryptocurrencies as risky assets during the COVID-19 pandemic. (2024). Belanes, Amel ; Rabbouch, Hana ; Saadaoui, Foued ; Amirat, Amina. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:651:y:2024:i:c:s0378437124005223. Full description at Econpapers || Download paper |
| 2024 | Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Ko, Hyungjin ; Son, Bumho. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611. Full description at Econpapers || Download paper |
| 2024 | Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654. Full description at Econpapers || Download paper |
| 2024 | The football world upside down: Traditional equities as an alternative for the new fan tokens? A portfolio optimization study. (2024). Esparcia, Carlos ; Diaz, Antonio. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002897. Full description at Econpapers || Download paper |
| 2025 | On the nexus between currency risk and hedging across different time scales: Evidence from Healthcare firms in Malaysia . (2025). Wahab, Hishamuddin Abdul. In: GATR Journals. RePEc:gtr:gatrjs:jfbr230. Full description at Econpapers || Download paper |
| 2024 | Determinants of Nonperforming Loans: A Global Data Analysis. (2024). Valcarce, Lucia ; Fernndez-Migulez, Angel L ; Delgado, Enrique ; Lamothe, Prosper ; Salas, Mbelen. In: Computational Economics. RePEc:kap:compec:v:64:y:2024:i:5:d:10.1007_s10614-023-10543-8. Full description at Econpapers || Download paper |
| 2025 | A New Frailty Model Based Archimedean Bivariate Copula That Models Only Positive Dependency. (2025). Attia, Iman M. In: OSF Preprints. RePEc:osf:osfxxx:y6pjc_v1. Full description at Econpapers || Download paper |
| 2024 | Balance Sheet Effects of Exchange Rate Changes and Debt Dollarisation: An Econometric Analysis on the Turkish Real Sector. (2024). Acar, Mustafa ; Yilmaz, Mucahid Samet. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:240220. Full description at Econpapers || Download paper |
| 2024 | A spectral approach to evaluating VaR forecasts: stock market evidence from the subprime mortgage crisis, through COVID-19, to the Russo–Ukrainian war. (2024). Pietrzyk, Radosaw ; Maecka, Marta. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:58:y:2024:i:5:d:10.1007_s11135-024-01866-1. Full description at Econpapers || Download paper |
Works by Atilla Cifter:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey In: Journal of BRSA Banking and Financial Markets. [Full Text][Citation analysis] | article | 2 |
| 2007 | The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2008 | Multiscale Systematic Risk: an Application on the ISE-30 In: Istanbul Stock Exchange Review. [Full Text][Citation analysis] | article | 2 |
| 2007 | Multiscale Systematic Risk: An Application on ISE-30.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2008 | Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test In: Review of Middle East Economics and Finance. [Full Text][Citation analysis] | article | 8 |
| 2009 | Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey In: Economic Modelling. [Full Text][Citation analysis] | article | 22 |
| 2014 | Exchange rate exposure at the firm and industry levels: Evidence from Turkey In: Economic Modelling. [Full Text][Citation analysis] | article | 14 |
| 2021 | Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 8 |
| 2011 | Value-at-risk estimation with wavelet-based extreme value theory: Evidence from emerging markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 19 |
| 2010 | A wavelet network model for analysing exchange rate effects on interest rates In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 3 |
| 2010 | Filtered extreme‐value theory for value‐at‐risk estimation: evidence from Turkey In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 3 |
| 2010 | Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 14 |
| 2008 | Modeling long‐term memory effect in stock prices In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2007 | Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Empirical Analysis with Asian Equity Markets In: The IUP Journal of Financial Economics. [Citation analysis] | article | 1 |
| 2007 | Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma In: Iktisat Isletme ve Finans. [Citation analysis] | article | 0 |
| 2021 | Oil Prices and Stock Returns in the MENA Countries: A Firm-level Data Analysis In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2007 | Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2007 | The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey In: MPRA Paper. [Full Text][Citation analysis] | paper | 21 |
| 2007 | Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
| 2007 | The Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006).(2007) In: South East European Journal of Economics and Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2006 | The Effect of Scale on Productivity of Turkish Banks in the Post-Crises Period: An Application of Data Envelopment Analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Nonlinear Combination of Financial Forecast with Genetic Algorithm In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
| 2007 | Filtered Extreme Value Theory for Value-At-Risk Estimation In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
| 2012 | Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 1 |
| 2017 | Turkish tourism, exchange rates and income In: Tourism Economics. [Full Text][Citation analysis] | article | 3 |
| 2013 | Gender differences in macroeconomic expectations: evidence from Turkey In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
| 2015 | Bank concentration and non-performing loans in Central and Eastern European countries In: Journal of Business Economics and Management. [Full Text][Citation analysis] | article | 7 |
| 2015 | Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach In: Panoeconomicus. [Full Text][Citation analysis] | article | 3 |
| 2015 | Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach In: Panoeconomicus. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team