Atilla Cifter : Citation Profile

İstanbul Kemerburgaz Üniversitesi (IKBU)

8

H index

6

i10 index

174

Citations

RESEARCH PRODUCTION:

21

Articles

11

Papers

RESEARCH ACTIVITY:

   15 years (2006 - 2021). See details.
   Cites by year: 11
   Journals where Atilla Cifter has often published
   Relations with other researchers
   Recent citing documents: 9.    Total self citations: 2 (1.14 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pci27
   Updated: 2025-04-19    RAS profile: 2024-09-07    
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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:

Jimenez-Martin, Juan (9)

Pérez-Amaral, Teodosio (7)

Novales, Alfonso (6)

Chlebus, Marcin (4)

JAMMAZI, RANIA (4)

Castro, Vitor (3)

Cepni, Oguzhan (3)

Hadri, Kaddour (2)

Degiannakis, Stavros (2)

Nguyen, Duc Khuong (2)

Khan, Muhammad (2)

Cites to:

Dickey, David (13)

Engle, Robert (12)

Bollerslev, Tim (9)

Pesaran, Mohammad (7)

Johansen, Soren (7)

Tesar, Linda (6)

Dominguez, Kathryn (6)

Fernandez, Viviana (6)

Ozun, Alper (4)

Hausman, Jerry (4)

Stock, James (4)

Main data

Production by document typepaperarticle200620072008200920102011201220132014201520162017201820192020202101020Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2006200720082009201020112012201320142015201620172018201920202021010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received200920102011201220132014201520162017201820192020202120222023202420250102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20062007200820092010201120122013201420152016201720182019202020210255075Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents123456789100102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025032025040510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Atilla Cifter has published?

Journals with more than one article published# docs
Journal of Risk Finance2
Economic Modelling2
Panoeconomicus2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany11

Recent works citing Atilla Cifter (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. (2024). Kara, Marta ; Soski, Tomasz ; Mercik, Aleksander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000024.

Full description at Econpapers || Download paper

2024Safety 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

2024Portfolio insurance strategy in the cryptocurrency market. (2024). Lee, Jaewook ; Son, Bumho ; Ko, Hyungjin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002611.

Full description at Econpapers || Download paper

2024Cryptocurrency 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

2024The 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

2024Determinants of Nonperforming Loans: A Global Data Analysis. (2024). Delgado, Enrique ; Lamothe, Prosper ; Salas, Mbelen ; Valcarce, Lucia ; Fernndez-Migulez, Angel L. 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

Works by Atilla Cifter:

Year  ↓Title  ↓Type  ↓Cited  ↓
2007The 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]		article2
2007The 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
2008Multiscale Systematic Risk: an Application on the ISE-30 In: Istanbul Stock Exchange Review.
[Full Text][Citation analysis]		article2
2007Multiscale Systematic Risk: An Application on ISE-30.(2007) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2008Estimating 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]		article8
2009Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey In: Economic Modelling.
[Full Text][Citation analysis]		article22
2014Exchange rate exposure at the firm and industry levels: Evidence from Turkey In: Economic Modelling.
[Full Text][Citation analysis]		article13
2021Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets In: Finance Research Letters.
[Full Text][Citation analysis]		article8
2011Value-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]		article19
2010A wavelet network model for analysing exchange rate effects on interest rates In: Journal of Economic Studies.
[Full Text][Citation analysis]		article3
2010Filtered extreme‐value theory for value‐at‐risk estimation: evidence from Turkey In: Journal of Risk Finance.
[Full Text][Citation analysis]		article3
2010Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey In: Journal of Risk Finance.
[Full Text][Citation analysis]		article14
2008Modeling long‐term memory effect in stock prices In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article4
2007Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Empirical Analysis with Asian Equity Markets In: The IUP Journal of Financial Economics.
[Citation analysis]		article0
2007Hisse 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]		article0
2021Oil Prices and Stock Returns in the MENA Countries: A Firm-level Data Analysis In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article0
2007Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets In: MPRA Paper.
[Full Text][Citation analysis]		paper6
2007The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2007Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey In: MPRA Paper.
[Full Text][Citation analysis]		paper21
2007Estimating 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]		paper2
2007Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) In: MPRA Paper.
[Full Text][Citation analysis]		paper7
2007The 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
2006The 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]		paper2
2007Nonlinear Combination of Financial Forecast with Genetic Algorithm In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2007Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas In: MPRA Paper.
[Full Text][Citation analysis]		paper8
2007Filtered Extreme Value Theory for Value-At-Risk Estimation In: MPRA Paper.
[Full Text][Citation analysis]		paper13
2012Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa In: Journal for Economic Forecasting.
[Full Text][Citation analysis]		article1
2017Turkish tourism, exchange rates and income In: Tourism Economics.
[Full Text][Citation analysis]		article3
2013Gender differences in macroeconomic expectations: evidence from Turkey In: Quality & Quantity: International Journal of Methodology.
[Full Text][Citation analysis]		article0
2015Bank concentration and non-performing loans in Central and Eastern European countries In: Journal of Business Economics and Management.
[Full Text][Citation analysis]		article7
2015Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach In: Panoeconomicus.
[Full Text][Citation analysis]		article3
2015Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach In: Panoeconomicus.
[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated April, 14 2025. Contact: CitEc Team