Burak Saltoğlu : Citation Profile


Are you Burak Saltoğlu?

Boğaziçi Üniversitesi (99% share)
Boğaziçi Üniversitesi (1% share)

6

H index

5

i10 index

177

Citations

RESEARCH PRODUCTION:

18

Articles

9

Papers

RESEARCH ACTIVITY:

   19 years (1998 - 2017). See details.
   Cites by year: 9
   Journals where Burak Saltoğlu has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 7 (3.8 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa514
   Updated: 2020-09-14    RAS profile: 2019-09-26    
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Relations with other researchers


Works with:

Kuzubas, Tolga (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Burak Saltoğlu.

Is cited by:

Degiannakis, Stavros (9)

van Dijk, Dick (7)

Panchenko, Valentyn (6)

Diks, Cees (6)

Xekalaki, Evdokia (4)

Vahey, Shaun (4)

Peñaloza, Rodrigo Andrés (4)

Lee, Tae Hwy (4)

Salisu, Afees (4)

Novales, Alfonso (3)

Tchamyou, Vanessa (3)

Cites to:

Diebold, Francis (17)

Bollerslev, Tim (17)

Engle, Robert (13)

Santa-Clara, Pedro (12)

West, Kenneth (11)

Valkanov, Rossen (10)

Granger, Clive (10)

White, Halbert (9)

McCracken, Michael (9)

Danielsson, Jon (8)

Mariano, Roberto (8)

Main data


Where Burak Saltoğlu has published?


Journals with more than one article published# docs
Journal of Forecasting2
Applied Financial Economics2
Physica A: Statistical Mechanics and its Applications2
Emerging Markets Finance and Trade2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany3
Working Papers / Bogazici University, Department of Economics3

Recent works citing Burak Saltoğlu (2020 and 2019)


YearTitle of citing document
2019GARCH based VaR estimation: An empirical evidence from BRICS stock markets. (2019). Rao, Prabhakar ; Guptha, Siva Kiran. In: Theoretical and Applied Economics. RePEc:agr:journl:v:4(621):y:2019:i:4(621):p:201-218.

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2019GARCH based VaR estimation: An empirical evidence from BRICS stock markets. (2019). Rao, Prabhakar ; Guptha, Siva Kiran. In: Theoretical and Applied Economics. RePEc:agr:journl:v:xxvi:y:2019:i:4(621):p:201-218.

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2020Estimación de la variación del precio de los alimentos con modelos de frecuencias mixtas. (2020). Caicedo-Garcia, Edgar ; Cardenas-Cardenas, Julian Alonso ; Gonzalez, Eliana R. In: Borradores de Economia. RePEc:bdr:borrec:1109.

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2020Detecting a most closeness-central clique in complex networks. (2020). Nasirian, Farzaneh ; Balasundaram, Balabhaskar ; Pajouh, Foad Mahdavi. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:2:p:461-475.

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2020Do banks change their liquidity ratios based on network characteristics?. (2020). TARAZI, Amine ; Ardekani, Aref Mahdavi ; Distinguin, Isabelle. In: European Journal of Operational Research. RePEc:eee:ejores:v:285:y:2020:i:2:p:789-803.

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2019Another look at the energy-growth nexus: New insights from MIDAS regressions. (2019). Salisu, Afees ; Ogbonna, Ahamuefula. In: Energy. RePEc:eee:energy:v:174:y:2019:i:c:p:69-84.

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2020High-frequency credit spread information and macroeconomic forecast revision. (2020). Ka, Kook ; Ioannidis, Christos ; Deschamps, Bruno. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:358-372.

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2019“Too central to fail” systemic risk measure using PageRank algorithm. (2019). Jeong, Deokjong ; Yun, Tae-Sub ; Park, Sunyoung. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:162:y:2019:i:c:p:251-272.

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2019Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach. (2019). He, Yaoyao ; Jiang, Cuixia ; Li, Mengting ; Xu, Qifa. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119312609.

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2019Made for the job or by the job? A lab-in-the-field experiment with firefighters. (2019). Kral, Ondej ; Slanicay, Martin ; Stank, Rostislav. In: Research in Economics. RePEc:eee:reecon:v:73:y:2019:i:4:p:271-276.

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2019Financial systemic risk measurement based on causal network connectedness analysis. (2019). Zhang, Wei ; Xiong, Xiong ; Liu, Xi-Hua ; Gong, Xiao-Li. In: International Review of Economics & Finance. RePEc:eee:reveco:v:64:y:2019:i:c:p:290-307.

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2020Asymmetric Dynamics between Uncertainty and Unemployment Flows in the United States. (2020). Troster, Victor ; Uddin, Gazi Salah ; Granberg, Mark ; Ahmed, Ali. In: LiU Working Papers in Economics. RePEc:hhs:liuewp:0007.

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2020Risk attitude, risky behavior, and price determination in the sex market: A case study of Yangon, Myanmar. (2020). Aung, Kyaw Wai ; Yoshikawa, Kanako ; Kanayama, Yuki ; Yamada, Hiroyuki. In: Keio-IES Discussion Paper Series. RePEc:keo:dpaper:2020-013.

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2019Made for the job or by the job? A lab-in-the-field experiment with firefighters. (2019). Slanicay, Martin ; Stank, Rostislav ; Kral, Ondej. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2019-05.

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2019Computation of the corrected Cornish–Fisher expansion using the response surface methodology: application to VaR and CVaR. (2019). Maillard, Didier ; Barthelemy, Fabrice ; Amedee-Manesme, Charles-Olivier. In: Annals of Operations Research. RePEc:spr:annopr:v:281:y:2019:i:1:d:10.1007_s10479-018-2792-4.

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2020A dominance approach for comparing the performance of VaR forecasting models. (2020). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Computational Statistics. RePEc:spr:compst:v:35:y:2020:i:3:d:10.1007_s00180-020-00990-4.

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2020From FDI network topology to macroeconomic instability. (2020). Ricchiuti, Giorgio ; Masi, Giulia. In: Journal of Economic Interaction and Coordination. RePEc:spr:jeicoo:v:15:y:2020:i:1:d:10.1007_s11403-019-00275-0.

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2019Investigating risk contagion initiated by endogenous liquidity shocks: evidence from the US and eurozone interbank markets. (2019). Wolfe, Simon ; Urquhart, Andrew ; Eross, Andrea . In: The European Journal of Finance. RePEc:taf:eurjfi:v:25:y:2019:i:1:p:35-53.

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2019A dominance approach for comparing the performance of VaR forecasting models. (2019). Novales, Alfonso ; Garcia-Jorcano, Laura. In: Documentos de Trabajo del ICAE. RePEc:ucm:doicae:1923.

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2019Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states.. (2019). Chlebus, Marcin ; Buczyski, Mateusz. In: Working Papers. RePEc:war:wpaper:2019-12.

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Works by Burak Saltoğlu:


YearTitleTypeCited
2006Emerging Markets in Financial Crisis: Capital Flows, Savings, Debt and Banking Reform by ŞAZIYE GAZIOǦLU In: The World Economy.
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article0
2009MIDAS Volatility Forecast Performance Under Market Stress: Evidence from Emerging and Developed Stock Markets In: Working Papers.
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paper1
2013Network Centrality Measures and Systemic Risk: An Application to the Turkish Financial Crisis In: Working Papers.
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paper15
2014Network centrality measures and systemic risk: An application to the Turkish financial crisis.(2014) In: Physica A: Statistical Mechanics and its Applications.
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This paper has another version. Agregated cites: 15
article
2014Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation In: Working Papers.
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paper1
2012MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets In: Economics Letters.
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article3
2003Continuous time and nonparametric modelling of U.S. interest rate models In: International Review of Financial Analysis.
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article6
2002Assessing the risk forecasts for Japanese stock market In: Japan and the World Economy.
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article2
2017Measures of individual risk attitudes and portfolio choice: Evidence from pension participants In: Journal of Economic Psychology.
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article3
2016Systemic risk and heterogeneous leverage in banking networks In: Physica A: Statistical Mechanics and its Applications.
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article2
2003Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis In: LSE Research Online Documents on Economics.
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paper6
2003Anatomy of a Market Crash: A Market Microstructure Analysis of the Turkish Overnight Liquidity Crisis.(2003) In: FMG Discussion Papers.
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This paper has another version. Agregated cites: 6
paper
2002Intra-Day Features of Realized Volatility: Evidence from an Emerging Market In: International Journal of Business and Economics.
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article11
2006Evaluating predictive performance of value-at-risk models in emerging markets: a reality check In: Journal of Forecasting.
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article84
2007Comparing density forecast models Previous versions of this paper have been circulated with the title, A Test for Density Forecast Comparison with Applications to Risk Management since October 2003; s In: Journal of Forecasting.
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article20
2013Turkish Banking Sector Current Status and the Future Challenges In: Atlantic Economic Journal.
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article1
2013Why is it so Difficult and Complex to Solve the Euro Problem? In: Centre for Growth and Business Cycle Research Discussion Paper Series.
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paper0
2012The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market In: Emerging Markets Finance and Trade.
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article2
2009The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market.(2009) In: MPRA Paper.
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This paper has another version. Agregated cites: 2
paper
2016Macroeconomic Drivers of Loan Quality in Turkey In: Emerging Markets Finance and Trade.
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article0
2010Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash In: MPRA Paper.
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paper1
2008Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets In: MPRA Paper.
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paper14
2000Estimating a continuous time portfolio selection model: An application with UK data In: Empirical Economics.
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article0
2003An empirical comparison of interest rates using an interest rate model and nonparametric methods In: Applied Economics Letters.
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article0
2003Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates In: Applied Financial Economics.
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article3
1998Speed of adjustment to the long-run equilibrium: an application with US Stock Price and Dividend data In: Applied Financial Economics.
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article2
2015When does low interconnectivity cause systemic risk? In: Quantitative Finance.
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article0

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