Kamil Yilmaz : Citation Profile


Are you Kamil Yilmaz?

Koç Üniversitesi (95% share)
Economic Research Forum (ERF) (5% share)

18

H index

24

i10 index

5439

Citations

RESEARCH PRODUCTION:

25

Articles

63

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   28 years (1993 - 2021). See details.
   Cites by year: 194
   Journals where Kamil Yilmaz has often published
   Relations with other researchers
   Recent citing documents: 1007.    Total self citations: 53 (0.97 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyi43
   Updated: 2023-03-25    RAS profile: 2022-01-13    
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Relations with other researchers


Works with:

Liu, Laura (5)

Diebold, Francis (5)

cotter, john (3)

Hallam, Mark (2)

Korobilis, Dimitris (2)

Taymaz, Erol (2)

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

Is cited by:

GUPTA, RANGAN (133)

Gabauer, David (121)

Antonakakis, Nikolaos (113)

Ji, Qiang (72)

Tiwari, Aviral (67)

Chatziantoniou, Ioannis (66)

Baruník, Jozef (62)

Balcilar, Mehmet (57)

Hamori, Shigeyuki (57)

Sosvilla-Rivero, Simon (55)

Kočenda, Evžen (54)

Cites to:

Diebold, Francis (113)

Pesaran, M (43)

Taymaz, Erol (27)

shin, yongcheol (23)

Koop, Gary (21)

Potter, Simon (19)

Görg, Holger (16)

Engle, Robert (15)

Bollerslev, Tim (15)

Kose, Ayhan (14)

Lo, Andrew (14)

Main data


Where Kamil Yilmaz has published?


Journals with more than one article published# docs
Journal of Development Economics2
Iktisat Isletme ve Finans2

Working Papers Series with more than one paper published# docs
Ko University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum28
NBER Working Papers / National Bureau of Economic Research, Inc5
CFS Working Paper Series / Center for Financial Studies (CFS)3
Working Papers / Federal Reserve Bank of Philadelphia3
MPRA Paper / University Library of Munich, Germany3
ERC Working Papers / ERC - Economic Research Center, Middle East Technical University2
Working Papers / Geary Institute, University College Dublin2

Recent works citing Kamil Yilmaz (2022 and 2021)


YearTitle of citing document
2022The Role of Energy on the Price Volatility of Fruits and Vegetables: Evidence from Turkey. (2022). ARI, YAKUP ; Yelgen, Esin ; Uak, Harun. In: Bio-based and Applied Economics Journal. RePEc:ags:aieabj:322732.

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2021Information Diffusion and Spillover Dynamics in Renewable Energy Markets. (2021). Uddin, Gazi Salah ; Manera, Matteo ; Mahmoud, Alwan ; Cedic, Samir. In: FEEM Working Papers. RePEc:ags:feemwp:310361.

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2022Financial implications of the EU Emission Trading System: an analysis of wavelet coherence and volatility spillovers. (2022). Romagnoli, Matteo ; de Ponti, Pietro. In: FEEM Working Papers. RePEc:ags:feemwp:323874.

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2021Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:25:y:2021:i:1:p:188-215.

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2022TVP-VAR Based CARR-Volatility Connectedness: Evidence from The Russian-Ukraine Conflict. (2022). Ari, Yakup. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:3:p:590-607.

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2021Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach. (2021). Polat, Onur. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:47-59.

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2022Effects of Trade, Environment Quality and Human Capital on Industrial Sector Output in Developing Countries: A Panel Data Analysis. (2022). Bashir, Furrukh ; Chaudhry, Imran Sharif ; Nasim, Ismat. In: iRASD Journal of Economics. RePEc:ani:irdjoe:v:4:y:2022:i:1:p:107-116.

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2022Can Digital Currencies Serve as Safe Havens in the Post-Covid Era?. (2022). Adom, Dsir A. In: Business, Management and Economics Research. RePEc:arp:bmerar:2022:p:17-27.

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2023Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition. (2019). de Paula, Aureo ; Rasul, Imran ; Souza, Pedro. In: Papers. RePEc:arx:papers:1910.07452.

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2022Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2021Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

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2021Quantum Technology for Economists. (2021). Hull, Isaiah ; Sattath, OR ; Wendin, Goran ; Diamanti, Eleni. In: Papers. RePEc:arx:papers:2012.04473.

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2021COVID-19 spreading in financial networks: A semiparametric matrix regression model. (2021). Billio, Monica ; Matteo, Iacopini ; Michele, Costola ; Roberto, Casarin ; Monica, Billio. In: Papers. RePEc:arx:papers:2101.00422.

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2021Dynamic industry uncertainty networks and the business cycle. (2021). Baruník, Jozef ; Faff, Robert ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:2101.06957.

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2021Uncertainty Network Risk and Currency Returns. (2021). Baruník, Jozef ; Babiak, Mykola. In: Papers. RePEc:arx:papers:2101.09738.

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2022Bridging factor and sparse models. (2021). Medeiros, Marcelo C ; Masini, Ricardo ; Fan, Jianqing. In: Papers. RePEc:arx:papers:2102.11341.

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2022Hierarchical Regularizers for Mixed-Frequency Vector Autoregressions. (2021). Hecq, Alain ; Wilms, Ines ; Ternes, Marie. In: Papers. RePEc:arx:papers:2102.11780.

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2022Approximate Bayesian inference and forecasting in huge-dimensional multi-country VARs. (2021). Pfarrhofer, Michael ; Huber, Florian ; Feldkircher, Martin ; Koop, Gary. In: Papers. RePEc:arx:papers:2103.04944.

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2022Learning Financial Network with Focally Sparse Structure. (2021). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

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2021An Information Filtering approach to stress testing: an application to FTSE markets. (2021). Aste, Tomaso ; Caccioli, Fabio ; Seabrook, Isobel. In: Papers. RePEc:arx:papers:2106.08778.

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2021Inference in heavy-tailed non-stationary multivariate time series. (2021). Cavaliere, Giuseppe ; Barigozzi, Matteo ; Trapani, Lorenzo. In: Papers. RePEc:arx:papers:2107.13894.

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2021Portfolio optimization with idiosyncratic and systemic risks for financial networks. (2021). Han, Jihui ; Wang, Chao ; Chen, Lin ; Zhao, Longfeng ; Yang, Yajie. In: Papers. RePEc:arx:papers:2111.11286.

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2021Optimal Portfolio Choice and Stock Centrality for Tail Risk Events. (2021). Katsouris, Christis. In: Papers. RePEc:arx:papers:2112.12031.

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2021Using Network-based Causal Inference to Detect the Sources of Contagion in the Currency Market. (2021). Cook, Samantha ; Wit, Ernst-Jan Camiel ; Rigana, Katerina. In: Papers. RePEc:arx:papers:2112.13127.

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2022Industry Characteristics and Financial Risk Spillovers. (2022). Chiua, Wan-Chien ; Wang, Chih-Wei ; Pena, Juan Ignacio. In: Papers. RePEc:arx:papers:2202.02263.

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2022The role of investor attention in global asset price variation during the invasion of Ukraine. (2022). Horv, Mat'Uvs ; Stavsek, Daniel ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2205.05985.

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2022Time-Varying Multivariate Causal Processes. (2022). Yan, Yayi ; Wu, Wei Biao ; Peng, Bin ; Gao, Jiti. In: Papers. RePEc:arx:papers:2206.00409.

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2022Fast and Accurate Variational Inference for Large Bayesian VARs with Stochastic Volatility. (2022). Yu, Xuewen. In: Papers. RePEc:arx:papers:2206.08438.

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2022Unique futures in China: studys on volatility spillover effects of ferrous metal futures. (2022). Hao, Lin ; Sun, Cuiping ; Cao, Tingting. In: Papers. RePEc:arx:papers:2206.15039.

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2022Exploring Financial Networks Using Quantile Regression and Granger Causality. (2022). Basu, Sumanta ; Mukherjee, Diganta ; Lahiry, Samriddha ; Karpman, Kara. In: Papers. RePEc:arx:papers:2207.10705.

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2022Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

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2022Learning Financial Networks with High-frequency Trade Data. (2022). Easley, David ; Basu, Sumanta ; Karpman, Kara. In: Papers. RePEc:arx:papers:2208.03568.

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2022Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19. (2022). Das, Devanjali Nandi. In: Papers. RePEc:arx:papers:2208.09148.

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2022Monitoring the Dynamic Networks of Stock Returns. (2022). Bodnar, Olha ; Nguyen, Hoang ; Touli, Elena Farahbakhsh. In: Papers. RePEc:arx:papers:2210.16679.

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2023On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness. (2022). Yilmaz, Kamil ; Diebold, Francis X. In: Papers. RePEc:arx:papers:2211.04184.

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2022Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

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2022Compacter networks as a defensive mechanism: How firms clustered during 2015 Financial Crisis in China. (2022). Wang, Yujue. In: Papers. RePEc:arx:papers:2212.01557.

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2023Adaptive local VAR for dynamic economic policy uncertainty spillover. (2023). Okhrin, Ostap ; Gillmann, Niels. In: Papers. RePEc:arx:papers:2302.02808.

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2021Impact of COVID-19 on Stock Markets. (2021). Eleni, Kyriazakou ; Charalampos, Nikandrou ; Christos, Gkaitantzis. In: Asian Economics Letters. RePEc:ayb:jrnael:1.

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2021Impact of COVID-19 on Stock Markets. (2021). Eleni, Kyriazakou ; Charalampos, Nikandrou ; Christos, Gkaitantzis. In: Asian Economics Letters. RePEc:ayb:jrnael:36.

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2022Interconnectedness and Nonlinearity in Indian Energy Futures During the COVID-19 Pandemic. (2022). Mishra, Pramod Kumar ; Behera, Chinmaya. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:56.

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2021Option-Implied Network Measures of Tail Contagion and Stock Return Predictability. (2021). Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20154.

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2021Option-Implied Network Measures of Tail Contagion and Stock Return Predictability. (2021). Pedio, Manuela. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21154.

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2022Volatility Spillover Effects among Gold, Oil and Stock Markets: Empirical Evidence from the G7 Countries. (2022). Viswanathan, T ; Kannadas, S. In: Economic Studies journal. RePEc:bas:econst:y:2022:i:4:p:18-32.

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2021Estimating Large-Dimensional Connectedness Tables: The Great Moderation Through the Lens of Sectoral Spillovers. (2021). Hipp, Ruben ; Brunner, Felix. In: Staff Working Papers. RePEc:bca:bocawp:21-37.

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2022Asymmetric Systemic Risk. (2022). Silva Buston, Consuelo ; Raykov, Radoslav ; Silva-Buston, Consuelo. In: Staff Working Papers. RePEc:bca:bocawp:22-19.

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2021Measuring Movement and Social Contact with Smartphone Data: A Real-time Application to COVID-19. (2021). Dingel, Jonathan ; Couture, Victor ; Williams, Kevin ; Handbury, Jessie ; Green, Allison. In: Working Papers. RePEc:bfi:wpaper:2021-11.

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2021Structural Estimation of Time-Varying Spillovers: An Application to International Credit Risk Transmission. (2021). Arthur, Stalla-Bourdillon ; Lukas, Boeckelmann. In: Working papers. RePEc:bfr:banfra:798.

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2022Bank opacity - patterns and implications. (2022). Avdjiev, Stefan ; Jager, Maximilian. In: BIS Working Papers. RePEc:bis:biswps:992.

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2021Information linkages among National, NSW, VIC, and QLD real estate markets in Australia. (2021). Croucher, John S ; Wang, Jingjing. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:2:p:3207-3234.

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2021Risk contagion of global stock markets under COVID?19:A network connectedness method. (2021). Zhao, Xuezhou ; DING, Yuang ; Chu, Wangyu ; Yu, Honghai. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5745-5782.

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2021Can “Concerted” Macroprudential Policies Mitigate Cross?border Contagion of Financial Risks? Evidence from China and Its Financially Connected Economies. (2021). Chen, Xiaoli ; Liu, Xiaoyu. In: China & World Economy. RePEc:bla:chinae:v:29:y:2021:i:3:p:26-54.

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2022Upgrading in the Automotive Periphery: Turkeys Battery Electric Vehicle Maker Togg. (2022). Sener, Erman ; Mordue, Greig. In: Development and Change. RePEc:bla:devchg:v:53:y:2022:i:4:p:760-795.

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2021GDP?network CoVaR: A tool for assessing growth?at?risk. (2021). Tizzanini, Giacomo ; De Meo, Emanuele . In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:2:n:e12181.

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2022Inflation Shocks – Do Monetary Variables Matter?. (2022). Cronin, David. In: Economic Papers. RePEc:bla:econpa:v:41:y:2022:i:2:p:182-188.

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2021On the International Spillover Effects of Country?Specific Financial Sector Bailouts and Sovereign Risk Shocks*. (2021). Wu, Eliza ; Nguyen, Viet Hoang ; GREENWOODNIMMO, MATTHEW . In: The Economic Record. RePEc:bla:ecorec:v:97:y:2021:i:317:p:285-309.

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2022COVID?19 and ESG preferences: Corporate bonds versus equities. (2022). Singh, Amanjot. In: International Review of Finance. RePEc:bla:irvfin:v:22:y:2022:i:2:p:298-307.

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2021CROSS?SECTIONAL DEPENDENCE AND SPILLOVERS IN SPACE AND TIME: WHERE SPATIAL ECONOMETRICS AND GLOBAL VAR MODELS MEET. (2021). Elhorst, J.Paul ; Tereanu, Eugen ; Gross, Marco. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:1:p:192-226.

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2021WHERE DO WE STAND IN CRYPTOCURRENCIES ECONOMIC RESEARCH? A SURVEY BASED ON HYBRID ANALYSIS. (2021). Fernandez Bariviera, Aurelio ; Meredizsola, Ignasi. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:377-407.

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2022The rising interconnectedness of the insurance sector. (2022). Jourde, Tristan. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:89:y:2022:i:2:p:397-425.

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2021Economic policy uncertainty spillovers in Europe before and after the Eurozone crisis. (2021). Fountas, Stilianos ; Tzika, Paraskevi. In: Manchester School. RePEc:bla:manchs:v:89:y:2021:i:4:p:330-352.

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2022Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:1:p:1-33.

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2022Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets. (2022). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:606-628.

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2021Dynamics of Money Market Interest Rates in Ghana: Time?Frequency Analysis of Volatility Spillovers. (2021). Schaling, Eric ; Alagidede, Imhotep Paul ; Akosah, Nana Kwame. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:555-589.

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2021Bayesian State?Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy. (2021). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:123:y:2021:i:4:p:1261-1291.

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2022Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185.

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2022Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market. (2022). Marfatia, Hardik A ; Gabauer, David ; Chatziantoniou, Ioannis. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:3:p:283-300.

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2021Consumption smoothing, risk sharing and financial integration. (2021). Gufler, Ivan ; Donadelli, Michael. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:143-187.

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2021On the origin of systemic risk. (2021). Covi, Giovanni ; Montagna, Mattia ; Torri, Gabriele. In: Bank of England working papers. RePEc:boe:boeewp:0906.

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2022Rise of NBFIs and the Global Structural Change in the Transmission of Market Shocks. (2022). Shinozaki, Yuji ; Koide, Yoshiyasu ; Hogen, Yoshihiko. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp22e14.

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2021A Study of Multi-Scale Relationship Between Investor Sentiment and Stock Index Fluctuation Based on the Analysis of BEMD Spillover Index. (2021). Yi, Sun ; Shufen, Zhou ; Yin, Zhang ; Weiguo, Chen. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:9:y:2021:i:4:p:399-420:n:1.

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2021Markov Switching Panel with Endogenous Synchronization Effects. (2021). Ravazzolo, Francesco ; Casarin, Roberto ; Billio, Monica ; Agudze, Komla M. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps82.

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2022Assessing Structure-Related Systemic Risk in Advanced Economies. (2022). O'Brien, Martin ; Wosser, Michael. In: Research Technical Papers. RePEc:cbi:wpaper:3/rt/22.

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2021Uncertainty Network Risk and Currency Returns. (2021). Barunik, Jozef ; Babiak, Mykola. In: CERGE-EI Working Papers. RePEc:cer:papers:wp687.

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2021Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202.

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2021Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks. (2021). Kočenda, Evžen ; Kocenda, Even ; Bro, Vaclav. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9463.

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2022Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings. (2022). Almajali, Awon ; Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9824.

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2022Long-Run Linkages between US Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis. (2022). Gil-Alana, Luis A ; de Dios, Jose Javier ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9950.

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2022Efecto de la incertidumbre de la política económica internacional sobre los mercados financieros latinoamericanos. (2022). Galvez-Gamboa, Francisco ; Henriquez, Erik Munoz. In: Estudios Gerenciales. RePEc:col:000129:020575.

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2022Analyzing the COVID-19 Pandemic Volatility Spillover Influence on the Collaboration of Foreign and Indian Stock Markets. (2022). Debnath, Arabinda ; Das, Runumi. In: Revista Finanzas y Politica Economica. RePEc:col:000443:020558.

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2021Systemic Risk in Indian Banking: Measurement and Impact of COVID-19. (2021). Trivedi, Krina. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2021:i:1:p:143-151.

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2021Return spillovers between green energy indexes and financial markets: a first sectoral approach. (2021). Nobletz, Capucine. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-24.

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2021Nonlinear Cointegration and Asymmetric Adjustement between Economic policy uncertainty and Gold price: Evidence from the United States. (2021). Mighri, Zouheir ; el Abed, Riadh. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00151.

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2022Do Energy and Gold Markets Interact with Islamic Stocks? Evidence from the Asia-Pacific Markets. (2022). Usmonov, Jaloliddin ; Mukhamedov, Farkhod ; Avazkhodjaev, Salokhiddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-21.

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2022Dynamic Connectedness between Renewable and Nonrenewable Energy Consumptions, Economic Growth and Carbon Dioxide Emissions in Vietnam: Extension of the TVP-VAR Joint Connected Approach. (2022). Thanh, Nguyen Thi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-39.

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2023Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market. (2023). Manotas-Duque, Diego Fernando ; Londoo-Hernandez, Sandra Milena ; Oviedo-Gomez, Andres. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-12.

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2021Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. (2021). Lin, Boqiang ; Xu, Jun ; Shi, Rong ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s030626192031758x.

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2022The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162.

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2021Have cross-category spillovers of economic policy uncertainty changed during the US–China trade war?. (2021). Nong, Huifu. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000415.

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2021Time-varying inter-urban housing price spillovers in China: Causes and consequences. (2021). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001251.

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2022The rise of Renminbi in Asia: Evidence from Network Analysis and SWIFT dataset. (2022). Woo, Wing Thye ; Wang, Xiaosong ; Liu, Tao. In: Journal of Asian Economics. RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001597.

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2022Is the COVID-19 pandemic more contagious for the Asian stock markets? A comparison with the Asian financial, the US subprime and the Eurozone debt crisis. (2022). Mehta, Chhavi ; Chopra, Monika. In: Journal of Asian Economics. RePEc:eee:asieco:v:79:y:2022:i:c:s1049007822000100.

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2022Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence. (2022). Shao, Qinglong ; Li, Youshu ; Guo, Junjie. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000227.

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2022Are Indian Subcontinent remittance markets connected to each other?. (2022). Genc, Ismail H. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000355.

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2021Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). GUPTA, RANGAN ; Gabauer, David ; Tiwari, Aviral Kumar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071.

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2021Football sentiment and stock market returns: Evidence from a frontier market. (2021). Nguyen, Duc Nguyen ; Truong, Quang-Thai ; Al-Mohamad, Somar ; Bakry, Walid ; Tran, Quynh-Nhu. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000162.

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2021The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Tawil, Dima ; Aziz, Saqib ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000691.

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2021Does Bitcoin React to Trump’s Tweets?. (2021). Duc, Toan Luu. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000903.

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2021Higher moment connectedness in cryptocurrency market. (2021). Yarovaya, Larisa ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:32:y:2021:i:c:s2214635021001064.

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2022Return and volatility connectedness of the non-fungible tokens segments. (2022). Vo, Xuan Vinh ; Zaremba, Adam ; Alwahedi, Wafa ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000405.

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More than 100 citations found, this list is not complete...

Works by Kamil Yilmaz:


YearTitleTypeCited
2003Martingale Property of Exchange Rates and Central Bank Interventions. In: Journal of Business & Economic Statistics.
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article37
1994 On Cointegration and Exchange Rate Dynamics. In: Journal of Finance.
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1993On cointegration and exchange rate dynamics.(1993) In: Working Papers.
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1997Privatisation and Stock Market Efficiency: The British Experience In: Scottish Journal of Political Economy.
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article0
2017Political economy of industrial policy in Turkey: The case of the automotive industry In: Global Development Institute Working Paper Series.
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paper1
2009Equity Market Spillovers in the Americas In: Journal Economía Chilena (The Chilean Economy).
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article35
2011Equity Market Spillovers in the Americas.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
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chapter
2018Commodity Connectedness In: Central Banking, Analysis, and Economic Policies Book Series.
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2017Commodity Connectedness.(2017) In: NBER Working Papers.
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2017Commodity Connectedness.(2017) In: PIER Working Paper Archive.
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paper
2017Commodity connectedness.(2017) In: CFS Working Paper Series.
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paper
2010International Business Cycle Spillovers In: CEPR Discussion Papers.
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paper17
2009International Business Cycle Spillovers.(2009) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
2009Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets In: Economic Journal.
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article1360
2008Measuring financial asset return and volatility spillovers, with application to global equity markets.(2008) In: Working Papers.
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paper
2007Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets.(2007) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has another version. Agregated cites: 1360
paper
2008Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets.(2008) In: NBER Working Papers.
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paper
2007Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets.(2007) In: PIER Working Paper Archive.
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This paper has another version. Agregated cites: 1360
paper
2009Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets.(2009) In: Economic Journal.
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article
2007Measuring financial asset return and volatility spillovers, with application to global equity markets.(2007) In: CFS Working Paper Series.
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paper
2008Measuring financial asset return and volatilty spillovers, with application to global equity markets.(2008) In: CFS Working Paper Series.
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paper
2010Return and volatility spillovers among the East Asian equity markets In: Journal of Asian Economics.
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article147
2009Return and Volatility Spillovers among the East Asian Equity Markets.(2009) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
1997Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries In: Journal of Development Economics.
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article9
1994Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries.(1994) In: Policy Research Working Paper Series.
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paper
1999Optimal export taxes in a multicountry framework In: Journal of Development Economics.
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article20
2021Measuring real–financial connectedness in the U.S. economy In: The North American Journal of Economics and Finance.
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article1
2018Measuring Real-Financial Connectedness in the U.S. Economy.(2018) In: Working Papers.
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paper
2018Measuring Real-Financial Connectedness in the U.S. Economy.(2018) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
2014On the network topology of variance decompositions: Measuring the connectedness of financial firms In: Journal of Econometrics.
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2011On the network topology of variance decompositions: Measuring the connectedness of financial firms.(2011) In: Working Papers.
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paper
2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms.(2011) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms.(2011) In: NBER Working Papers.
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paper
2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms.(2011) In: PIER Working Paper Archive.
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paper
2004Volatility and contagion: evidence from the Istanbul stock exchange In: Economic Systems.
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article18
2002Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation In: European Journal of Operational Research.
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article10
1999Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation..(1999) In: Koc University.
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paper
2012Better to give than to receive: Predictive directional measurement of volatility spillovers In: International Journal of Forecasting.
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article1478
2010Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers.(2010) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
2020How connected is the global sovereign credit risk network? In: Journal of Banking & Finance.
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article41
2015How Connected is the Global Sovereign Credit Risk Network?.(2015) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
2012Asymmetric response to monetary policy surprises at the long-end of the yield curve In: Journal of Macroeconomics.
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article4
2009Asymmetric Response to Monetary Policy Surprises at the Long-End of the Yield Curve.(2009) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
2009History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry In: World Development.
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article29
2007History Matters for the Export Decision: Plant Level Evidence from Turkish Manufacturing Industry.(2007) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
2007History Matters for the Export Decision Plant Level Evidence from Turkish Manufacturing Industry.(2007) In: ERC Working Papers.
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paper
2018Measuring Dynamic Connectedness with Large Bayesian VAR Models In: Essex Finance Centre Working Papers.
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paper49
2018Measuring Dynamic Connectedness with Large Bayesian VAR Models.(2018) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
1997Machinery Investment and Export Competitiveness. In: Koc University.
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paper1
1998Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey In: Koc University.
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paper6
1999Nash and Stackelberg Optimum Export Taxes. In: Koc University.
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paper0
2001Yüksek Enflasyon Sürecinde Siyasi Elitlerin Rolü: Arjantin, Brezilya, İsrail Ve Türkiye Deneyimlerinin Karşılaştırmalı Analizi In: Iktisat Isletme ve Finans.
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article0
2010Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi In: Iktisat Isletme ve Finans.
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article9
2010Para Politikasi Beklentilerinin Sermaye Piyasalari Ãœzerindeki Etkisi.(2010) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
2007Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2009Productivity response to reduction in trade barriers: evidence from Turkish manufacturing plants.(2009) In: Review of World Economics (Weltwirtschaftliches Archiv).
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article
2007Macroeconomic Volatility and Stock Market Volatility,World-Wide In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2008Macroeconomic Volatility and Stock Market Volatility, Worldwide.(2008) In: NBER Working Papers.
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paper
2008Macroeconomic Volatility and Stock Market Volatility, World-Wide.(2008) In: PIER Working Paper Archive.
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paper
2008Integration with the Global Economy: The Case of Turkish Automobile and Consumer Electronics Industries In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper9
2009Turkeys Recent Trade and Foreign Direct Investment Performance In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper9
2009The Intertemporal Relation between Expected Return and Risk on Currency In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper3
2010Global Links and Local Bonds: The Role of Ownership and Size in Productivity Growth In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper1
2010Taking Stock: The Customs Union between Turkey and the EU Fifteen Years Later In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper3
2014Volatility Connectedness of Bank Stocks Across the Atlantic In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2014Demokrasiye Gecis, Reel ucretler ve Verimlilik: Turk Imalat Sanayiinden Bulgular In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2015Estimating Global Bank Network Connectedness In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2017Estimating Global Bank Network Connectedness.(2017) In: NBER Working Papers.
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2015Estimating Global Bank Network Connectedness.(2015) In: PIER Working Paper Archive.
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paper
2018Estimating global bank network connectedness.(2018) In: Journal of Applied Econometrics.
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article
2017Mixed-Frequency Macro-Financial Spillovers In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2017Mixed-frequency macro-financial spillovers.(2017) In: Working Papers.
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2018Financial Sector Volatility Connectedness and Equity Returns In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2018Bank Volatility Connectedness in South East Asia In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper2
2018Producer Price Inflation Connectedness and Input-Output Networks In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper3
2020Polarized Politics of Pandemic Response and the Covid-19 Connectedness Across the U.S. States In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper3
2021Unconventional Monetary Policy and Bond Market Connectedness in the New Normal In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper0
2021Transition to Democracy, Real Wages and Productivity: The Turkish Experience In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2008Turkiye Imalat Sanayiinde Yapisal Dönüsüm ve Teknolojik Degisme Dinamikleri In: ERC Working Papers.
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2016Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014 In: The Journal of Financial Econometrics.
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2002Imported Machinery for Export Competitiveness In: The World Bank Economic Review.
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2015Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring In: OUP Catalogue.
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2013Measuring the Dynamics of Global Business Cycle Connectedness In: PIER Working Paper Archive.
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2007Productivity and Trade Orientation: Turkish Manufacturing Industry Before and After the Customs Union In: MPRA Paper.
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2009Foreign Direct Investment and Productivity Spillovers: Identifying Linkages through Product-based Measures In: MPRA Paper.
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2000Türk telekomünikasyon sektöründe reform: Özelle?tirme, düzenleme ve serbestle?me In: MPRA Paper.
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2009Business Cycle Spillovers In: 2009 Meeting Papers.
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2020Real-financial connectedness in the Swiss economy In: Swiss Journal of Economics and Statistics.
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2006How much should primary commodity exports be taxed? Nash and Stackelberg equilibria in the Global Cocoa Market In: The Journal of International Trade & Economic Development.
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2020Macro-Financial Spillovers In: Working Papers.
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2008Integration with the Global Economy In: World Bank Publications - Books.
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2013THE IMPACT OF FDI ON FIRM SURVIVAL AND EMPLOYMENT: A COMPARATIVE ANALYSIS FOR TURKEY AND ITALY In: ERSA conference papers.
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