Kamil Yilmaz : Citation Profile


Are you Kamil Yilmaz?

Koç Üniversitesi

16

H index

19

i10 index

1783

Citations

RESEARCH PRODUCTION:

20

Articles

57

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   25 years (1993 - 2018). See details.
   Cites by year: 71
   Journals where Kamil Yilmaz has often published
   Relations with other researchers
   Recent citing documents: 313.    Total self citations: 39 (2.14 %)

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   Permalink: http://citec.repec.org/pyi43
   Updated: 2018-11-10    RAS profile: 2018-11-08    
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Relations with other researchers


Works with:

Diebold, Francis (5)

Taymaz, Erol (2)

cotter, john (2)

Korobilis, Dimitris (2)

Hallam, Mark (2)

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

Is cited by:

Antonakakis, Nikolaos (80)

Baruník, Jozef (49)

Kočenda, Evžen (41)

McAleer, Michael (33)

Allen, David (33)

Sosvilla-Rivero, Simon (32)

Vacha, Lukas (31)

Filis, George (30)

GUPTA, RANGAN (22)

Dungey, Mardi (22)

Liow, Kim (20)

Cites to:

Diebold, Francis (79)

Pesaran, M (33)

Taymaz, Erol (22)

shin, yongcheol (19)

Bollerslev, Tim (16)

Koop, Gary (14)

Potter, Simon (13)

Lo, Andrew (13)

Kose, Ayhan (11)

Andersen, Torben (10)

Harvey, Campbell (9)

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 Forum25
Working Papers / Federal Reserve Bank of Philadelphia3
MPRA Paper / University Library of Munich, Germany3
CFS Working Paper Series / Center for Financial Studies (CFS)3
ERC Working Papers / ERC - Economic Research Center, Middle East Technical University2

Recent works citing Kamil Yilmaz (2018 and 2017)


YearTitle of citing document
2017The Bank-Sovereign Nexus: Evidence from a non-Bailout Episode. (2017). Ravazzolo, Francesco ; Natvik, Gisle ; Caporin, Massimiliano ; de Magistris, Paolo Santucci. In: CREATES Research Papers. RePEc:aah:create:2017-25.

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2018Does Economic Policy Uncertainty Affect Energy Market Volatility and Vice-Versa?. (2018). Scarcioffolo, Alexandre Ribeiro ; Etienne, Xiaoli L. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:273976.

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2017SYSTEMATIC RISK FACTORS AND STOCK RETURN VOLATILITY. (2017). Ali, Syed Kamran ; Ahmed, Ishtiaq ; Hashmi, Shujahat Haider. In: APSTRACT: Applied Studies in Agribusiness and Commerce. RePEc:ags:apstra:265587.

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2018International interdependence between cash crop and staple food futures price indices: A wavelet-BEKK-GARCH assessment. (2018). Heckelei, T ; Grosche, S ; Amrouk, E M. In: 2018 Conference, July 28-August 2, 2018, Vancouver, British Columbia. RePEc:ags:iaae18:277376.

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2017An analysis of the interdependence between cash crop and staple food futures prices. (2017). Heckelei, Thomas ; Grosche, Stephanie-Carolin ; Mamoun, EL. In: Discussion Papers. RePEc:ags:ubfred:265665.

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2017Measuring the frequency dynamics of financial connectedness and systemic risk. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1507.01729.

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2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; Baruník, Jozef. In: Papers. RePEc:arx:papers:1603.07020.

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2017Quantile Graphical Models: Prediction and Conditional Independence with Applications to Systemic Risk. (2017). Chernozhukov, Victor ; Chen, Mingli ; Belloni, Alexandre. In: Papers. RePEc:arx:papers:1607.00286.

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2018Bayesian nonparametric sparse VAR models. (2018). Rossini, Luca ; Billio, Monica ; Casarin, Roberto. In: Papers. RePEc:arx:papers:1608.02740.

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2017Contagion in financial systems: A Bayesian network approach. (2017). Chong, Carsten ; Kluppelberg, Claudia. In: Papers. RePEc:arx:papers:1702.04287.

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2017Relation between regional uncertainty spillovers in the global banking system. (2017). Tungsong, Sachapon ; Aste, Tomaso ; Caccioli, Fabio. In: Papers. RePEc:arx:papers:1702.05944.

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2017Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028.

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2018Fragmentation, integration and macroprudential surveillance of the US financial industry: Insights from network science. (2018). Gnabo, Jean-Yves ; Geraci, Marco Valerio ; Gandica, Y'Erali . In: Papers. RePEc:arx:papers:1707.00296.

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2017Volatility Spillovers and Heavy Tails: A Large t-Vector AutoRegressive Approach. (2017). Barbaglia, Luca ; Wilms, Ines ; Croux, Christophe. In: Papers. RePEc:arx:papers:1708.02073.

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2017Computational Analysis of the structural properties of Economic and Financial Networks. (2017). Emmert-Streib, Frank ; Dehmer, Matthias ; Jodlbauer, Herbert ; Yli-Harja, Olli ; Tripathi, Shailesh ; Kanniainen, Juho ; Baltakys, Kestutis ; Musa, Aliyu. In: Papers. RePEc:arx:papers:1710.04455.

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2018Total, asymmetric and frequency connectedness between oil and forex markets. (2018). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen. In: Papers. RePEc:arx:papers:1805.03980.

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2017Markov-Switching Three-Pass Regression Filter. (2017). Marcellino, Massimiliano ; Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Staff Working Papers. RePEc:bca:bocawp:17-13.

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2017Monetary policy, stock market and sectoral comovement. (2017). Leiva-Leon, Danilo ; Guérin, Pierre ; Guerin, Pierre . In: Working Papers. RePEc:bde:wpaper:1731.

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2017The interbank network across the global financial crisis: evidence from Italy. (2017). Pozzolo, Alberto ; Affinito, Massimiliano. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1118_17.

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2018Asset price volatility in EU-6 economies: how large is the role played by the ECB?. (2018). Colabella, Andrea ; Ciarlone, Alessio . In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1175_18.

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2017Uncovering the time-varying nature of causality between oil prices and stock market returns: A multi-country study. (2017). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1009.

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2017Volatility Spillovers and Systemic Risk Across Economies: Evidence from a Global Semi-Structural Model. (2017). Gómez-Pineda, Javier ; Gomez-Pineda, Javier G. In: Borradores de Economia. RePEc:bdr:borrec:1011.

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2017Dynamic Connectedness and Causality between Oil prices and Exchange Rates. (2017). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Borradores de Economia. RePEc:bdr:borrec:1025.

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2018Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality. (2018). Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose ; Sanin-Restrepo, Sebastian. In: Borradores de Economia. RePEc:bdr:borrec:1051.

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2017Volatility Spillovers among Global Stock Markets: Measuring Total and Directional Effects. (2017). Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Gamba, Santiago ; Hurtado-Guarin, Jorge Luis ; Gamba-Santamaria, Santiago . In: Borradores de Economia. RePEc:bdr:borrec:983.

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2018Exchange rate puzzles and dilemmas: how can policymakers respond?. (2018). Guinigundo, Diwa C. In: BIS Papers chapters. RePEc:bis:bisbpc:96-15.

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2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

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2018The price, real and financial effects of exchange rates. (2018). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:96.

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2017Asset prices and macroeconomic outcomes: a survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: BIS Working Papers. RePEc:bis:biswps:676.

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2017Surfing through the GFC: Systemic Risk in Australia. (2017). Luciani, Matteo ; Veredas, David ; Matei, Marius ; Dungey, Mardi. In: The Economic Record. RePEc:bla:ecorec:v:93:y:2017:i:300:p:1-19.

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2017Volatility Effects of Index Trading and Spillovers on US Agricultural Futures Markets: A Multivariate GARCH Approach. (2017). Sanjuan-Lopez, Ana I ; Dawson, Philip J. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:68:y:2017:i:3:p:822-838.

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2017A network analysis of the volatility of high dimensional financial series. (2017). Hallin, Marc ; Barigozzi, Matteo. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:66:y:2017:i:3:p:581-605.

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2017Assessing the readiness of the BRICS grouping for mutually beneficial financial integration. (2017). Bonga-Bonga, Lumengo. In: Review of Development Economics. RePEc:bla:rdevec:v:21:y:2017:i:4:p:e204-e219.

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2017Measuring the systemic importance of banks. (2017). Sakellaris, Plutarchos ; Moratis, Georgios. In: Working Papers. RePEc:bog:wpaper:240.

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2017Stock markets volatility spillovers during financial crises: A DCC-MGARCH with skewed-t density approach. (2017). Balaa, Dahiru A ; Takimotob, Taro . In: Borsa Istanbul Review. RePEc:bor:bistre:v:17:y:2017:i:1:p:25-48.

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2018How Effective are Sovereign Bond-Backed Securities as a Spillover Prevention Device. (2018). Cronin, David ; Dunne, Peter G. In: Research Technical Papers. RePEc:cbi:wpaper:4/rt/18.

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2018Illiquidity and Volatility Spillover effects in Equity Markets during and after the Global Financial Crisis: an MEM approach. (2018). Xu, Yongdeng ; Taylor, Nick ; Lu, Wenna. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2018/6.

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2017Networks of Volatility Spillovers among Stock Markets. (2017). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vyrost, Tomas ; Lyocsa, Stefan . In: CESifo Working Paper Series. RePEc:ces:ceswps:_6476.

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2018Commodity Connectedness. (2018). Diebold, Francis X ; Yilmaz, Kamil ; Liu, Laura. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v25c04pp097-136.

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2018Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe. (2018). Feldkircher, Martin ; Fadejeva, Ludmila ; Benecka, Sona. In: Working Papers. RePEc:cnb:wpaper:2018/2.

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2017How Important are Spillovers from Major Emerging Markets?. (2017). Ohnsorge, Franziska ; Kose, Ayhan ; Huidrom, Raju. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12022.

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2017Asset Prices and Macroeconomic Outcomes: A Survey. (2017). Kose, Ayhan ; Claessens, Stijn. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12460.

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2017Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:6317.

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2018Analyzing Credit Risk Transmission to the Non-Financial Sector in Europe: A Network Approach. (2018). Siklos, Pierre ; Gross, Christian. In: CQE Working Papers. RePEc:cqe:wpaper:7218.

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2017Modeling the spillovers between stock market and money market in Nigeria. (2017). Salisu, Afees ; Isah, Kazeem. In: Working Papers. RePEc:cui:wpaper:0023.

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2018Testing for spillovers in Naira exchange rates: The role of electioneering& global financial crisis. (2018). Salisu, Afees ; Ayinde, Taofeek O. In: Working Papers. RePEc:cui:wpaper:0050.

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2018Global Financial interconnectedness: A non-linear assessment of the uncertainty channel. (2018). Joëts, Marc ; Ferrara, Laurent ; Candelon, Bertrand ; Jots, Marc . In: EconomiX Working Papers. RePEc:drm:wpaper:2018-2.

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2017Equity markets volatility dynamics in developed and newly emerging economies: EGARCH-with-skewed-t density approach. (2017). Dahiru, Bala A ; Nwonyuku, Kalu N ; Jim, Pam W. In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00029.

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2017Welfare Ranking of Alternative Export Taxes Revisited. (2017). Pal, Rupayan ; Ghosh, Anomita . In: Economics Bulletin. RePEc:ebl:ecbull:eb-17-00359.

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2017Identification of Global and National Shocks in International Financial Markets via General Dynamic Factor Models. (2017). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/248676.

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2018The transition of China to sustainable growth – implications for the global economy and the euro area. (2018). Korhonen, Iikka ; Dieppe, Alistair ; Lodge, David ; Han, Jenny ; Gilhooly, Robert . In: Occasional Paper Series. RePEc:ecb:ecbops:2018206.

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2017Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies. (2017). Beirne, John ; Apostolou, Apostolos. In: Working Paper Series. RePEc:ecb:ecbwps:20172044.

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2017Spillovers among sovereign debt markets: identification by absolute magnitude restrictions. (2017). De Santis, Roberto A ; Zimic, Sreko . In: Working Paper Series. RePEc:ecb:ecbwps:20172055.

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2018Beyond spreads: measuring sovereign market stress in the euro area. (2018). Garcia-De, Carlos ; Kremer, Manfred. In: Working Paper Series. RePEc:ecb:ecbwps:20182185.

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2017Financial Markets Integration: Appraising the Developed and Emerging Markets Nexus. (2017). Onakoya, Adegbemi Babatunde ; Seyingbo, Adedotun Victor . In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-82.

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2018Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia . In: Applied Energy. RePEc:eee:appene:v:215:y:2018:i:c:p:630-642.

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2018Renminbi exchange rate assessment and competitors exports: New perspective. (2018). Lee, Chien-Chiang ; Zeng, Jhih-Hong ; Chen, Pei-Fen . In: China Economic Review. RePEc:eee:chieco:v:50:y:2018:i:c:p:187-205.

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2018Measuring sovereign risk spillovers and assessing the role of transmission channels: A spatial econometrics approach. (2018). Gnabo, Jean-Yves ; Dossougoin, Cyrille ; Debarsy, Nicolas ; Ertur, Cem. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:87:y:2018:i:c:p:21-45.

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2017The source of global stock market risk: A viewpoint of economic policy uncertainty. (2017). I-Chun Tsai, . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:122-131.

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2017Volatility spillovers and determinants of contagion: Exchange rate and equity markets during crises. (2017). Leung, Henry ; Schroeder, Florian ; Schiereck, Dirk. In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:169-180.

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2017Return and volatility spillovers effects: Evaluating the impact of Shanghai-Hong Kong Stock Connect. (2017). Ahmed, Abdullahi ; Huo, Rui . In: Economic Modelling. RePEc:eee:ecmode:v:61:y:2017:i:c:p:260-272.

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2017Contagion effects of U.S. Dollar and Chinese Yuan in forward and spot foreign exchange markets. (2017). Kilic, Erdem. In: Economic Modelling. RePEc:eee:ecmode:v:62:y:2017:i:c:p:51-67.

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2017The growth-volatility nexus: New evidence from an augmented GARCH-M model. (2017). Trypsteen, Steven. In: Economic Modelling. RePEc:eee:ecmode:v:63:y:2017:i:c:p:15-25.

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2017Financial contagion and volatility spillover: An exploration into Indian commodity derivative market. (2017). Sinha Roy, Saikat ; Sinharoy, Saikat. In: Economic Modelling. RePEc:eee:ecmode:v:67:y:2017:i:c:p:368-380.

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2018Dynamics of international spillovers and interaction: Evidence from financial market stress and economic policy uncertainty. (2018). Liow, Kim ; Huang, Yuting ; Liao, Wen-Chi . In: Economic Modelling. RePEc:eee:ecmode:v:68:y:2018:i:c:p:96-116.

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2018International risk transmission of stock market movements. (2018). Shen, Yifan. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:220-236.

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2018Do international investors cause stock market spillovers? Comparing responses of cross-listed stocks between accessible and inaccessible markets. (2018). Tsutsui, Yoshiro ; Hirayama, Kenjiro ; Nishimura, Yusaku. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:237-248.

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2018Directional predictability and time-varying spillovers between stock markets and economic cycles. (2018). Shahzad, Syed Jawad Hussain ; Bekiros, Stelios ; Ur, Mobeen ; Arreola-Hernandez, Jose ; Hussain, Syed Jawad. In: Economic Modelling. RePEc:eee:ecmode:v:69:y:2018:i:c:p:301-312.

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2018Systemic risk in the US: Interconnectedness as a circuit breaker. (2018). Dungey, Mardi ; Veredas, David ; Luciani, Matteo. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:305-315.

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2018Risk aversion connectedness in five European countries. (2018). cipollini, andrea ; Muzzioli, Silvia ; lo Cascio, Iolanda. In: Economic Modelling. RePEc:eee:ecmode:v:71:y:2018:i:c:p:68-79.

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2018Forecasting gold futures market volatility using macroeconomic variables in the United States. (2018). Fang, Libing ; Xiao, Wen ; Yu, Honghai. In: Economic Modelling. RePEc:eee:ecmode:v:72:y:2018:i:c:p:249-259.

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2018Volatility spillover shifts in global financial markets. (2018). Bensaida, Ahmed ; Abdallah, Oussama ; Litimi, Houda. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:343-353.

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2018Chinas increasing global influence: Changes in international growth linkages. (2018). Bataa, Erdenebat ; Sensier, Marianne ; Osborn, Denise R. In: Economic Modelling. RePEc:eee:ecmode:v:74:y:2018:i:c:p:194-206.

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2017Measuring systemic risk of the US banking sector in time-frequency domain. (2017). Teply, Petr ; Kvapilikova, Ivana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:461-472.

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2017The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprises. (2017). GUPTA, RANGAN ; Cakan, Esin ; Marfatia, Hardik A. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:640-653.

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2017Cross-country determinants of economic policy uncertainty spillovers. (2017). Yoon, Seong-Min ; Uddin, Gazi ; Balli, Faruk ; Mudassar, Hasan . In: Economics Letters. RePEc:eee:ecolet:v:156:y:2017:i:c:p:179-183.

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2017Option-implied volatility spillover indices for FX risk factors. (2017). Grobys, Klaus ; Heinonen, Jari-Pekka . In: Economics Letters. RePEc:eee:ecolet:v:157:y:2017:i:c:p:83-87.

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2017Beyond spreads: Measuring sovereign market stress in the euro area. (2017). Kremer, Manfred ; Garcia-de-Andoain, Carlos ; Garcia de Andoain Hidalgo, Carlos. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:153-156.

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2018R&D and wholesale trade are critical to the economy: Identifying dominant sectors from economic networks. (2018). Dungey, Mardi ; Volkov, Vladimir. In: Economics Letters. RePEc:eee:ecolet:v:162:y:2018:i:c:p:81-85.

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2018Exploring the dynamic relationships between cryptocurrencies and other financial assets. (2018). Corbet, Shaen ; Yarovaya, Larisa ; Lucey, Brian ; Larkin, Charles ; Meegan, Andrew. In: Economics Letters. RePEc:eee:ecolet:v:165:y:2018:i:c:p:28-34.

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2018Dynamic connectedness of uncertainty across developed economies: A time-varying approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos. In: Economics Letters. RePEc:eee:ecolet:v:166:y:2018:i:c:p:63-75.

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2017Least squares estimation of large dimensional threshold factor models. (2017). Massacci, Daniele . In: Journal of Econometrics. RePEc:eee:econom:v:197:y:2017:i:1:p:101-129.

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2018Generating univariate fractional integration within a large VAR(1). (2018). Hecq, Alain ; Chevillon, Guillaume ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:204:y:2018:i:1:p:54-65.

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2018International spillovers in global asset markets. (2018). Belke, Ansgar ; Dubova, Irina. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:3-17.

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2018Robust and sparse banking network estimation. (2018). Torri, Gabriele ; Paterlini, Sandra ; Giacometti, Rosella. In: European Journal of Operational Research. RePEc:eee:ejores:v:270:y:2018:i:1:p:51-65.

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2017How credit ratings affect sovereign credit risk: Cross-border evidence in Latin American emerging markets. (2017). Ballester, Laura ; Gonzalez-Urteaga, Ana . In: Emerging Markets Review. RePEc:eee:ememar:v:30:y:2017:i:c:p:200-214.

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2017Volatility spillover and hedging effectiveness among China and emerging Asian Islamic equity indexes. (2017). Majdoub, Jihed ; ben Sassi, Salim . In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:16-31.

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2017Spillovers from the United States to Latin American and G7 stock markets: A VAR quantile analysis. (2017). Uribe, Jorge ; Chuliá, Helena ; Guillen, Montserrat ; Chulia, Helena. In: Emerging Markets Review. RePEc:eee:ememar:v:31:y:2017:i:c:p:32-46.

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2018Interconnectedness and systemic risk of Chinas financial institutions. (2018). Wang, Gang-Jin ; Stanley, Eugene H ; Xie, Chi ; Lin, Min ; Jiang, Zhi-Qiang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:1-18.

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2018Tail systemic risk and contagion: Evidence from the Brazilian and Latin America banking network. (2018). Ugolini, Andrea ; Arismendi Zambrano, Juan ; Rivera-Castro, Miguel A. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:164-189.

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2018Systemic risk network of Chinese financial institutions. (2018). Fang, Libing ; Yu, Honghai ; Li, Huijing ; Sun, Boyang. In: Emerging Markets Review. RePEc:eee:ememar:v:35:y:2018:i:c:p:190-206.

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2018International financial integration: Stock return linkages and volatility transmission between Vietnam and advanced countries. (2018). Vo, Xuan Vinh ; Ellis, Craig . In: Emerging Markets Review. RePEc:eee:ememar:v:36:y:2018:i:c:p:19-27.

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2017Forecasting aggregate stock market volatility using financial and macroeconomic predictors: Which models forecast best, when and why?. (2017). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:42:y:2017:i:c:p:131-154.

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2018Market integration and financial linkages among stock markets in Pacific Basin countries. (2018). Uddin, Gazi ; Nguyen, Duc Khuong ; Chevallier, Julien ; Siverskog, Jonathan. In: Journal of Empirical Finance. RePEc:eee:empfin:v:46:y:2018:i:c:p:77-92.

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2018Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wu, Chongfeng ; Wei, YU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104.

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2017Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; McIver, Ron ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective. (2017). Zhang, Dayong. In: Energy Economics. RePEc:eee:eneeco:v:62:y:2017:i:c:p:323-333.

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2017Cyclical properties of supply-side and demand-side shocks in oil-based commodity markets. (2017). Krehlik, Tomas ; Baruník, Jozef ; Barunik, Jozef ; Kehlik, Toma. In: Energy Economics. RePEc:eee:eneeco:v:65:y:2017:i:c:p:208-218.

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2017Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?. (2017). Baruník, Jozef ; Apergis, Nicholas ; Keung, Marco Chi. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:108-115.

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2017Dynamic spillover between commodities and commodity currencies during United States Q.E.. (2017). Yip, Pick Schen ; Do, Hung Xuan ; Brooks, Robert. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:399-410.

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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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article30
1994 On Cointegration and Exchange Rate Dynamics. In: Journal of Finance.
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article121
1993On cointegration and exchange rate dynamics.(1993) In: Working Papers.
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paper
1997Privatisation and Stock Market Efficiency: The British Experience. In: Scottish Journal of Political Economy.
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article2
2009Equity Market Spillovers in the Americas In: Journal Economía Chilena (The Chilean Economy).
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article17
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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chapter2
2017Commodity Connectedness.(2017) In: NBER Working Papers.
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paper
2017Commodity connectedness.(2017) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 2
paper
2010International Business Cycle Spillovers In: CEPR Discussion Papers.
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paper10
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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article489
2008Measuring financial asset return and volatility spillovers, with application to global equity markets.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 489
paper
2007Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets.(2007) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 489
paper
2008Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 489
paper
2007Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets.(2007) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 489
paper
2007Measuring financial asset return and volatility spillovers, with application to global equity markets.(2007) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 489
paper
2008Measuring financial asset return and volatilty spillovers, with application to global equity markets.(2008) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 489
paper
2010Return and volatility spillovers among the East Asian equity markets In: Journal of Asian Economics.
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article99
2009Return and Volatility Spillovers among the East Asian Equity Markets.(2009) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 99
paper
1997Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries In: Journal of Development Economics.
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article8
1994Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries.(1994) In: Policy Research Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8
paper
1999Optimal export taxes in a multicountry framework In: Journal of Development Economics.
[Full Text][Citation analysis]
article18
2014On the network topology of variance decompositions: Measuring the connectedness of financial firms In: Journal of Econometrics.
[Full Text][Citation analysis]
article289
2011On the network topology of variance decompositions: Measuring the connectedness of financial firms.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 289
paper
2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms.(2011) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 289
paper
2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms.(2011) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 289
paper
2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms.(2011) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 289
paper
2004Volatility and contagion: evidence from the Istanbul stock exchange In: Economic Systems.
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article16
2002Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation In: European Journal of Operational Research.
[Full Text][Citation analysis]
article5
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.
[Full Text][Citation analysis]
article376
2010Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers.(2010) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 376
paper
2012Asymmetric response to monetary policy surprises at the long-end of the yield curve In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article3
2009Asymmetric Response to Monetary Policy Surprises at the Long-End of the Yield Curve.(2009) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2009History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry In: World Development.
[Full Text][Citation analysis]
article27
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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This paper has another version. Agregated cites: 27
paper
2007History Matters for the Export Decision Plant Level Evidence from Turkish Manufacturing Industry.(2007) In: ERC Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27
paper
2018Measuring Dynamic Connectedness with Large Bayesian VAR Models In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]
paper1
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.
[Citation analysis]
paper1
1998Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey In: Koc University.
[Citation analysis]
paper6
1999Nash and Stackelberg Optimum Export Taxes. In: Koc University.
[Citation analysis]
paper0
2001Yüksek Enflasyon Sürecinde Siyasi Elitlerin Rolü: Arjantin, Brezilya, İsrail Ve Türkiye Deneyimlerinin Karşılaştırmalı Analizi In: Iktisat Isletme ve Finans.
[Citation analysis]
article0
2010Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi In: Iktisat Isletme ve Finans.
[Citation analysis]
article8
2010Para Politikasi Beklentilerinin Sermaye Piyasalari Üzerindeki Etkisi.(2010) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
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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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paper15
2009Productivity response to reduction in trade barriers: evidence from Turkish manufacturing plants.(2009) In: Review of World Economics (Weltwirtschaftliches Archiv).
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This paper has another version. Agregated cites: 15
article
2007Macroeconomic Volatility and Stock Market Volatility,World-Wide In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper38
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
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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paper7
2009Turkeys Recent Trade and Foreign Direct Investment Performance In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
paper9
2009The Intertemporal Relation between Expected Return and Risk on Currency In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper1
2010Global Links and Local Bonds: The Role of Ownership and Size in Productivity Growth In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
paper1
2010Taking Stock: The Customs Union between Turkey and the EU Fifteen Years Later In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
paper3
2014Volatility Connectedness of Bank Stocks Across the Atlantic In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper0
2014Demokrasiye Gecis, Reel ucretler ve Verimlilik: Turk Imalat Sanayiinden Bulgular In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
paper2
2015Estimating Global Bank Network Connectedness In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper16
2017Estimating Global Bank Network Connectedness.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16
paper
2015How Connected is the Global Sovereign Credit Risk Network? In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper8
2017Mixed-Frequency Macro-Financial Spillovers In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper1
2017Mixed-frequency macro-financial spillovers.(2017) In: Working Papers.
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paper
2018Financial Sector Volatility Connectedness and Equity Returns In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper0
2018Bank Volatility Connectedness in South East Asia In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper0
2018Measuring Real-Financial Connectedness in the U.S. Economy In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper0
2018Producer Price Inflation Connectedness and Input-Output Networks In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper0
2008Turkiye Imalat Sanayiinde Yapisal Dönüsüm ve Teknolojik Degisme Dinamikleri In: ERC Working Papers.
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paper2
2016Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014 In: Journal of Financial Econometrics.
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article26
2002Imported Machinery for Export Competitiveness In: World Bank Economic Review.
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article17
2015Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring In: OUP Catalogue.
[Citation analysis]
book61
2013Measuring the Dynamics of Global Business Cycle Connectedness In: PIER Working Paper Archive.
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paper18
2015Estimating Global Bank Network Connectedness In: PIER Working Paper Archive.
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paper1
2017Commodity Connectedness In: PIER Working Paper Archive.
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paper0
2007Productivity and Trade Orientation: Turkish Manufacturing Industry Before and After the Customs Union In: MPRA Paper.
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paper15
2009Foreign Direct Investment and Productivity Spillovers: Identifying Linkages through Product-based Measures In: MPRA Paper.
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paper9
2000Türk telekomünikasyon sektöründe reform: Özelleştirme, düzenleme ve serbestleşme In: MPRA Paper.
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paper1
2009Business Cycle Spillovers In: 2009 Meeting Papers.
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paper0
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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article2
2008Integration with the Global Economy In: World Bank Publications.
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book0
2013THE IMPACT OF FDI ON FIRM SURVIVAL AND EMPLOYMENT: A COMPARATIVE ANALYSIS FOR TURKEY AND ITALY In: ERSA conference papers.
[Full Text][Citation analysis]
paper2

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