Kamil Yilmaz : Citation Profile

Are you Kamil Yilmaz?

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

19

H index

24

i10 index

6619

Citations

RESEARCH PRODUCTION:

27

Articles

64

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   30 years (1993 - 2023). See details.
   Cites by year: 220
   Journals where Kamil Yilmaz has often published
   Relations with other researchers
   Recent citing documents: 578.    Total self citations: 57 (0.85 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyi43
   Updated: 2024-04-18    RAS profile: 2023-04-29    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

cotter, john (2)

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

Is cited by:

Gabauer, David (168)

GUPTA, RANGAN (149)

Antonakakis, Nikolaos (115)

Tiwari, Aviral (86)

Chatziantoniou, Ioannis (84)

Ji, Qiang (72)

Hamori, Shigeyuki (70)

Kočenda, Evžen (63)

Balcilar, Mehmet (63)

Baruník, Jozef (63)

Sosvilla-Rivero, Simon (60)

Cites to:

Diebold, Francis (126)

Pesaran, Mohammad (47)

Taymaz, Erol (29)

shin, yongcheol (25)

Koop, Gary (23)

Potter, Simon (21)

Engle, Robert (17)

Görg, Holger (16)

Bollerslev, Tim (15)

Lo, Andrew (15)

Kose, Ayhan (14)

Main data

Where Kamil Yilmaz has published?

Journals with more than one article published# docs
Journal of Econometrics2
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 Forum29
NBER Working Papers / National Bureau of Economic Research, Inc5
Working Papers / Federal Reserve Bank of Philadelphia3
CFS Working Paper Series / Center for Financial Studies (CFS)3
Working Papers / Geary Institute, University College Dublin2
MPRA Paper / University Library of Munich, Germany2
ERC Working Papers / ERC - Economic Research Center, Middle East Technical University2

Recent works citing Kamil Yilmaz (2024 and 2023)

YearTitle of citing document
2023The connectedness of Energy Transition Metals. (2023). Galeotti, Marzio ; Casoli, Chiara ; Bastianin, Andrea. In: FEEM Working Papers. RePEc:ags:feemwp:336984.

Full description at Econpapers || Download paper

2023Volatility Transmissionin Agricultural Markets: Evidence from the Russia-Ukraine Conflict. (2023). Gaio, Luiz Eduardo ; Dario, Daniel Henrique. In: International Journal of Food and Agricultural Economics (IJFAEC). RePEc:ags:ijfaec:334707.

Full description at Econpapers || Download paper

2023Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47.

Full description at Econpapers || Download paper

2023Idiosyncratic and systematic spillovers through the renewable energy financial systems. (2023). Tedeschi, Marco. In: Working Papers. RePEc:anc:wpaper:483.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Dynamic Networks in Large Financial and Economic Systems. (2020). Baruník, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842.

Full description at Econpapers || Download paper

2023Learning Financial Network with Focally Sparse Structure. (2021). Chernozhukov, Victor ; Wang, Weining ; Huang, Chen. In: Papers. RePEc:arx:papers:2105.07424.

Full description at Econpapers || Download paper

2024Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925.

Full description at Econpapers || Download paper

2023Cross-Sectional Dynamics Under Network Structure: Theory and Macroeconomic Applications. (2022). Mlikota, Marko. In: Papers. RePEc:arx:papers:2211.13610.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2023A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208.

Full description at Econpapers || Download paper

2023Network log-ARCH models for forecasting stock market volatility. (2023). Otto, Philipp ; Mattera, Raffaele. In: Papers. RePEc:arx:papers:2303.11064.

Full description at Econpapers || Download paper

2023Stock Price Predictability and the Business Cycle via Machine Learning. (2023). Fan, Xiuyi ; Fu, Hsuan ; Wang, Lirong. In: Papers. RePEc:arx:papers:2304.09937.

Full description at Econpapers || Download paper

2023Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563.

Full description at Econpapers || Download paper

2023Statistical Estimation for Covariance Structures with Tail Estimates using Nodewise Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2305.11282.

Full description at Econpapers || Download paper

2023Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418.

Full description at Econpapers || Download paper

2023Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617.

Full description at Econpapers || Download paper

2023Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123.

Full description at Econpapers || Download paper

2023BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438.

Full description at Econpapers || Download paper

2023Bayesian SAR model with stochastic volatility and multiple time-varying weights. (2023). Iacopini, Matteo ; Costola, Michele ; Wichers, Casper. In: Papers. RePEc:arx:papers:2310.17473.

Full description at Econpapers || Download paper

2023Estimating Conditional Value-at-Risk with Nonstationary Quantile Predictive Regression Models. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2311.08218.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023The spread of inflation from energy to other components. (2023). Urtasun, Alberto ; Leiva-Leon, Danilo ; Hurtado, Samuel ; Minguez, Jose Gonzalez. In: Economic Bulletin. RePEc:bde:journl:y:2023:i:01:n:02.

Full description at Econpapers || Download paper

2023The two-regime view of inflation. (2023). Zakrajsek, Egon ; Yetman, James ; Lombardi, Marco Jacopo ; Borio, Claudio. In: BIS Papers. RePEc:bis:bisbps:133.

Full description at Econpapers || Download paper

2023Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia. (2023). Li, Xin ; Liu, Hongwen ; Wang, Zushan. In: Asian-Pacific Economic Literature. RePEc:bla:apacel:v:37:y:2023:i:2:p:96-118.

Full description at Econpapers || Download paper

2023Examination of the impacts of the immediate interest rate of the United States and the VIX on the Dow Jones Islamic Market Index. (2023). Perezmontiel, Jose A ; Ozcelebi, Oguzhan. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:75:y:2023:i:4:p:1157-1180.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573.

Full description at Econpapers || Download paper

2023Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205.

Full description at Econpapers || Download paper

2023The role of tail network topological characteristic in portfolio selection: A TNA?PMC model. (2023). Zhao, Qinna ; Jiang, Cuixia ; Xu, Qifa ; Li, Mengting. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:37-57.

Full description at Econpapers || Download paper

2023Recent developments of the autoregressive distributed lag modelling framework. (2023). Cho, Jin Seo ; Shin, Yongcheol ; Greenwoodnimmo, Matthew. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:7-32.

Full description at Econpapers || Download paper

2023Seemingly Unrelated Regression Estimation for VAR Models with Explosive Roots. (2023). Li, Qiyuan ; Chen, YE. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:910-937.

Full description at Econpapers || Download paper

2023Where does the risk lie? Systemic risk and tail risk networks in the Chinese financial market. (2023). Gao, Chenyin ; Deng, Yang. In: Pacific Economic Review. RePEc:bla:pacecr:v:28:y:2023:i:2:p:167-190.

Full description at Econpapers || Download paper

2023The New Development Bank and the structure of the multilateral development financial system. (2023). Ye, Fang. In: Review of Development Economics. RePEc:bla:rdevec:v:27:y:2023:i:3:p:1957-1972.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Asymmetric volatility spillover between crude oil and other asset markets. (2023). Mazouz, Khelifa ; Guan, BO ; Xu, Yongdeng. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2023/27.

Full description at Econpapers || Download paper

2023Monitoring Banking System Connectedness with Big Data. (2023). Lopez, Jose ; Hale, Galina. In: Santa Cruz Department of Economics, Working Paper Series. RePEc:cdl:ucscec:qt17h5v7rj.

Full description at Econpapers || Download paper

2023.

Full description at Econpapers || Download paper

2023Regional Productivity Network in the EU. (2023). Shin, Yongcheol ; Serlenga, Laura ; Mastromarco, Camilla. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10404.

Full description at Econpapers || Download paper

2023Volatility Connectedness on the Central European Forex Markets. (2023). Kočenda, Evžen ; Albrecht, Peter ; Kocenda, Even ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10728.

Full description at Econpapers || Download paper

2023Do market-based networks reflect true exposures between banks?. (2023). Karamysheva, Madina ; Craig, Ben ; Salakhova, Dilyara. In: Working Paper Series. RePEc:ecb:ecbwps:20232867.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2023Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30.

Full description at Econpapers || Download paper

2023Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. (2023). Martinez-Serna, Maria-Isabel ; Jareo, Francisco ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000370.

Full description at Econpapers || Download paper

2023Scientific progress in information theory quantifiers. (2023). , Abrao. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:170:y:2023:i:c:s0960077923001613.

Full description at Econpapers || Download paper

2023A revisit to sovereign risk contagion in eurozone with mutual exciting regime-switching model. (2023). Ge, Shuyi. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002688.

Full description at Econpapers || Download paper

2023Beyond distance: The spatial relationships of European regional economic growth. (2023). Glocker, Christian ; Krisztin, Tamas ; Piribauer, Philipp. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:155:y:2023:i:c:s0165188923001410.

Full description at Econpapers || Download paper

2023Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580.

Full description at Econpapers || Download paper

2023Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Zeng, Hongjun ; Xu, Wen ; Lu, Ran. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481.

Full description at Econpapers || Download paper

2023Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Kan, Jia-Min ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:256-272.

Full description at Econpapers || Download paper

2023Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:60-83.

Full description at Econpapers || Download paper

2023Comovement and spillover among energy markets: A Comparison across different crisis periods. (2023). Zeitun, Rami ; Vo, Xuan Vinh ; Ghardallou, Wafa ; Nautiyal, Neeraj ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:277-302.

Full description at Econpapers || Download paper

2023Time-varying impacts of monetary policy uncertainty on Chinas housing market. (2023). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Economic Modelling. RePEc:eee:ecmode:v:118:y:2023:i:c:s0264999322003182.

Full description at Econpapers || Download paper

2023Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters. (2023). Song, Yuping ; Hou, Weijie ; Feng, Yun. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003443.

Full description at Econpapers || Download paper

2023Are sustainable investments interdependent? The international evidence. (2023). Arfaoui, Nadia ; Ha, Thi Thu ; Naeem, Muhammad Abubakr ; Mirza, Nawazish ; Oliyide, Johnson A. In: Economic Modelling. RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003571.

Full description at Econpapers || Download paper

2023Interconnectedness and extreme risk: Evidence from dual banking systems. (2023). bouoiyour, jamal ; Addi, Abdelhamid. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s026499932200387x.

Full description at Econpapers || Download paper

2023Exchange rate spillover, carry trades, and the COVID-19 pandemic. (2023). Chen, Yu-Lun ; Yang, Jimmy J ; Mo, Wan-Shin. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000342.

Full description at Econpapers || Download paper

2023Total factor productivity in East Asia under ambiguity. (2023). Viale, Ariel M ; Lee, Velma. In: Economic Modelling. RePEc:eee:ecmode:v:121:y:2023:i:c:s0264999323000445.

Full description at Econpapers || Download paper

2023Connectedness between fossil and renewable energy stock indices: The impact of the COP policies. (2023). Almajali, Awon ; Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000858.

Full description at Econpapers || Download paper

2023How are policy uncertainty, real economy, and financial sector connected?. (2023). Tah, Kenneth A ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323001037.

Full description at Econpapers || Download paper

2023Trade openness and connectedness of national productions: Do financial openness, economic specialization, and the size of the country matter?. (2023). Toure, Adam ; Mao Takongmo, Charles-O., . In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001529.

Full description at Econpapers || Download paper

2023Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669.

Full description at Econpapers || Download paper

2023Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092.

Full description at Econpapers || Download paper

2023Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140.

Full description at Econpapers || Download paper

2023Spillover effect of economic policy uncertainty on the stock market in the post-epidemic era. (2023). Chen, Hong ; Yuan, DI ; Li, Sufang ; Xiang, Shilei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001814.

Full description at Econpapers || Download paper

2023How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005.

Full description at Econpapers || Download paper

2023Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data. (2023). Yang, Guang-Yi ; Tang, Chun ; Liu, Xiao-Xing ; Zhou, Dong-Hai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002054.

Full description at Econpapers || Download paper

2023The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets. (2023). Yang, Feng ; Liao, Stephen Shaoyi ; Cheng, Xian ; Liu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002108.

Full description at Econpapers || Download paper

2023Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049.

Full description at Econpapers || Download paper

2023How does inter-industry spillover improve the performance of volatility forecasting?. (2023). Zhu, Xingting ; Xiao, Wen ; Liu, Bin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000013.

Full description at Econpapers || Download paper

2023Spillover shifts in the FX market: Implication for the behavior of a safe haven currency. (2023). Lee, Seojin ; Kim, Youngmin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:65:y:2023:i:c:s1062940823000086.

Full description at Econpapers || Download paper

2023The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281.

Full description at Econpapers || Download paper

2023Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372.

Full description at Econpapers || Download paper

2023Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426.

Full description at Econpapers || Download paper

2023Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Choi, Ki-Hong ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

Full description at Econpapers || Download paper

2023Cross-industry asset allocation with the spatial interaction on multiple risk transmission channels. (2023). Jin, Xiu ; Chen, NA. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s106294082300058x.

Full description at Econpapers || Download paper

2023The effect of interconnectivity on stock returns during the Global Financial Crisis. (2023). Tabak, Benjamin ; Silva, Thiago ; Berri, Paulo Victor. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000633.

Full description at Econpapers || Download paper

2023Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Deng, XI ; Hau, Liya ; Zhu, Huiming ; Huang, Zishan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682.

Full description at Econpapers || Download paper

2023The connectedness between green and conventional bond yields during the COVID-19 crisis: The role of the vaccination process. (2023). Apergis, Nicholas. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000514.

Full description at Econpapers || Download paper

2023Do asset-backed stablecoins spread crypto volatility to traditional financial assets? Evidence from Tether. (2023). Ho, Pak ; Tang, Gabriel Shui. In: Economics Letters. RePEc:eee:ecolet:v:229:y:2023:i:c:s0165176523002380.

Full description at Econpapers || Download paper

2023A spatial panel quantile model with unobserved heterogeneity. (2023). Lu, Lina ; Li, Kunpeng ; Ando, Tomohiro. In: Journal of Econometrics. RePEc:eee:econom:v:232:y:2023:i:1:p:191-213.

Full description at Econpapers || Download paper

2023High-dimensional VARs with common factors. (2023). Su, Liangjun ; Phillips, Peter ; Miao, KE. In: Journal of Econometrics. RePEc:eee:econom:v:233:y:2023:i:1:p:155-183.

Full description at Econpapers || Download paper

2023Structural inference in sparse high-dimensional vector autoregressions. (2023). Trenkler, C ; Paparoditis, E ; Krampe, J. In: Journal of Econometrics. RePEc:eee:econom:v:234:y:2023:i:1:p:276-300.

Full description at Econpapers || Download paper

2023Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions. (2023). Sentana, Enrique ; Fiorentini, Gabriele. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:643-665.

Full description at Econpapers || Download paper

2023We modeled long memory with just one lag!. (2023). Chevillon, Guillaume ; Bauwens, Luc ; Laurent, Sebastien. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:1:s0304407623001616.

Full description at Econpapers || Download paper

2023Moments, shocks and spillovers in Markov-switching VAR models. (2023). Kole, Erik ; van Dijk, Dick. In: Journal of Econometrics. RePEc:eee:econom:v:236:y:2023:i:2:s0304407623001902.

Full description at Econpapers || Download paper

2023Following the leaders? A study of co-movement and volatility spillover in BRICS currencies. (2023). Roy, Saikat Sinha ; Das, Suman. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000425.

Full description at Econpapers || Download paper

2023New insights into the role of global factors in BRICS stock markets: A quantile cointegration approach. (2023). You, Wanhai ; Wang, Ningli. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s0939362522000772.

Full description at Econpapers || Download paper

2023Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Rehman, Mohd Ziaur ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079.

Full description at Econpapers || Download paper

2023Margin trading and spillover effects: Evidence from the Chinese stock markets. (2023). Ye, Qing ; Zhou, Shengjie. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000109.

Full description at Econpapers || Download paper

2023Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. (2023). Yuni, Denis ; del Lo, Gaye ; Ndubuisi, Gideon ; Urom, Christian. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000656.

Full description at Econpapers || Download paper

2023Determinants of connectedness in financial institutions: Evidence from Taiwan. (2023). Mo, Wan-Shin ; Chiang, Shu-Hen ; Chen, Yu-Lun. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000681.

Full description at Econpapers || Download paper

2023Tail-event driven NETwork dependence in emerging markets. (2023). Yousaf, Imran ; Ali, Shoaib ; Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000887.

Full description at Econpapers || Download paper

2023Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

Full description at Econpapers || Download paper

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

Works by Kamil Yilmaz:

YearTitleTypeCited
2023On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness In: Papers.
[Full Text][Citation analysis]		paper2
2022On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness.(2022) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2003Martingale Property of Exchange Rates and Central Bank Interventions. In: Journal of Business & Economic Statistics.
[Citation analysis]		article38
1994 On Cointegration and Exchange Rate Dynamics. In: Journal of Finance.
[Full Text][Citation analysis]		article136
1993On cointegration and exchange rate dynamics.(1993) In: Working Papers.
[Citation analysis]
This paper has nother version. Agregated cites: 136		paper
1997Privatisation and Stock Market Efficiency: The British Experience In: Scottish Journal of Political Economy.
[Full Text][Citation analysis]		article0
2017Political economy of industrial policy in Turkey: The case of the automotive industry In: Global Development Institute Working Paper Series.
[Full Text][Citation analysis]		paper2
2009Equity Market Spillovers in the Americas In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]		article34
2011Equity Market Spillovers in the Americas.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 34		chapter
2018Commodity Connectedness In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]		chapter37
2017Commodity Connectedness.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2017Commodity Connectedness.(2017) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2017Commodity connectedness.(2017) In: CFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2010International Business Cycle Spillovers In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper2
2009Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets In: Economic Journal.
[Full Text][Citation analysis]		article1585
2008Measuring financial asset return and volatility spillovers, with application to global equity markets.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1585		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 nother version. Agregated cites: 1585		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 nother version. Agregated cites: 1585		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 nother version. Agregated cites: 1585		paper
2009Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets.(2009) In: Economic Journal.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1585		article
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 nother version. Agregated cites: 1585		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 nother version. Agregated cites: 1585		paper
2010Return and volatility spillovers among the East Asian equity markets In: Journal of Asian Economics.
[Full Text][Citation analysis]		article157
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 nother version. Agregated cites: 157		paper
1997Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries In: Journal of Development Economics.
[Full Text][Citation analysis]		article9
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 nother version. Agregated cites: 9		paper
1999Optimal export taxes in a multicountry framework In: Journal of Development Economics.
[Full Text][Citation analysis]		article21
2021Measuring real–financial connectedness in the U.S. economy In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article1
2018Measuring Real-Financial Connectedness in the U.S. Economy.(2018) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2018Measuring Real-Financial Connectedness in the U.S. Economy.(2018) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1		paper
2014On the network topology of variance decompositions: Measuring the connectedness of financial firms In: Journal of Econometrics.
[Full Text][Citation analysis]		article1646
2011On the network topology of variance decompositions: Measuring the connectedness of financial firms.(2011) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 1646		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 nother version. Agregated cites: 1646		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 nother version. Agregated cites: 1646		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 nother version. Agregated cites: 1646		paper
2023Reprint of: On the network topology of variance decompositions: Measuring the connectedness of financial firms In: Journal of Econometrics.
[Full Text][Citation analysis]		article0
2004Volatility and contagion: evidence from the Istanbul stock exchange In: Economic Systems.
[Full Text][Citation analysis]		article19
2002Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation In: European Journal of Operational Research.
[Full Text][Citation analysis]		article10
1999Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation..(1999) In: Koc University.
[Citation analysis]
This paper has nother version. Agregated cites: 10		paper
2012Better to give than to receive: Predictive directional measurement of volatility spillovers In: International Journal of Forecasting.
[Full Text][Citation analysis]		article1901
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 nother version. Agregated cites: 1901		paper
2020How connected is the global sovereign credit risk network? In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article64
2015How Connected is the Global Sovereign Credit Risk Network?.(2015) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 64		paper
2023Macro-financial spillovers In: Journal of International Money and Finance.
[Full Text][Citation analysis]		article2
2020Macro-Financial Spillovers.(2020) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 2		paper
2012Asymmetric response to monetary policy surprises at the long-end of the yield curve In: Journal of Macroeconomics.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2009History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry In: World Development.
[Full Text][Citation analysis]		article30
2007History Matters for the Export Decision: Plant Level Evidence from Turkish Manufacturing Industry.(2007) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30		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 nother version. Agregated cites: 30		paper
2018Measuring Dynamic Connectedness with Large Bayesian VAR Models In: Essex Finance Centre Working Papers.
[Full Text][Citation analysis]		paper62
2018Measuring Dynamic Connectedness with Large Bayesian VAR Models.(2018) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 62		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]		article9
2010Para Politikasi Beklentilerinin Sermaye Piyasalari Ãœzerindeki Etkisi.(2010) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 9		paper
2007Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper17
2009Productivity response to reduction in trade barriers: evidence from Turkish manufacturing plants.(2009) In: Review of World Economics (Weltwirtschaftliches Archiv).
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 17		article
2007Macroeconomic Volatility and Stock Market Volatility,World-Wide In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper56
2008Macroeconomic Volatility and Stock Market Volatility, Worldwide.(2008) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2008Macroeconomic Volatility and Stock Market Volatility, World-Wide.(2008) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 56		paper
2008Integration with the Global Economy: The Case of Turkish Automobile and Consumer Electronics Industries In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper9
2009Turkeys Recent Trade and Foreign Direct Investment Performance In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper9
2009International Business Cycle Spillovers In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper15
2009The Intertemporal Relation between Expected Return and Risk on Currency In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper3
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.
[Full Text][Citation analysis]		paper3
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.
[Full Text][Citation analysis]		paper257
2017Estimating Global Bank Network Connectedness.(2017) In: NBER Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 257		paper
2015Estimating Global Bank Network Connectedness.(2015) In: PIER Working Paper Archive.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 257		paper
2018Estimating global bank network connectedness.(2018) In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 257		article
2017Mixed-Frequency Macro-Financial Spillovers In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper8
2017Mixed-frequency macro-financial spillovers.(2017) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 8		paper
2018Financial Sector Volatility Connectedness and Equity Returns In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper6
2018Bank Volatility Connectedness in South East Asia In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper3
2018Producer Price Inflation Connectedness and Input-Output Networks In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper4
2020Polarized Politics of Pandemic Response and the Covid-19 Connectedness Across the U.S. States In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper3
2021Unconventional Monetary Policy and Bond Market Connectedness in the New Normal In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper0
2021Transition to Democracy, Real Wages and Productivity: The Turkish Experience In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]		paper3
2008Turkiye Imalat Sanayiinde Yapisal Dönüsüm ve Teknolojik Degisme Dinamikleri In: ERC Working Papers.
[Full Text][Citation analysis]		paper2
2016Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014 In: Journal of Financial Econometrics.
[Full Text][Citation analysis]		article103
2002Imported Machinery for Export Competitiveness In: The World Bank Economic Review.
[Citation analysis]		article23
2015Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring In: OUP Catalogue.
[Citation analysis]		book222
2013Measuring the Dynamics of Global Business Cycle Connectedness In: PIER Working Paper Archive.
[Full Text][Citation analysis]		paper36
2007Productivity and Trade Orientation: Turkish Manufacturing Industry Before and After the Customs Union In: MPRA Paper.
[Full Text][Citation analysis]		paper18
2009Foreign Direct Investment and Productivity Spillovers: Identifying Linkages through Product-based Measures In: MPRA Paper.
[Full Text][Citation analysis]		paper9
2009Business Cycle Spillovers In: 2009 Meeting Papers.
[Full Text][Citation analysis]		paper15
2020Real-financial connectedness in the Swiss economy In: Swiss Journal of Economics and Statistics.
[Full Text][Citation analysis]		article4
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.
[Full Text][Citation analysis]		article4
2008Integration with the Global Economy In: World Bank Publications - Books.
[Full Text][Citation analysis]		book1
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

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team