19
H index
25
i10 index
8119
Citations
Koç Üniversitesi (95% share) | 19 H index 25 i10 index 8119 Citations RESEARCH PRODUCTION: 29 Articles 67 Papers 2 Books 3 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Kamil Yilmaz. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Development Economics | 2 |
Journal of Econometrics | 2 |
World Development | 2 |
Scottish Journal of Political Economy | 2 |
Iktisat Isletme ve Finans | 2 |
Year ![]() | Title of citing document ![]() | |
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2024 | . Full description at Econpapers || Download paper | |
2025 | Learning 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 | |
2024 | Factor Network Autoregressions. (2022). Cavaliere, Giuseppe ; Moramarco, Graziano ; Barigozzi, Matteo. In: Papers. RePEc:arx:papers:2208.02925. Full description at Econpapers || Download paper | |
2024 | Cross-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 | |
2024 | Estimating 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 | |
2024 | Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745. Full description at Econpapers || Download paper | |
2024 | Dynamic Analyses of Contagion Risk and Module Evolution on the SSE A-Shares Market Based on Minimum Information Entropy. (2024). Huang, Difang ; Wu, Boyao ; Wang, Yuhang ; Chen, Muzi. In: Papers. RePEc:arx:papers:2403.19439. Full description at Econpapers || Download paper | |
2024 | Estimating Contagion Mechanism in Global Equity Market with Time-Zone Effect. (2024). Chen, Muzi ; Huang, Difang ; Wu, Boyao. In: Papers. RePEc:arx:papers:2404.04335. Full description at Econpapers || Download paper | |
2024 | On the Asymmetric Volatility Connectedness. (2024). Hatemi-J, Abdulnasser. In: Papers. RePEc:arx:papers:2404.12997. Full description at Econpapers || Download paper | |
2024 | Monetary Policies on Green Financial Markets: Evidence from a Multi-Moment Connectedness Network. (2024). Ye, Shiqi ; Zhang, Hongyin ; Zheng, Tingguo. In: Papers. RePEc:arx:papers:2405.02575. Full description at Econpapers || Download paper | |
2024 | Warfare Ignited Price Contagion Dynamics in Early Modern Europe. (2024). Esmaili, Emile ; Puma, Michael J ; Ludlow, Francis ; Jobbova, Eva ; Holm, Poul. In: Papers. RePEc:arx:papers:2411.18978. Full description at Econpapers || Download paper | |
2024 | Property of Inverse Covariance Matrix-based Financial Adjacency Matrix for Detecting Local Groups. (2024). Kim, Donggyu ; Oh, Minseog. In: Papers. RePEc:arx:papers:2412.05664. Full description at Econpapers || Download paper | |
2024 | Multivariate Rough Volatility. (2024). Pigato, Paolo ; Giorgio, Giacomo ; Dugo, Ranieri. In: Papers. RePEc:arx:papers:2412.14353. Full description at Econpapers || Download paper | |
2024 | A Dynamic Spillover Effect Investigation on Cryptocurrency Market Before and After Pandemic. (2024). Lan, Wenjie. In: Papers. RePEc:arx:papers:2412.19983. Full description at Econpapers || Download paper | |
2025 | Multiscale risk spillovers and external driving factors: Evidence from the global futures and spot markets of staple foods. (2025). Zhou, Wei-Xing ; Nguyen, Duc Khuong ; Goutte, St'Ephane ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2501.15173. Full description at Econpapers || Download paper | |
2024 | The recent weakness in the German manufacturing sector. (2024). Flaccadoro, Marco. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_902_24. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2025 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Mateus, Irina ; Bagirov, Miramir. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103. Full description at Econpapers || Download paper | |
2024 | On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136. Full description at Econpapers || Download paper | |
2024 | The Effect of Labors Bargaining Power on Wealth Inequality in the UK, USA, And France. (2024). Onaran, Ozlem ; Tippet, Ben ; Wildauer, Rafael. In: Review of Income and Wealth. RePEc:bla:revinw:v:70:y:2024:i:1:p:102-128. Full description at Econpapers || Download paper | |
2024 | The geopolitical risk spillovers across BRICS countries: A quantile frequency connectedness approach. (2024). Vo, Duc Hong ; Dang, Tam Hoangnhat. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:132-143. Full description at Econpapers || Download paper | |
2024 | Financial Contagion in China, Real Estate Markets, and Regulatory Intervention. (2024). McNelis, Paul ; Lai, Jennifer ; Cao, Shiyun. In: Boston College Working Papers in Economics. RePEc:boc:bocoec:1083. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Estimating uncertainty spillover effects across euro area using a regime dependent VAR model. (2024). Joshy, Easaw ; Mauro, Costantini ; Giovanni, Angelini. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:1:p:39-59:n:1. Full description at Econpapers || Download paper | |
2024 | Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989. Full description at Econpapers || Download paper | |
2024 | Disentangling Timing Uncertainty of Event-Driven Connectedness among Oil-Based Energy Commodities. (2024). Kočenda, Evžen ; Koenda, Even ; Bartuek, Daniel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11494. Full description at Econpapers || Download paper | |
2025 | Event-Driven Changes in Volatility Connectedness in Global Forex Markets. (2025). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11606. Full description at Econpapers || Download paper | |
2025 | Event-Driven Changes in Return Connectedness Among Cryptocurrencies. (2025). Kočenda, Evžen ; Koenda, Even ; Albrecht, Peter. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11658. Full description at Econpapers || Download paper | |
2025 | Stock and Sovereign Returns Linkages: Time-Varying Causality and Extreme-Quantile Determinants. (2025). Afonso, Antonio ; Monteiro, Sofia ; Grabowski, Wojciech ; Alves, Jos. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11667. Full description at Econpapers || Download paper | |
2024 | Assessing the Role of Sharia-Compliant Investments in Promoting Clean Energy and Sustainable Economic Development: A Study of Asia€™s Financial and Renewable Energy Sectors. (2024). Achilova, Nargiza ; Amirdjanova, Sitora ; Otajonova, Charoskhon ; Jalolova, Madina ; Avazkhodjaev, Salokhiddin ; Askarova, Mavluda. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-50. Full description at Econpapers || Download paper | |
2024 | Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict. (2024). Kayani, Umar ; Khan, Mrestyal ; Nawaz, Farrukh ; Aziz, Aulia Luqman ; Pradipta, Indry Aristianto. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-58. Full description at Econpapers || Download paper | |
2024 | TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512. Full description at Econpapers || Download paper | |
2024 | Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Zhou, Lichao ; Chen, Chuanglian ; Lin, Yuting. In: Applied Energy. RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592. Full description at Econpapers || Download paper | |
2024 | Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China. (2024). Wen, Xingchun ; Jiang, Tingfeng ; Yang, Jizhe ; Dai, LU. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000994. Full description at Econpapers || Download paper | |
2024 | Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928. Full description at Econpapers || Download paper | |
2024 | Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042. Full description at Econpapers || Download paper | |
2024 | Time inhomogeneous multivariate Markov chains: Detecting and testing multiple structural breaks occurring at unknown dates. (2024). Nicolau, Joo ; Damasio, Bruno. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:180:y:2024:i:c:s0960077924000298. Full description at Econpapers || Download paper | |
2024 | Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999. Full description at Econpapers || Download paper | |
2024 | Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhao, Longfeng ; Zhou, Yueyi ; Gao, Yang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177. Full description at Econpapers || Download paper | |
2024 | Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079. Full description at Econpapers || Download paper | |
2024 | The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States. (2024). Si, Kamel ; Cifuentes-Faura, Javier ; Alofaysan, Hind. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:80-94. Full description at Econpapers || Download paper | |
2024 | The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper | |
2024 | Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133. Full description at Econpapers || Download paper | |
2024 | Do internal and external risk spillovers of the food system matter for national food security?. (2024). Zhou, Sitong ; Zhang, Bokai ; Zhu, BO. In: Economic Modelling. RePEc:eee:ecmode:v:136:y:2024:i:c:s0264999324001032. Full description at Econpapers || Download paper | |
2024 | Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even. In: Economic Modelling. RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001. Full description at Econpapers || Download paper | |
2024 | Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250. Full description at Econpapers || Download paper | |
2024 | Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Liu, Haiyue ; Zhang, Qin ; Yang, Xite ; Huang, Linya ; Lai, Yongzeng ; Tao, Qiufan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559. Full description at Econpapers || Download paper | |
2024 | Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584. Full description at Econpapers || Download paper | |
2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper | |
2024 | Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy. (2024). Dong, Liang ; Su, Yaya ; Qu, YI ; Luo, Changqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300164x. Full description at Econpapers || Download paper | |
2024 | Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x. Full description at Econpapers || Download paper | |
2024 | Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857. Full description at Econpapers || Download paper | |
2024 | Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Peng, Hongjuan ; Tang, Pan ; Zhang, Ditian ; Zhuang, Yangyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870. Full description at Econpapers || Download paper | |
2024 | Quantile connectedness of oil price shocks with socially responsible investments. (2024). Umar, Zaghum ; Malik, Farooq. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894. Full description at Econpapers || Download paper | |
2024 | Revisit the impact of exchange rate on stock market returns during the pandemic period. (2024). Wang, Mei-Chih ; Chang, Tsangyao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001912. Full description at Econpapers || Download paper | |
2024 | Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2023 | On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness In: Papers. [Full Text][Citation analysis] | paper | 16 |
2022 | On 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: 16 | paper | |
2003 | Martingale Property of Exchange Rates and Central Bank Interventions. In: Journal of Business & Economic Statistics. [Citation analysis] | article | 38 |
1994 | On Cointegration and Exchange Rate Dynamics. In: Journal of Finance. [Full Text][Citation analysis] | article | 137 |
1993 | On cointegration and exchange rate dynamics.(1993) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 137 | paper | |
1997 | Privatisation and Stock Market Efficiency: The British Experience In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
1997 | Privatisation and Stock Market Efficiency: The British Experience. In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 2 |
2017 | Political economy of industrial policy in Turkey: The case of the automotive industry In: Global Development Institute Working Paper Series. [Full Text][Citation analysis] | paper | 2 |
2009 | Equity Market Spillovers in the Americas In: Journal Economía Chilena (The Chilean Economy). [Full Text][Citation analysis] | article | 35 |
2011 | Equity 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: 35 | chapter | |
2018 | Commodity Connectedness In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 50 |
2017 | Commodity Connectedness.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2017 | Commodity Connectedness.(2017) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2017 | Commodity connectedness.(2017) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2010 | International Business Cycle Spillovers In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2009 | Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets In: Economic Journal. [Full Text][Citation analysis] | article | 1844 |
2008 | Measuring 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: 1844 | paper | |
2007 | Measuring 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: 1844 | paper | |
2008 | Measuring 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: 1844 | paper | |
2007 | Measuring 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: 1844 | paper | |
2009 | Measuring 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: 1844 | article | |
2007 | Measuring 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: 1844 | paper | |
2008 | Measuring 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: 1844 | paper | |
2010 | Return and volatility spillovers among the East Asian equity markets In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 166 |
2009 | Return 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: 166 | paper | |
1997 | Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries In: Journal of Development Economics. [Full Text][Citation analysis] | article | 9 |
1994 | Is 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 | |
1999 | Optimal export taxes in a multicountry framework In: Journal of Development Economics. [Full Text][Citation analysis] | article | 21 |
2021 | Measuring real–financial connectedness in the U.S. economy In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
2018 | Measuring Real-Financial Connectedness in the U.S. Economy.(2018) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2018 | Measuring 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: 2 | paper | |
2014 | On the network topology of variance decompositions: Measuring the connectedness of financial firms In: Journal of Econometrics. [Full Text][Citation analysis] | article | 2129 |
2011 | On 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: 2129 | paper | |
2011 | On 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: 2129 | paper | |
2011 | On 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: 2129 | paper | |
2011 | On 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: 2129 | paper | |
2023 | Reprint of: On the network topology of variance decompositions: Measuring the connectedness of financial firms In: Journal of Econometrics. [Full Text][Citation analysis] | article | 0 |
2004 | Volatility and contagion: evidence from the Istanbul stock exchange In: Economic Systems. [Full Text][Citation analysis] | article | 19 |
2002 | Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 11 |
1999 | Markov 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: 11 | paper | |
2012 | Better to give than to receive: Predictive directional measurement of volatility spillovers In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2451 |
2010 | Better 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: 2451 | paper | |
2020 | How connected is the global sovereign credit risk network? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 98 |
2015 | How 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: 98 | paper | |
2023 | Macro-financial spillovers In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 7 |
2020 | Macro-Financial Spillovers.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2012 | Asymmetric response to monetary policy surprises at the long-end of the yield curve In: Journal of Macroeconomics. [Full Text][Citation analysis] | article | 5 |
2009 | Asymmetric 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: 5 | paper | |
2024 | Is there a virtuous cycle between wages and productivity? Turkish experience after the transition to democracy In: World Development. [Full Text][Citation analysis] | article | 0 |
2009 | History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry In: World Development. [Full Text][Citation analysis] | article | 29 |
2007 | History 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: 29 | paper | |
2007 | History 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: 29 | paper | |
2024 | Shocks and global asset market connectedness In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
2018 | Measuring Dynamic Connectedness with Large Bayesian VAR Models In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 77 |
2018 | Measuring 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: 77 | paper | |
1997 | Machinery Investment and Export Competitiveness. In: Koc University. [Citation analysis] | paper | 1 |
1998 | Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey In: Koc University. [Citation analysis] | paper | 6 |
1999 | Nash and Stackelberg Optimum Export Taxes. In: Koc University. [Citation analysis] | paper | 0 |
2001 | Yüksek Enflasyon Sürecinde Siyasi Elitlerin Rolü: Arjantin, Brezilya, İsrail Ve Türkiye Deneyimlerinin Karşılaştırmalı Analizi In: Iktisat Isletme ve Finans. [Citation analysis] | article | 0 |
2010 | Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi In: Iktisat Isletme ve Finans. [Citation analysis] | article | 9 |
2010 | Para 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 | |
2007 | Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 17 |
2009 | Productivity 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 | |
2007 | Macroeconomic Volatility and Stock Market Volatility,World-Wide In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 59 |
2008 | Macroeconomic Volatility and Stock Market Volatility, Worldwide.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
2008 | Macroeconomic Volatility and Stock Market Volatility, World-Wide.(2008) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 59 | paper | |
2008 | Integration 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] | paper | 9 |
2009 | Turkeys Recent Trade and Foreign Direct Investment Performance In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 9 |
2009 | International Business Cycle Spillovers In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 15 |
2009 | The Intertemporal Relation between Expected Return and Risk on Currency In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 3 |
2010 | Global 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] | paper | 1 |
2010 | Taking 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] | paper | 3 |
2014 | Volatility Connectedness of Bank Stocks Across the Atlantic In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 3 |
2014 | Demokrasiye Gecis, Reel ucretler ve Verimlilik: Turk Imalat Sanayiinden Bulgular In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 2 |
2015 | Estimating Global Bank Network Connectedness In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 327 |
2017 | Estimating Global Bank Network Connectedness.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 327 | paper | |
2015 | Estimating Global Bank Network Connectedness.(2015) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 327 | paper | |
2018 | Estimating global bank network connectedness.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 327 | article | |
2017 | Mixed-Frequency Macro-Financial Spillovers In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 9 |
2017 | Mixed-frequency macro-financial spillovers.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2018 | Financial Sector Volatility Connectedness and Equity Returns In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 6 |
2018 | Bank Volatility Connectedness in South East Asia In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 3 |
2018 | Producer Price Inflation Connectedness and Input-Output Networks In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 5 |
2020 | Polarized 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] | paper | 3 |
2021 | Unconventional Monetary Policy and Bond Market Connectedness in the New Normal In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Transition to Democracy, Real Wages and Productivity: The Turkish Experience In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 3 |
2025 | Kahramanmaraş Depremlerinin Mikro Veriye Dayalı Ekonomik Etki Analizi In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Turkiye Imalat Sanayiinde Yapisal Dönüsüm ve Teknolojik Degisme Dinamikleri In: ERC Working Papers. [Full Text][Citation analysis] | paper | 2 |
2016 | Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014 In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 108 |
2002 | Imported Machinery for Export Competitiveness In: The World Bank Economic Review. [Citation analysis] | article | 24 |
2015 | Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring In: OUP Catalogue. [Citation analysis] | book | 247 |
2013 | Measuring the Dynamics of Global Business Cycle Connectedness In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 37 |
2007 | Productivity and Trade Orientation: Turkish Manufacturing Industry Before and After the Customs Union In: MPRA Paper. [Full Text][Citation analysis] | paper | 19 |
2009 | Foreign Direct Investment and Productivity Spillovers: Identifying Linkages through Product-based Measures In: MPRA Paper. [Full Text][Citation analysis] | paper | 9 |
2000 | Türk telekomünikasyon sektöründe reform: Özelleştirme, düzenleme ve serbestleşme In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
2009 | Business Cycle Spillovers In: 2009 Meeting Papers. [Full Text][Citation analysis] | paper | 15 |
2020 | Real-financial connectedness in the Swiss economy In: Swiss Journal of Economics and Statistics. [Full Text][Citation analysis] | article | 6 |
2006 | How 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] | article | 4 |
2025 | Propagation of Foreign Trade Shocks through Domestic Supply Chain Networks: Evidence from Turkish Firms In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2008 | Integration with the Global Economy In: World Bank Publications - Books. [Full Text][Citation analysis] | book | 1 |
2013 | THE IMPACT OF FDI ON FIRM SURVIVAL AND EMPLOYMENT: A COMPARATIVE ANALYSIS FOR TURKEY AND ITALY In: ERSA conference papers. [Full Text][Citation analysis] | paper | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team