19
H index
24
i10 index
7655
Citations
Koç Üniversitesi (95% share) | 19 H index 24 i10 index 7655 Citations RESEARCH PRODUCTION: 29 Articles 64 Papers 2 Books 3 Chapters RESEARCH ACTIVITY: 31 years (1993 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pyi43 |
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 Econometrics | 2 |
Journal of Development Economics | 2 |
Iktisat Isletme ve Finans | 2 |
Scottish Journal of Political Economy | 2 |
World Development | 2 |
Year | Title of citing document | |
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2023 | The 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 | |
2023 | Volatility 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 | |
2024 | . Full description at Econpapers || Download paper | |
2023 | Analysis 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 | |
2023 | Idiosyncratic 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 | |
2023 | Identifying 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 | |
2023 | Dynamic Networks in Large Financial and Economic Systems. (2020). BarunÃÂk, Jozef ; Ellington, Michael. In: Papers. RePEc:arx:papers:2007.07842. Full description at Econpapers || Download paper | |
2023 | 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 | |
2023 | Adaptive 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 | |
2023 | A 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 | |
2023 | Network 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 | |
2023 | Stock 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 | |
2023 | Monitoring multicountry macroeconomic risk. (2023). Korobilis, Dimitris ; Schroder, Maximilian. In: Papers. RePEc:arx:papers:2305.09563. Full description at Econpapers || Download paper | |
2023 | Statistical 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 | |
2023 | Limit Theory under Network Dependence and Nonstationarity. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.01418. Full description at Econpapers || Download paper | |
2023 | Quantile Time Series Regression Models Revisited. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.06617. Full description at Econpapers || Download paper | |
2023 | Impact 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 | |
2023 | BVARs and Stochastic Volatility. (2023). Chan, Joshua. In: Papers. RePEc:arx:papers:2310.14438. Full description at Econpapers || Download paper | |
2023 | Bayesian 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 | |
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 | 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 | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The 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 | |
2023 | . Full description at Econpapers || Download paper | |
2023 | The 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 | |
2023 | Risk contagion of global stock markets under COVID?19:A network connectedness method. (2021). Zhao, Xuezhou ; DING, Yuang ; Chu, Wangyu ; Yu, Honghai. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5745-5782. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | Economic 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 | |
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 | |
2023 | Examination 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 | |
2023 | Understanding 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 | |
2023 | Quantile 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 | |
2023 | The 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 | |
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 | |
2023 | CROSS?SECTIONAL DEPENDENCE AND SPILLOVERS IN SPACE AND TIME: WHERE SPATIAL ECONOMETRICS AND GLOBAL VAR MODELS MEET. (2021). Elhorst, J.Paul ; Tereanu, Eugen ; Gross, Marco. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:1:p:192-226. Full description at Econpapers || Download paper | |
2023 | Recent 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 | |
2023 | Tail Risk Networks of Insurers Around the Globe: An Empirical Examination of Systemic Risk for Gâ€SIIs vs Nonâ€Gâ€SIIs. (2020). Sun, Tao ; Chen, Hua. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:285-318. Full description at Econpapers || Download paper | |
2023 | Seemingly 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 | |
2023 | ASIAN FINANCIAL LINKAGE: MACROâ€FINANCE DISSONANCE. (2012). Fujiwara, Ippei ; Takahashi, Koji. In: Pacific Economic Review. RePEc:bla:pacecr:v:17:y:2012:i:1:p:136-159. Full description at Econpapers || Download paper | |
2023 | Where 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 | |
2023 | The 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 | |
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 | |
2023 | Asymmetric 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 | |
2023 | Monitoring 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 | |
2023 | Regional 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 | |
2023 | Volatility 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 | |
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 | |
2023 | New evidence on financial integration in Latin America. (2023). Jouini, Jamel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-23-00467. Full description at Econpapers || Download paper | |
2023 | Do 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 | |
2023 | Directional 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 | |
2023 | Exploring 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 | |
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 | |
2023 | Extreme 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 | |
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 | 9 |
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: 9 | 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 | 136 |
1993 | On cointegration and exchange rate dynamics.(1993) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 136 | 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 | 34 |
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: 34 | chapter | |
2018 | Commodity Connectedness In: Central Banking, Analysis, and Economic Policies Book Series. [Full Text][Citation analysis] | chapter | 48 |
2017 | Commodity Connectedness.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2017 | Commodity Connectedness.(2017) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | paper | |
2017 | Commodity connectedness.(2017) In: CFS Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 48 | 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 | 1766 |
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: 1766 | 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: 1766 | 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: 1766 | 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: 1766 | 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: 1766 | 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: 1766 | 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: 1766 | paper | |
2010 | Return and volatility spillovers among the East Asian equity markets In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 163 |
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: 163 | 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 | 1985 |
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: 1985 | 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: 1985 | 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: 1985 | 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: 1985 | 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 | 2288 |
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: 2288 | paper | |
2020 | How connected is the global sovereign credit risk network? In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 85 |
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: 85 | paper | |
2023 | Macro-financial spillovers In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
2020 | Macro-Financial Spillovers.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | 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 | 71 |
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: 71 | 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 | 58 |
2008 | Macroeconomic Volatility and Stock Market Volatility, Worldwide.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 58 | 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: 58 | 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 | 299 |
2017 | Estimating Global Bank Network Connectedness.(2017) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 299 | paper | |
2015 | Estimating Global Bank Network Connectedness.(2015) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 299 | paper | |
2018 | Estimating global bank network connectedness.(2018) In: Journal of Applied Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 299 | article | |
2017 | Mixed-Frequency Macro-Financial Spillovers In: Koç University-TUSIAD Economic Research Forum Working Papers. [Full Text][Citation analysis] | paper | 8 |
2017 | Mixed-frequency macro-financial spillovers.(2017) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | 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 |
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 | 106 |
2002 | Imported Machinery for Export Competitiveness In: The World Bank Economic Review. [Citation analysis] | article | 23 |
2015 | Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring In: OUP Catalogue. [Citation analysis] | book | 240 |
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 | 18 |
2009 | Foreign Direct Investment and Productivity Spillovers: Identifying Linkages through Product-based Measures In: MPRA Paper. [Full Text][Citation analysis] | paper | 9 |
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 | 5 |
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 |
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 |
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