Kamil Yilmaz : Citation Profile


Are you Kamil Yilmaz?

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

17

H index

22

i10 index

3733

Citations

RESEARCH PRODUCTION:

24

Articles

63

Papers

2

Books

2

Chapters

RESEARCH ACTIVITY:

   28 years (1993 - 2021). See details.
   Cites by year: 133
   Journals where Kamil Yilmaz has often published
   Relations with other researchers
   Recent citing documents: 645.    Total self citations: 49 (1.3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyi43
   Updated: 2021-10-16    RAS profile: 2021-08-27    
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Relations with other researchers


Works with:

Diebold, Francis (6)

Liu, Laura (5)

cotter, john (3)

Taymaz, Erol (2)

Hallam, Mark (2)

Korobilis, Dimitris (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 (100)

Antonakakis, Nikolaos (95)

GUPTA, RANGAN (93)

Ji, Qiang (70)

Baruník, Jozef (62)

Sosvilla-Rivero, Simon (51)

Chatziantoniou, Ioannis (48)

Kočenda, Evžen (46)

Shahzad, Syed Jawad Hussain (45)

Zhang, Dayong (38)

Tiwari, Aviral (38)

Cites to:

Diebold, Francis (79)

Pesaran, M (36)

Taymaz, Erol (22)

shin, yongcheol (20)

Koop, Gary (16)

Potter, Simon (15)

Bollerslev, Tim (12)

Lo, Andrew (12)

Engle, Robert (11)

Harvey, Campbell (11)

Kose, Ayhan (10)

Main data


Where Kamil Yilmaz has published?


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

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

Recent works citing Kamil Yilmaz (2021 and 2020)


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

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2020Systemic Risk: a Network Approach. (2020). Hasse, Jean-Baptiste. In: AMSE Working Papers. RePEc:aim:wpaimx:2025.

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2020THE INTER-RELATIONS BETWEEN CHINESE HOUSING MARKET, STOCK MARKET AND CONSUMPTION MARKET. (2020). Liu, Yang. In: Review of Socio - Economic Perspectives. RePEc:aly:journl:202051.

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2020Global Recessions. (2020). Terrones, Marco ; Kose, Ayhan ; Sugawara, Naotaka. In: Working Papers. RePEc:apc:wpaper:162.

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2020Interconnectedness in the Global Financial Market. (2017). Raddant, Matthias ; Kenett, Dror Y. In: Papers. RePEc:arx:papers:1704.01028.

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2020Asymmetric Connectedness of Fears in the U.S. Financial Sector. (2018). Baruník, Jozef ; Tunaru, Radu ; Bevilacqua, Mattia. In: Papers. RePEc:arx:papers:1810.12022.

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2020Identifying Network Ties from Panel Data: Theory and an Application to Tax Competition. (2019). de Paula, Aureo ; Rasul, Imran ; Souza, Pedro. In: Papers. RePEc:arx:papers:1910.07452.

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2020Disentangling shock diffusion on complex networks: Identification through graph planarity. (2020). Chakrabarti, Anindya S ; di Matteo, Tiziana ; Kumar, Sudarshan. In: Papers. RePEc:arx:papers:2001.01518.

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2020Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Ma, Jun-Chao ; Jiang, Zhi-Qiang ; Shen, Ying-Ying. In: Papers. RePEc:arx:papers:2002.09097.

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2020Coronavirus and oil price crash. (2020). Albulescu, Claudiu. In: Papers. RePEc:arx:papers:2003.06184.

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2020Where do we stand in cryptocurrencies economic research? A survey based on hybrid analysis. (2020). Fernandez Bariviera, Aurelio ; Merediz-Sola, Ignasi. In: Papers. RePEc:arx:papers:2003.09723.

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2021Cryptocurrency Trading: A Comprehensive Survey. (2020). Wu, Fan ; Martinez-Regoband, David ; Li, Lingbo ; Kanthan, Leslie ; Kong, Hoiliong ; Basios, Michail ; Ventre, Carmine ; Fang, Fan. In: Papers. RePEc:arx:papers:2003.11352.

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2020Dynamic Network Risk. (2020). Baruník, Jozef ; Ellington, Michael ; Barunik, Jozef. In: Papers. RePEc:arx:papers:2006.04639.

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2020How does stock market reflect the change in economic demand? A study on the industry-specific volatility spillover networks of Chinas stock market during the outbreak of COVID-19. (2020). Yan, Yan ; Qiao, FU. In: Papers. RePEc:arx:papers:2007.07487.

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

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2020Regularization Approach for Network Modeling of German Power Derivative Market. (2020). L'Opez, Brenda ; Hardle, Wolfgang Karl ; Chen, Shi. In: Papers. RePEc:arx:papers:2009.09739.

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2020Are cryptocurrencies becoming more interconnected?. (2020). Perez-Laborda, Alejandro ; Fernandez Bariviera, Aurelio ; Aslanidis, Nektarios. In: Papers. RePEc:arx:papers:2009.14561.

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

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

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

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

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

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

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

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

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2020Transmission of International Financial Shocks: A Cross Country Analysis. (2020). MALLICK, HRUSHIKESH ; Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:236-259.

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2020Spillover of Financial Innovations during Covid-19: A Cross-Country Analysis. (2020). Rout, Sanjay Kumar. In: Asian Development Policy Review. RePEc:asi:adprev:2020:p:298-318.

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2020A Demand-Oriented Industry-Specific Volatility Spillover Network Analysis of China’s Stock Market around the Outbreak of COVID-19. (2020). Yan, Yan ; Qiao, FU. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:1321-1341.

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2020International Spillovers of Interest Rate Shocks: An Empirical Analysis. (2020). Mallick, Hrushikesh ; Rout, Sanjay Kumar. In: Asian Journal of Empirical Research. RePEc:asi:ajoerj:2020:p:215-222.

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

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

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

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2020On Causal Networks of Financial Firms: Structural Identification via Non-parametric Heteroskedasticity. (2020). Hipp, Ruben. In: Staff Working Papers. RePEc:bca:bocawp:20-42.

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

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2020Macro-financial interactions in a changing world. (2020). Leiva-Leon, Danilo ; Gerba, Eddie. In: Working Papers. RePEc:bde:wpaper:2018.

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

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

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2020Bond market integration of emerging economies and bilateral linkages. (2020). Balli, Faruk ; Rana, Faisal ; Hu, Xuan. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2039-2062.

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2020Food–oil volatility spillovers and the impact of distinct biofuel policies on price uncertainties on feedstock markets. (2020). Saucedo, Alberto ; Herwartz, Helmut. In: Agricultural Economics. RePEc:bla:agecon:v:51:y:2020:i:3:p:387-402.

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2020Comovement of dairy product futures and firm value: returns and volatility. (2020). Leung, Henry ; Furfaro, Frank. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:64:y:2020:i:3:p:632-654.

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2020Too Connected to Fail? Evidence from a Chinese Financial Risk Spillover Network. (2020). Hu, Jie ; Chen, YU ; Zhang, Weiping. In: China & World Economy. RePEc:bla:chinae:v:28:y:2020:i:6:p:78-100.

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

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2020The Impact of Trade Openness on Relative Equipment Prices: Lessons from Latin America. (2020). Bekkerman, Anton ; Madariaga, Jessica. In: Economica. RePEc:bla:econom:v:87:y:2020:i:348:p:938-984.

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2020The Co‐Movement of Credit Default Swap Spreads, Equity Returns and Volatility: Evidence from Asia‐Pacific Markets. (2020). Gottschalk, Katrin ; da Fonseca, Jose. In: International Review of Finance. RePEc:bla:irvfin:v:20:y:2020:i:3:p:551-579.

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2020Tail Risk Networks of Insurers Around the Globe: An Empirical Examination of Systemic Risk for G‐SIIs vs Non‐G‐SIIs. (2020). Sun, Tao ; Chen, Hua. In: Journal of Risk & Insurance. RePEc:bla:jrinsu:v:87:y:2020:i:2:p:285-318.

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2020Transmission of a Resource Boom: The Case of Australia. (2020). Volkov, Vladimir ; Frymckibbin, Renee ; Dungey, Mardi. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:82:y:2020:i:3:p:503-525.

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2020Central bank independence and systemic risk. (2020). AndrieÈ™, Alin Marius ; Sprincean, Nicu ; Podpiera, Anca Maria. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2020_013.

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2020Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives. (2020). Huiwen, Zou ; Jinxin, Cui. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:8:y:2020:i:5:p:401-433:n:2.

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

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2020Temporal aggregation of random walk processes and implications for economic analysis. (2020). Ivan, Paya ; Yamin, Ahmad. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:24:y:2020:i:2:p:20:n:4.

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

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2020Electricity Market Integration, Decarbonisation and Security of Supply: Dynamic Volatility Connectedness in the Irish and Great Britain Markets. (2020). Nepal, Rabindra ; Jamasb, Tooraj ; Do, Hung. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2007.

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2020A Revisit to Sovereign Risk Contagion in Eurozone with Mutual Exciting Regime-Switching Model. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20114.

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2020Text-Based Linkages and Local Risk Spillovers in the Equity Market. (2020). Ge, S. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:20115.

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

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2020Cyber Attacks, Spillovers and Contagion in the Cryptocurrency Markets. (2020). Spagnolo, Nicola ; Caporale, Guglielmo Maria ; Kang, Woo-Young. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8324.

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2020Discrete Mixtures of Normals Pseudo Maximum Likelihood Estimators of Structural Vector Autoregressions. (2020). Sentana, Enrique ; Fiorentini, Gabriele. In: Working Papers. RePEc:cmf:wpaper:wp2020_2023.

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2020La interconexión en las instituciones de inversión colectiva no alternativas y el riesgo sistémico. (2020). Laborda, Ricardo ; Losada, Ramiro. In: CNMV Documentos de Trabajo. RePEc:cnv:docutr:dt_71es.

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2020Non-alternative collective investment schemes, connectedness and systemic risk. (2020). Laborda, Ricardo ; Losada, Ramiro. In: CNMV Working Papers. RePEc:cnv:wpaper:dt_71en.

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2020Global Recessions. (2020). Sugawara, Naotaka ; Kose, Ayhan ; Terrones, Marco E. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14397.

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2020Global Macro-Financial Cycles and Spillovers. (2020). Ha, Jongrim ; Kose, Ayhan ; Otrok, Christopher ; Prasad, Eswar. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14404.

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2020Spurious relationships in high dimensional systems with strong or mild persistence. (2020). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:31553.

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

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

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2020Are Uncertainties across the World Convergent?. (2020). GUPTA, RANGAN ; Gözgör, Giray ; Marco, Chi Keung ; Christou, Christina. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00608.

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

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2020Nowcasting business cycle turning points with stock networks and machine learning. (2020). Hirschbühl, Dominik ; Azqueta-Gavaldon, Andres ; Saiz, Lorena ; Onorante, Luca ; Hirschbuhl, Dominik. In: Working Paper Series. RePEc:ecb:ecbwps:20202494.

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2020Price Discovery in Crude Oil Markets: Intraday Volatility Interactions between Crude Oil Futures and Energy Exchange Traded Funds. (2020). Ulusoy, Veysel ; Ozdurak, Caner. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2020-03-51.

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2020The impact of negative list policy on sectoral structure: Based on complex network and DID analysis. (2020). Zhou, Yang ; Wu, Libo ; Zhang, Shuaishuai. In: Applied Energy. RePEc:eee:appene:v:278:y:2020:i:c:s0306261920312071.

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

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

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

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

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2020Business connectedness or market risk? Evidence from financial institutions in China. (2020). Li, Zheng ; Lu, Yanchen ; Liang, QI. In: China Economic Review. RePEc:eee:chieco:v:62:y:2020:i:c:s1043951x20301000.

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2020Risk sharing, efficiency of capital allocation, and the connection between banks and the real economy. (2020). Stevanovic, Dalibor ; Eden, Maya ; Barattieri, Alessandro. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918306862.

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2020Policy uncertainty and the capital shortfall of global financial firms. (2020). Papachristopoulou, Andromachi ; Panopoulou, Ekaterini ; Matousek, Roman. In: Journal of Corporate Finance. RePEc:eee:corfin:v:62:y:2020:i:c:s092911992030002x.

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2021Network tail risk estimation in the European banking system. (2021). Tich, Toma ; Giacometti, Rosella ; Torri, Gabriele. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000609.

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2020Financial development, natural disasters, and economics of the Pacific small island states. (2020). Zhang, Dayong ; Managi, Shunsuke. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:66:y:2020:i:c:p:168-181.

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2021Systemic risk and economic policy uncertainty: International evidence from the crude oil market. (2021). Yang, Lu ; Hamori, Shigeyuki. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:142-158.

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2021Time-frequency connectedness between Asian electricity sectors. (2021). TAGHIZADEH-HESARY, Farhad ; Ngo, Thanh ; Naeem, Muhammad Abubakr ; Arif, Muhammad ; Hasan, Mudassar ; Taghizadehhesary, Farhad. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:208-224.

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2021Policy uncertainty and sectoral stock market volatility in China. (2021). Ding, Hui ; Li, Xiao-Lin ; Zhao, Bing ; Si, Deng-Kui. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:557-573.

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2021Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China. (2021). Wei, Xiaohui ; Yan, Jing ; Li, Xiao-Lin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:640-652.

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2021Analyzing causality between epidemics and oil prices: Role of the stock market. (2021). Gong, Qiang ; Jang, Chyi-Lu ; Chang, Chun-Ping ; Sui, BO. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:148-158.

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2021Volatility spillovers between food and fuel markets: Do administrative regulations affect the transmission?. (2021). Rude, James ; Qiu, Feng ; An, Henry. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001413.

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2021Fiscal stance and the sovereign risk pass-through. (2021). Tancioni, Massimiliano ; Patella, Valeria ; Beqiraj, Elton. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001620.

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2021Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772.

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2021Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami . In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001784.

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2020Volatility spillovers across European stock markets under the uncertainty of Brexit. (2020). Li, Hong. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:1-12.

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2020Dynamic frequency connectedness between oil and natural gas volatilities. (2020). Perez-Laborda, Alejandro ; Lovcha, Yuliya. In: Economic Modelling. RePEc:eee:ecmode:v:84:y:2020:i:c:p:181-189.

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2020Tree networks to assess financial contagion. (2020). Giudici, Paolo ; Ahelegbey, Daniel Felix ; Agosto, Arianna. In: Economic Modelling. RePEc:eee:ecmode:v:85:y:2020:i:c:p:349-366.

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2020Price connectedness between green bond and financial markets. (2020). Ugolini, Andrea ; Reboredo, Juan. In: Economic Modelling. RePEc:eee:ecmode:v:88:y:2020:i:c:p:25-38.

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2020Macroeconomic determinants of wealth inequality dynamics. (2020). Meszaros, John ; Berisha, Edmond. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:153-165.

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2020Macro-uncertainty and financial stress spillovers in the Eurozone. (2020). Mikaliunaite, Ieva ; Cipollini, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:546-558.

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2020Exploring GDP growth volatility spillovers across countries. (2020). Mutshinda, Crispin ; ben Sita, Bernard ; Arayssi, Mahmoud ; Abosedra, Salah. In: Economic Modelling. RePEc:eee:ecmode:v:89:y:2020:i:c:p:577-589.

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2020Fancy Bitcoin and conventional financial assets: Measuring market integration based on connectedness networks. (2020). Shen, Yifan ; Yang, Mengying ; Zeng, Ting. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:209-220.

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2020Volatility spillovers and the global financial cycle across economies: Evidence from a global semi-structural model. (2020). Gómez-Pineda, Javier ; Gomez-Pineda, Javier G. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:331-373.

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2020Firm-specific information and systemic risk. (2020). Clements, Adam ; Liao, Y. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:480-493.

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2020Monetary policy and systemic risk-taking in the euro area banking sector. (2020). Kabundi, Alain ; de Simone, Francisco Nadal . In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:736-758.

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2020Macroeconomic adjustment with managed exchange rates and capital controls: Some lessons from China. (2020). Lai, Jennifer ; McNelis, Paul D ; Chen, Hongyi. In: Economic Modelling. RePEc:eee:ecmode:v:91:y:2020:i:c:p:759-768.

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2020The static and dynamic connectedness of environmental, social, and governance investments: International evidence. (2020). Kenourgios, Dimitris ; Papathanasiou, Sypros ; Umar, Zaghum. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:112-124.

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2020Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Chevallier, Julien ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian. In: Economic Modelling. RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258.

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

Works by Kamil Yilmaz:


YearTitleTypeCited
2003Martingale Property of Exchange Rates and Central Bank Interventions. In: Journal of Business & Economic Statistics.
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article34
1994 On Cointegration and Exchange Rate Dynamics. In: Journal of Finance.
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1993On cointegration and exchange rate dynamics.(1993) In: Working Papers.
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1997Privatisation and Stock Market Efficiency: The British Experience In: Scottish Journal of Political Economy.
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2017Political economy of industrial policy in Turkey: The case of the automotive industry In: Global Development Institute Working Paper Series.
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2009Equity Market Spillovers in the Americas In: Journal Economía Chilena (The Chilean Economy).
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2011Equity Market Spillovers in the Americas.(2011) In: Central Banking, Analysis, and Economic Policies Book Series.
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2018Commodity Connectedness In: Central Banking, Analysis, and Economic Policies Book Series.
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2017Commodity Connectedness.(2017) In: NBER Working Papers.
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2017Commodity Connectedness.(2017) In: PIER Working Paper Archive.
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2017Commodity connectedness.(2017) In: CFS Working Paper Series.
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2010International Business Cycle Spillovers In: CEPR Discussion Papers.
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2009International Business Cycle Spillovers.(2009) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2009Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets In: Economic Journal.
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2008Measuring financial asset return and volatility spillovers, with application to global equity markets.(2008) In: Working Papers.
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paper
2007Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets.(2007) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
2008Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets.(2008) In: NBER Working Papers.
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paper
2007Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets.(2007) In: PIER Working Paper Archive.
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paper
2009Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets.(2009) In: Economic Journal.
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article
2007Measuring financial asset return and volatility spillovers, with application to global equity markets.(2007) In: CFS Working Paper Series.
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paper
2008Measuring financial asset return and volatilty spillovers, with application to global equity markets.(2008) In: CFS Working Paper Series.
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paper
2010Return and volatility spillovers among the East Asian equity markets In: Journal of Asian Economics.
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article131
2009Return and Volatility Spillovers among the East Asian Equity Markets.(2009) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
1997Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries In: Journal of Development Economics.
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article8
1994Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries.(1994) In: Policy Research Working Paper Series.
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paper
1999Optimal export taxes in a multicountry framework In: Journal of Development Economics.
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article19
2014On the network topology of variance decompositions: Measuring the connectedness of financial firms In: Journal of Econometrics.
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2011On the network topology of variance decompositions: Measuring the connectedness of financial firms.(2011) In: Working Papers.
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paper
2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms.(2011) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms.(2011) In: NBER Working Papers.
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paper
2011On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms.(2011) In: PIER Working Paper Archive.
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2004Volatility and contagion: evidence from the Istanbul stock exchange In: Economic Systems.
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2002Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation In: European Journal of Operational Research.
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1999Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation..(1999) In: Koc University.
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2012Better to give than to receive: Predictive directional measurement of volatility spillovers In: International Journal of Forecasting.
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2010Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers.(2010) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
2020How connected is the global sovereign credit risk network? In: Journal of Banking & Finance.
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2015How Connected is the Global Sovereign Credit Risk Network?.(2015) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
2012Asymmetric response to monetary policy surprises at the long-end of the yield curve In: Journal of Macroeconomics.
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article3
2009Asymmetric Response to Monetary Policy Surprises at the Long-End of the Yield Curve.(2009) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2009History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry In: World Development.
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2007History Matters for the Export Decision: Plant Level Evidence from Turkish Manufacturing Industry.(2007) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2007History Matters for the Export Decision Plant Level Evidence from Turkish Manufacturing Industry.(2007) In: ERC Working Papers.
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paper
2018Measuring Dynamic Connectedness with Large Bayesian VAR Models In: Essex Finance Centre Working Papers.
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paper29
2018Measuring Dynamic Connectedness with Large Bayesian VAR Models.(2018) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
1997Machinery Investment and Export Competitiveness. In: Koc University.
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1998Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey In: Koc University.
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1999Nash and Stackelberg Optimum Export Taxes. In: Koc University.
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2018Measuring Real-Financial Connectedness in the U.S. Economy In: Working Papers.
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paper0
2018Measuring Real-Financial Connectedness in the U.S. Economy.(2018) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
2001Yüksek Enflasyon Sürecinde Siyasi Elitlerin Rolü: Arjantin, Brezilya, İsrail Ve Türkiye Deneyimlerinin Karşılaştırmalı Analizi In: Iktisat Isletme ve Finans.
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2010Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi In: Iktisat Isletme ve Finans.
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article9
2010Para Politikasi Beklentilerinin Sermaye Piyasalari Ãœzerindeki Etkisi.(2010) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper
2007Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2009Productivity response to reduction in trade barriers: evidence from Turkish manufacturing plants.(2009) In: Review of World Economics (Weltwirtschaftliches Archiv).
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article
2007Macroeconomic Volatility and Stock Market Volatility,World-Wide In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2008Macroeconomic Volatility and Stock Market Volatility, Worldwide.(2008) In: NBER Working Papers.
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2008Macroeconomic Volatility and Stock Market Volatility, World-Wide.(2008) In: PIER Working Paper Archive.
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paper
2008Integration with the Global Economy: The Case of Turkish Automobile and Consumer Electronics Industries In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper8
2009Turkeys Recent Trade and Foreign Direct Investment Performance In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper9
2009The Intertemporal Relation between Expected Return and Risk on Currency In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper2
2010Global Links and Local Bonds: The Role of Ownership and Size in Productivity Growth In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2010Taking Stock: The Customs Union between Turkey and the EU Fifteen Years Later In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2014Volatility Connectedness of Bank Stocks Across the Atlantic In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2014Demokrasiye Gecis, Reel ucretler ve Verimlilik: Turk Imalat Sanayiinden Bulgular In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2015Estimating Global Bank Network Connectedness In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2017Estimating Global Bank Network Connectedness.(2017) In: NBER Working Papers.
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2015Estimating Global Bank Network Connectedness.(2015) In: PIER Working Paper Archive.
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2018Estimating global bank network connectedness.(2018) In: Journal of Applied Econometrics.
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2017Mixed-Frequency Macro-Financial Spillovers In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2017Mixed-frequency macro-financial spillovers.(2017) In: Working Papers.
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2018Financial Sector Volatility Connectedness and Equity Returns In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2018Bank Volatility Connectedness in South East Asia In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2018Producer Price Inflation Connectedness and Input-Output Networks In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper1
2020Polarized Politics of Pandemic Response and the Covid-19 Connectedness Across the U.S. States In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2021Unconventional Monetary Policy and Bond Market Connectedness in the New Normal In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2021Transition to Democracy, Real Wages and Productivity: The Turkish Experience In: Koç University-TUSIAD Economic Research Forum Working Papers.
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2008Turkiye Imalat Sanayiinde Yapisal Dönüsüm ve Teknolojik Degisme Dinamikleri In: ERC Working Papers.
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2016Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014 In: Journal of Financial Econometrics.
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2002Imported Machinery for Export Competitiveness In: World Bank Economic Review.
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2015Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring In: OUP Catalogue.
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2013Measuring the Dynamics of Global Business Cycle Connectedness In: PIER Working Paper Archive.
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2007Productivity and Trade Orientation: Turkish Manufacturing Industry Before and After the Customs Union In: MPRA Paper.
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2009Foreign Direct Investment and Productivity Spillovers: Identifying Linkages through Product-based Measures In: MPRA Paper.
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2000Türk telekomünikasyon sektöründe reform: Özelle?tirme, düzenleme ve serbestle?me In: MPRA Paper.
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2009Business Cycle Spillovers In: 2009 Meeting Papers.
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2020Real-financial connectedness in the Swiss economy In: Swiss Journal of Economics and Statistics.
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2006How much should primary commodity exports be taxed? Nash and Stackelberg equilibria in the Global Cocoa Market In: The Journal of International Trade & Economic Development.
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2020Macro-Financial Spillovers In: Working Papers.
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2008Integration with the Global Economy In: World Bank Publications.
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2013THE IMPACT OF FDI ON FIRM SURVIVAL AND EMPLOYMENT: A COMPARATIVE ANALYSIS FOR TURKEY AND ITALY In: ERSA conference papers.
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