8
H index
6
i10 index
158
Citations
Atilla Cifter : Citation Profile
İstanbul Kemerburgaz Üniversitesi (IKBU) | RESEARCH PRODUCTION: 19 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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15 years (2006 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Atilla Cifter. | Is cited by:
| Cites to:
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Main data
Where Atilla Cifter has published?
| Journals with more than one article published | # docs |
|---|---|
| Economic Modelling | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| MPRA Paper / University Library of Munich, Germany | 11 |
Recent works citing Atilla Cifter (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | The Influence of Bank Performance, Market Condition and Economic Growth on Non-Performing Loansa. (2023). Ferreira, Candida. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:77-98. Full description at Econpapers || Download paper |
| 2023 | Tail dependence structure and extreme risk spillover effects between the international agricultural futures and spot markets. (2023). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2303.11030. Full description at Econpapers || Download paper |
| 2023 | Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios. (2023). Huelamo, Diego ; Esparcia, Carlos ; Diaz, Antonio. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001735. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Systematic and Unsystematic Determinants of Sectoral Risk Default Interconnectedness. (2023). Hunjra, Ahmed Imran ; ben Zaied, Younes ; Awijen, Haithem. In: Computational Economics. RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10336-5. Full description at Econpapers || Download paper |
Works by Atilla Cifter:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2007 | The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey In: Journal of BRSA Banking and Financial Markets. [Full Text][Citation analysis] | article | 2 |
| 2007 | The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2008 | Multiscale Systematic Risk: an Application on the ISE-30 In: Istanbul Stock Exchange Review. [Full Text][Citation analysis] | article | 2 |
| 2007 | Multiscale Systematic Risk: An Application on ISE-30.(2007) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2008 | Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test In: Review of Middle East Economics and Finance. [Full Text][Citation analysis] | article | 8 |
| 2009 | Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey In: Economic Modelling. [Full Text][Citation analysis] | article | 20 |
| 2014 | Exchange rate exposure at the firm and industry levels: Evidence from Turkey In: Economic Modelling. [Full Text][Citation analysis] | article | 12 |
| 2021 | Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2011 | Value-at-risk estimation with wavelet-based extreme value theory: Evidence from emerging markets In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 18 |
| 2010 | A wavelet network model for analysing exchange rate effects on interest rates In: Journal of Economic Studies. [Full Text][Citation analysis] | article | 3 |
| 2010 | Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 12 |
| 2008 | Modeling long?term memory effect in stock prices In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 4 |
| 2007 | Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Empirical Analysis with Asian Equity Markets In: The IUP Journal of Financial Economics. [Citation analysis] | article | 0 |
| 2007 | Hisse senedi getirilerinde global ve yerel faiz oranñ riski: Kñsmi çokdeßiÃ
Ÿkenli GARCH modeliyle ðstanbul Menkul Kñymetler Borsasñ üzerine bir çalñÃ
Ÿma In: Iktisat Isletme ve Finans. [Citation analysis] | article | 0 |
| 2021 | Oil Prices and Stock Returns in the MENA Countries: A Firm-level Data Analysis In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 0 |
| 2007 | Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets In: MPRA Paper. [Full Text][Citation analysis] | paper | 6 |
| 2007 | The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2007 | Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey In: MPRA Paper. [Full Text][Citation analysis] | paper | 20 |
| 2007 | Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) In: MPRA Paper. [Full Text][Citation analysis] | paper | 7 |
| 2007 | The Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006).(2007) In: South East European Journal of Economics and Business. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2006 | The Effect of Scale on Productivity of Turkish Banks in the Post-Crises Period: An Application of Data Envelopment Analysis In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Nonlinear Combination of Financial Forecast with Genetic Algorithm In: MPRA Paper. [Full Text][Citation analysis] | paper | 2 |
| 2007 | Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
| 2007 | Filtered Extreme Value Theory for Value-At-Risk Estimation In: MPRA Paper. [Full Text][Citation analysis] | paper | 13 |
| 2012 | Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2017 | Turkish tourism, exchange rates and income In: Tourism Economics. [Full Text][Citation analysis] | article | 3 |
| 2013 | Gender differences in macroeconomic expectations: evidence from Turkey In: Quality & Quantity: International Journal of Methodology. [Full Text][Citation analysis] | article | 0 |
| 2015 | Bank concentration and non-performing loans in Central and Eastern European countries In: Journal of Business Economics and Management. [Full Text][Citation analysis] | article | 7 |
| 2015 | Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach In: Panoeconomicus. [Full Text][Citation analysis] | article | 3 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team