7
H index
6
i10 index
224
Citations
Burak Saltoğlu : Citation Profile
Boğaziçi Üniversitesi (99% share) | RESEARCH PRODUCTION: 18 Articles 8 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
19 years (1998 - 2017). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Burak Saltoğlu. | Is cited by:
| Cites to:
|
Main data
Where Burak Saltoğlu has published?
| Journals with more than one article published | # docs |
|---|---|
| Emerging Markets Finance and Trade | 2 |
| Journal of Forecasting | 2 |
| Physica A: Statistical Mechanics and its Applications | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Bogazici University, Department of Economics | 3 |
| MPRA Paper / University Library of Munich, Germany | 3 |
Recent works citing Burak Saltoğlu (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651. Full description at Econpapers || Download paper |
| 2023 | The Estimation Risk in Extreme Systemic Risk Forecasts. (2023). Hoga, Yannick. In: Papers. RePEc:arx:papers:2304.10349. Full description at Econpapers || Download paper |
| 2023 | Interbank money market concerns and actorsâ strategiesâA systematic review of 21st century literature. (2023). Dugdale, Julie ; Reaidy, Paul J ; Madies, Philippe ; Alaeddini, Morteza. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:2:p:573-654. Full description at Econpapers || Download paper |
| 2023 | Quantifying Long-Term Volatility for Developed Stock Markets: An Empirical Case Study Using PGARCH Model on Toronto Stock Exchange (TSX). (2023). Manohar, Singh ; Abhishek, Anand ; Simion, Mircea Laurentiu ; Birau, Ramona ; Bharat, Meher Kumar ; Santosh, Kumar. In: Economics and Applied Informatics. RePEc:ddj:fseeai:y:2023:i:2:p:61-68. Full description at Econpapers || Download paper |
| 2023 | Price Risk Analysis using GARCH Family Models: Evidence from Shanghai Crude Oil Futures Market. (2023). Si, Xiaoli ; Pei, Haotian ; Yang, Aijun ; Bei, Shuhua. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001797. Full description at Econpapers || Download paper |
| 2023 | Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274. Full description at Econpapers || Download paper |
| 2023 | Share pledge financing network and systemic risks: Evidence from China. (2023). Wang, ZE ; Qin, Xiao. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:152:y:2023:i:c:s037842662300095x. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Made for the job or by the job? A lab-in-the-field experiment with firefighters. (2023). Slanicay, Martin ; Stank, Rostislav ; Kral, Ondej. In: MUNI ECON Working Papers. RePEc:mub:wpaper:2019-05. Full description at Econpapers || Download paper |
| 2023 | Stock exchange volatility forecasting under market stress with MIDAS regression. (2023). Karan, Mehmet Baha ; Kors, Murat. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:1:p:295-306. Full description at Econpapers || Download paper |
Works by Burak Saltoğlu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Emerging Markets in Financial Crisis: Capital Flows, Savings, Debt and Banking Reform by ?AZIYE GAZIO?LU In: The World Economy. [Full Text][Citation analysis] | article | 0 |
| 2009 | MIDAS Volatility Forecast Performance Under Market Stress: Evidence from Emerging and Developed Stock Markets In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Network Centrality Measures and Systemic Risk: An Application to the Turkish Financial Crisis In: Working Papers. [Full Text][Citation analysis] | paper | 30 |
| 2014 | Network centrality measures and systemic risk: An application to the Turkish financial crisis.(2014) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 30 | article | |
| 2014 | Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2012 | MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2003 | Continuous time and nonparametric modelling of U.S. interest rate models In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
| 2002 | Assessing the risk forecasts for Japanese stock market In: Japan and the World Economy. [Full Text][Citation analysis] | article | 3 |
| 2017 | Measures of individual risk attitudes and portfolio choice: Evidence from pension participants In: Journal of Economic Psychology. [Full Text][Citation analysis] | article | 4 |
| 2016 | Systemic risk and heterogeneous leverage in banking networks In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
| 2003 | Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 5 |
| 2002 | Intra-Day Features of Realized Volatility: Evidence from an Emerging Market In: International Journal of Business and Economics. [Full Text][Citation analysis] | article | 10 |
| 2006 | Evaluating predictive performance of value-at-risk models in emerging markets: a reality check In: Journal of Forecasting. [Full Text][Citation analysis] | article | 93 |
| 2007 | Comparing density forecast models Previous versions of this paper have been circulated with the title, A Test for Density Forecast Comparison with Applications to Risk Management since October 2003; s In: Journal of Forecasting. [Full Text][Citation analysis] | article | 21 |
| 2013 | Turkish Banking Sector Current Status and the Future Challenges In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 2013 | Why is it so Difficult and Complex to Solve the Euro Problem? In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] | paper | 0 |
| 2012 | The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
| 2009 | The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2016 | Macroeconomic Drivers of Loan Quality in Turkey In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
| 2010 | Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 17 |
| 2000 | Estimating a continuous time portfolio selection model: An application with UK data In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | An empirical comparison of interest rates using an interest rate model and nonparametric methods In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 1998 | Speed of adjustment to the long-run equilibrium: an application with US Stock Price and Dividend data In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | When does low interconnectivity cause systemic risk? In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team