Burak Saltoğlu : Citation Profile

Are you Burak Saltoğlu?

Boğaziçi Üniversitesi (99% share)
Boğaziçi Üniversitesi (1% share)

6

H index

5

i10 index

213

Citations

RESEARCH PRODUCTION:

18

Articles

10

Papers

RESEARCH ACTIVITY:

   26 years (1998 - 2024). See details.
   Cites by year: 8
   Journals where Burak Saltoğlu has often published
   Relations with other researchers
   Recent citing documents: 18.    Total self citations: 7 (3.18 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psa514
   Updated: 2024-12-03    RAS profile: 2024-10-09    
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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:

Degiannakis, Stavros (10)

Silva, Thiago (8)

Alexandre, Michel (5)

Tabak, Benjamin (4)

Salisu, Afees (4)

Xekalaki, Evdokia (4)

Tchamyou, Vanessa (3)

Beuermann, Diether (3)

Wolf, Michael (3)

Asongu, Simplice (3)

Zhou, Jian (3)

Cites to:

Bollerslev, Tim (20)

Diebold, Francis (16)

Valkanov, Rossen (13)

Santa-Clara, Pedro (12)

Engle, Robert (11)

Danielsson, Jon (9)

West, Kenneth (8)

Andersen, Torben (7)

Mariano, Roberto (7)

McCracken, Michael (7)

Lo, Andrew (7)

Main data

Where Burak Saltoğlu has published?

Journals with more than one article published# docs
Physica A: Statistical Mechanics and its Applications2
Applied Financial Economics2
Emerging Markets Finance and Trade2

Working Papers Series with more than one paper published# docs
Working Papers / Bogazici University, Department of Economics5
MPRA Paper / University Library of Munich, Germany3

Recent works citing Burak Saltoğlu (2024 and 2023)

YearTitle of citing document
2023Optimal probabilistic forecasts for risk management. (2023). Martin, Gael M ; Loaiza-Maya, Ruben ; Maneesoonthorn, Worapree ; Sun, Yuru. In: Papers. RePEc:arx:papers:2303.01651.

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2023The Estimation Risk in Extreme Systemic Risk Forecasts. (2023). Hoga, Yannick. In: Papers. RePEc:arx:papers:2304.10349.

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2023Interbank money market concerns and actors’ strategies—A 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.

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2023Quantifying 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.

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2024Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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2023Price 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.

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2024The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x.

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2023Exploring 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.

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2023Identifying systemic risk of assets during international financial crises using Value at Risk elasticities. (2023). Fauzi, Fitriya ; Perera, Devmali ; Borer, Daniel ; Chau, Trinh Nguyen. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003484.

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2023Share 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.

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2023.

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2023Made 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.

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2023Stock 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.

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Works by Burak Saltoğlu:

YearTitleTypeCited
2009MIDAS Volatility Forecast Performance Under Market Stress: Evidence from Emerging and Developed Stock Markets In: Working Papers.
[Full Text][Citation analysis]		paper3
2013Why is it so Difficult and Complex to Solve the Euro Problem? In: Working Papers.
[Full Text][Citation analysis]		paper0
2013Why is it so Difficult and Complex to Solve the Euro Problem?.(2013) In: Centre for Growth and Business Cycle Research Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0		paper
2013Network Centrality Measures and Systemic Risk: An Application to the Turkish Financial Crisis In: Working Papers.
[Full Text][Citation analysis]		paper31
2014Network 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: 31		article
2014Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation In: Working Papers.
[Full Text][Citation analysis]		paper1
2016Measures of Individual Risk Attitudes and Portfolio Choice: Evidence from Pension Participants* In: Working Papers.
[Full Text][Citation analysis]		paper6
2017Measures of individual risk attitudes and portfolio choice: Evidence from pension participants.(2017) In: Journal of Economic Psychology.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6		article
2012MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets In: Economics Letters.
[Full Text][Citation analysis]		article10
2003Continuous time and nonparametric modelling of U.S. interest rate models In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article9
2024Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2002Assessing the risk forecasts for Japanese stock market In: Japan and the World Economy.
[Full Text][Citation analysis]		article3
2016Systemic risk and heterogeneous leverage in banking networks In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article5
2003Anatomy 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]		paper5
In: .
[Full Text][Citation analysis]		article0
2002Intra-Day Features of Realized Volatility: Evidence from an Emerging Market In: International Journal of Business and Economics.
[Full Text][Citation analysis]		article10
2006Evaluating predictive performance of value-at-risk models in emerging markets: a reality check In: Journal of Forecasting.
[Full Text][Citation analysis]		article98
2013Turkish Banking Sector Current Status and the Future Challenges In: Atlantic Economic Journal.
[Full Text][Citation analysis]		article1
2012The 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]		article3
2009The 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
2016Macroeconomic Drivers of Loan Quality in Turkey In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article3
2010Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash In: MPRA Paper.
[Full Text][Citation analysis]		paper1
2008Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets In: MPRA Paper.
[Full Text][Citation analysis]		paper17
2000Estimating a continuous time portfolio selection model: An application with UK data In: Empirical Economics.
[Full Text][Citation analysis]		article0
2003An empirical comparison of interest rates using an interest rate model and nonparametric methods In: Applied Economics Letters.
[Full Text][Citation analysis]		article0
2003Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates In: Applied Financial Economics.
[Full Text][Citation analysis]		article4
1998Speed of adjustment to the long-run equilibrium: an application with US Stock Price and Dividend data In: Applied Financial Economics.
[Full Text][Citation analysis]		article2
2015When does low interconnectivity cause systemic risk? In: Quantitative Finance.
[Full Text][Citation analysis]		article1

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