Volatility Spillovers and Dynamic Correlations Between Emerging Economies in Foreign Exchanges and Bond Markets
World Finance Conference, Buenos Aires/ARJANTİN, 21 Temmuz 2015
AYDEMİR RESUL,GULOGLU BULENT,SARİDOGAN ERCAN
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Volatility Spillovers and Dynamic Correlations Between Emerging Economies in Foreign Exchange and Bond Markets
4th Economics and Finance Conference,, Londra/İNGİLTERE, 25 Ağustos 2015
AYDEMİR RESUL,GULOGLU BULENT,SARİDOGAN ERCAN
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Volatility Spillovers and Dynamic Interactions Between Exchange Rates and Interest Rates in the Fragile Five
ASSA Meetings (MEEA), Boston/AMERİKA BİRLEŞİK DEVLETLERİ, 3 Ocak 2015
AYDEMİR RESUL,GULOGLU BULENT,SARİDOGAN ERCAN
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Volatility Spillovers and Dynamic Interaction Between Exchange Rates and Interest Rates in the Fragile Five
International Econometrics Conference, Istanbul/TÜRKİYE, 21 Haziran 2014
AYDEMİR RESUL,GULOGLU BULENT,SARİDOGAN ERCAN
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Volatility Spillovers and Dynamic Interactions Between Stock Markets and Bond Markets in the PIIGS Countries
14th EBES Conference, Barselona/İSPANYA, 23 Ekim 2014
AYDEMİR RESUL,GULOGLU BULENT,SARİDOGAN ERCAN
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Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm
Journal of Computational and Applied Mathematics, Vol. 281, Haziran 2015, s. 126-134, ISSN: 03770427
DURAN AHMET,İZGİ BURHANEDDİN
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Volatility spillovers and dynamic correlations among foreign exchange rates and bond markets of emerging economies
Panoeconomicus, Vol. 68, No. 1, Mart 2021, s. 99-127, ISSN: 1452-595X
AYDEMİR RESUL,GÜLOĞLU BÜLENT,SARIDOĞAN ERCAN
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The Effects of the Volatility Changes in Exchange Rates and Interest Rates from Historical Shocks on the Non-Performing Loans in Turkish Economy
Eurasian Econometrics, Statistics Empirical Economics Journal, Vol. 8, 2017, s. 1-20
AYDEMİR RESUL,GÜLOĞLU BÜLENT,SARIDOĞAN ERCAN
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Volatility transmission among Latin American stock markets under structural breaks
Physica A: Statistical Mechanics and its Applications, Vol. 462, Kasım 2016, s. 330-340, ISSN: 03784371
GÜLOĞLU BÜLENT,KAYA PINAR,AYDEMİR RESUL
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Impact Of Global Volatility Shocks On Risk Of Emerging Equity Markets
MIRDEC – 9th International Academic Conference Multidisciplinary and Independent Studies on Social Sciences,, Roma/İTALYA, 14 Ağustos 2018
GÜLOĞLU BÜLENT,GÜVEN MURAT
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The Effects of Exchange Rate Volatility on Turkish Exports: A Panel Data Analysis
XVIII. International Symposium on Econometrics Operations Research and Statistics, Trabzon/TÜRKİYE, 5 Ekim 2017
AKIL HALİL İBRAHİM,GÜLOĞLU BÜLENT,GÜVEN MURAT,ERDAL FUAT
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An analysis of Exchange Rate Volatility on Sectoral Turkish Exports by Panel Quantile Regression
V. Anadolu International Conference in Economics, Eskişehir/TÜRKİYE, 11 Mayıs 2017
GÜVEN MURAT, GÜLOĞLU BÜLENT, ERDAL FUAT, AKIL HALİL İBRAHİM
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Volatility Models and an Application for Emerging Markets
Asian-African Journal of Economics and Econometrics, Vol. 7, No. 1-2, Mart 2007, s. 391-405
TAŞ OKTAY,İLTÜZER ZEYNEP,TOKMAKÇIOĞLU KAYA
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Volatility spillovers and dynamic correlations among foreign exchange rates and bond markets of emerging economies
Panoeconomicus, Vol. 68, No. 1, Ocak 2021, s. 99-127, ISSN: 1452-595X
AYDEMİR RESUL, GÜLOĞLU BÜLENT, SARIDOĞAN ERCAN
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Bayesian estimation of stochastic tail index from high-frequency financial data
Springer Science and Business Media LLC, Vol. 61, No. 5, Kasım 2020, ISSN: 0377-7332
DOĞAN OSMAN, TAŞPINAR SÜLEYMAN, BERA ANİL K.
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Bayesian Inference in Spatial Stochastic Volatility Models: An Application to House Price Returns in Chicago*
Wiley, Vol. 83, No. 5, Mart 2021, ISSN: 0305-9049
TAŞPINAR SÜLEYMAN, DOĞAN OSMAN, CHAE JİYOUNG, BERA ANİL K.
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Investor attention and its impact on portfolio volatility and sectoral risk spillovers in Borsa Istanbul
Borsa Istanbul Review, Vol. 25, Şubat 2025, ISSN: 2214-8450
ÖZDEMİR MÜGE,TAŞ OKTAY
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Bayesian inference in spatial GARCH models: an application to US house price returns
SPATIAL ECONOMIC ANALYSIS, Vol. 18, No. 3, Mart 2023, ISSN: 1742-1772
DOĞAN OSMAN,TAŞPINAR SÜLEYMAN
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SOCIAL MEDIA SENTIMENT AND ITS EFFECTS ON CRYPTOCURRENCY PRICE VOLATILITY
December 23, 2024 - Online Congress, istanbul/TÜRKİYE, 23 Aralık 2024, s. 1-4
URGENÇ ÖZGE ARBACI,TAŞ OKTAY
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A Dynamic Spatiotemporal Stochastic Volatility Model with an Application to Environmental Risks
16th International Conference of the ERCIM (European Research Consortium for Informatics and Mathematics) Working Group on Computational and Methodological Statistics (CMStatistics 2023), Berlin/ALMANYA, 16 Aralık 2023
OTTO PHİLİPP,DOĞAN OSMAN,TAŞPINAR SÜLEYMAN
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