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Turalay Kenc

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Personal Details

First Name: Turalay
Middle Name:
Last Name: Kenc
Suffix:

RePEc Short-ID: pke78

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address: Central Bank of the Republic of Turkey Istiklal Cad. 10 Ulus 06100 Ankara Turkey
Phone:

Affiliation

Türkiye Cumhuriyet Merkez Bankası
Location: Ankara, Turkey
Homepage: http://www.tcmb.gov.tr/
Email:
Phone: (90 312) 507 5000
Fax: (90 312) 507 5640
Postal: Head Office, Istiklal Cad. 10 Ulus, 06100 Ankara
Handle: RePEc:edi:tcmgvtr (more details at EDIRC)

Lists

This author is featured on the following reading lists, publication compilations or Wikipedia entries:
  1. Turkish Economists

Works

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Working papers

  1. John Driffill & Martin Sola & Turalay Kenc, 2009. "Real Options with Priced Regime-Switching Risk," Department of Economics Working Papers, Universidad Torcuato Di Tella 2009-09, Universidad Torcuato Di Tella.
  2. Turalay Kenc & Martin Sola & Marzia Raybaudi, 2006. "A Structural Model of Credit Risk with Counter-Cyclical Risk Premia," Computing in Economics and Finance 2006, Society for Computational Economics 499, Society for Computational Economics.
  3. Nalan Gulpinar & Turalay Kenc & Berc Rustem, 2006. "Worst-case Robust Approach to the Equity Premium Puzzle," Computing in Economics and Finance 2006, Society for Computational Economics 514, Society for Computational Economics.
  4. Sel Dibooglu & Turalay Kenc, 2005. "Consumption, Growth and Asset Pricing: A Regime Switching and Robust Control," Computing in Economics and Finance 2005, Society for Computational Economics 360, Society for Computational Economics.
  5. Driffill, John & Kenc, Turalay & Sola, Martin & Spagnolo, Fabio, 2004. "On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts," CEPR Discussion Papers, C.E.P.R. Discussion Papers 4165, C.E.P.R. Discussion Papers.
  6. Turalay Kenc, 2004. "Robust control, Regime Switching Risk and Asset Prices," Computing in Economics and Finance 2004, Society for Computational Economics 335, Society for Computational Economics.
  7. Turalay Kenc & Sel Dibooglu, 2003. "How does the spirit of capitalism affect stock market prices in a small-open economy," Computing in Economics and Finance 2003, Society for Computational Economics 196, Society for Computational Economics.
  8. Kenc, Turalay & John Driffill & Martin Sola, 2003. "An Empirical Examination of Term Structure Models with Regime Shifts," Royal Economic Society Annual Conference 2003, Royal Economic Society 119, Royal Economic Society.
  9. John Driffill & Turalay Kenc & Martin Sola, 2002. "Merton-style option pricing under regime switching," Computing in Economics and Finance 2002, Society for Computational Economics 304, Society for Computational Economics.
  10. Lynne Evans & Nathan Joseph & Turalay Kenc, 2002. "Foreign Exchange Risk Premia," Computing in Economics and Finance 2002, Society for Computational Economics 310, Society for Computational Economics.
  11. Turalay Kenc & Serdar Sayan, 1998. "Transmission of Demographic Shock Effects from Large to Small," GE, Growth, Math methods, EconWPA 9804001, EconWPA.
  12. Serdar Sayan & Turalay Kenc, 1998. "Transmission of Demographic Shock Effects from Large to Small Countries : An Overlapping Generations CGE Analysis," Departmental Working Papers, Bilkent University, Department of Economics 985, Bilkent University, Department of Economics.
  13. John Hutton & Turalay Kenc, 1996. "Tax Policy and Financial Structure," Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics 028, Birkbeck, Department of Economics, Mathematics & Statistics.
  14. Turalay Kenc & William Perraudin, 1996. "Pension Systems in Europe: A General Equilibrium Study," Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics 018, Birkbeck, Department of Economics, Mathematics & Statistics.
  15. Turalay Kenc & William Perraudin, 1996. "Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy," Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics 025, Birkbeck, Department of Economics, Mathematics & Statistics.
  16. Kenc, T. & Perraudin, W., 1995. "European Pension Systems: A Simulation Analysis," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 9505, Faculty of Economics, University of Cambridge.
  17. Phutton, J. & Kenc, T., 1995. "Replacing the U.K. Income Tax with a Progressive Consumption Tax," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge 9413, Faculty of Economics, University of Cambridge.

Articles

  1. Dibooglu, Sel & Kenc, Turalay, 2009. "Welfare cost of inflation in a stochastic balanced growth model," Economic Modelling, Elsevier, Elsevier, vol. 26(3), pages 650-658, May.
  2. Driffill John & Kenc Turalay & Sola Martin & Spagnolo Fabio, 2009. "The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, De Gruyter, vol. 13(1), pages 1-24, March.
  3. Al-Gudhea, Salim & Kenc, Turalay & Dibooglu, Sel, 2007. "Do retail gasoline prices rise more readily than they fall?: A threshold cointegration approach," Journal of Economics and Business, Elsevier, Elsevier, vol. 59(6), pages 560-574.
  4. Kenc, Turalay & Dibooglu, Sel, 2007. "The spirit of capitalism, asset pricing and growth in a small open economy," Journal of International Money and Finance, Elsevier, Elsevier, vol. 26(8), pages 1378-1402, December.
  5. Kenc, Turalay & Ozkan, Aydin & Ozkan, F. Gulcin, 2005. "Corporate bankruptcies and official bail-outs: A cost-benefit analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 15(5), pages 437-453, December.
  6. Evans, Lynne & Kenc, Turalay, 2004. "FOREX risk premia and policy uncertainty: a recursive utility analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 14(1), pages 1-24, February.
  7. Kenc, Turalay, 2004. "Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice," Journal of Economic Dynamics and Control, Elsevier, Elsevier, vol. 28(8), pages 1511-1539, June.
  8. Evans, Lynne & Kenc, Turalay, 2001. "Growth and Welfare Effects of Monetary Volatility," Manchester School, University of Manchester, vol. 69(5), pages 509-33, Special I.
  9. Kenc, Turalay & Sayan, Serdar, 2001. "Demographic shock transmission from large to small countries: An overlapping generations CGE analysis," Journal of Policy Modeling, Elsevier, Elsevier, vol. 23(6), pages 677-702, August.
  10. Turalay Kenc & William Perraudin & Paolo Vitale, 2001. "Inflation and Sovereign Default," IMF Staff Papers, Palgrave Macmillan, vol. 47(3), pages 4.
  11. Turalay Kenc, 2000. ""Discussion" Optimal Entrepreneurial Financial Contracting," Journal of Business Finance & Accounting, Wiley Blackwell, Wiley Blackwell, vol. 27(9&10), pages 1375-1378.
  12. Hutton, John P & Kenc, Turalay, 1998. "The Influence of Firms' Financial Policy on Tax Reform," Oxford Economic Papers, Oxford University Press, vol. 50(4), pages 663-84, October.
  13. Turalay Kenc & William Perraudin, 1997. "European pension systems: a simulation analysis," Fiscal Studies, Institute for Fiscal Studies, Institute for Fiscal Studies, vol. 18(3), pages 249-277, August.

NEP Fields

7 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-CFN: Corporate Finance (3) 2003-06-16 2003-10-20 2009-09-26. Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2004-02-29
  3. NEP-FIN: Finance (1) 2003-10-20
  4. NEP-FMK: Financial Markets (1) 2003-10-20
  5. NEP-IFN: International Finance (1) 2003-10-20
  6. NEP-MAC: Macroeconomics (1) 2004-02-29
  7. NEP-RMG: Risk Management (1) 2004-02-29

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