Information about:
Turalay Kenc

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage:
Postal Address: Tanaka Business School Imperial College London South Kensington Campus London SW7 2AZ UNITED KINGDOM
Phone: +44-(0)2075949212

Affiliation

• Business School
  Imperial College

  Location: London, United Kingdom
  Homepage: http://www.imperial.ac.uk/business-school
  Email:
  Phone: +44 (0)20 7594 9137
  Fax: +44 (0)20 7823 7685
  Postal: South Kensington campus, London SW7 2AZ
  Handle: RePEc:edi:sbimpuk (registered authors at this institution)

Working papers

1. 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 4165, C.E.P.R. Discussion Papers. [Downloadable!] (restricted)
   Other versions:
   • John Driffill & Turalay Kenc & Martin Sola & Fabio Spagnolo, 2008. "On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts," Department of Economics Working Papers 2008-04, Universidad Torcuato Di Tella. [Downloadable!]

2. Turalay Kenc, 2004. "Robust control, Regime Switching Risk and Asset Prices," Computing in Economics and Finance 2004 335, Society for Computational Economics.

3. Kenc, Turalay & John Driffill & Martin Sola, 2003. "An Empirical Examination of Term Structure Models with Regime Shifts," Royal Economic Society Annual Conference 2003 119, Royal Economic Society. [Downloadable!]
   Other versions:
   • Martin Sola & John Driffil & Turalay Kenc, 2003. "An Empirical Examination of Term Structure Models with Regime Shifts," Computing in Economics and Finance 2003 65, Society for Computational Economics.

4. 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 196, Society for Computational Economics.

5. Lynne Evans & Nathan Joseph & Turalay Kenc, 2002. "Foreign Exchange Risk Premia," Computing in Economics and Finance 2002 310, Society for Computational Economics.

6. John Driffill & Turalay Kenc & Martin Sola, 2002. "Merton-style option pricing under regime switching," Computing in Economics and Finance 2002 304, Society for Computational Economics.

7. Sayan, S. & Kenc, T., 1999. "Long-Term Consequences of Rehabilitating a Financially Troubled Pension System: an Analysis for Turkey," Papers 9914, Economic Research Forum.

8. Serdar Sayan & Turalay Kenc, 1998. "Transmission of Demographic Shock Effects from Large to Small Countries : An Overlapping Generations CGE Analysis," Departmental Working Papers 985, Bilkent University, Department of Economics. [Downloadable!]

9. Turalay Kenc & Serdar Sayan, 1998. "Transmission of Demographic Shock Effects from Large to Small," GE, Growth, Math methods 9804001, EconWPA. [Downloadable!]

10. Turalay Kenc & William Perraudin, 1996. "Pension Systems in Europe: A General Equilibrium Study," Archive Working Papers 018, Birkbeck, Department of Economics, Mathematics & Statistics.

11. John Hutton & Turalay Kenc, 1996. "Tax Policy and Financial Structure," Archive Working Papers 028, Birkbeck, Department of Economics, Mathematics & Statistics.

12. Turalay Kenc & William Perraudin, 1996. "Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy," Archive Working Papers 025, Birkbeck, Department of Economics, Mathematics & Statistics.

13. Phutton, J. & Kenc, T., 1995. "Replacing the U.K. Income Tax with a Progressive Consumption Tax," Cambridge Working Papers in Economics 9413, Faculty of Economics, University of Cambridge.

14. Kenc, T. & Perraudin, W., 1995. "European Pension Systems: A Simulation Analysis," Cambridge Working Papers in Economics 9505, Faculty of Economics, University of Cambridge.

15. T. Kenc & J.P. Hutton, . "Taxation, Risk-Taking and Capital Accumulation: A continuous-Time Stochastic General Equilibrium Analysis," Working Papers 193., Department of Economics and Finance, Durham University.

1. Evans, Lynne & Kenc, Turalay, 2004. "FOREX risk premia and policy uncertainty: a recursive utility analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 14(1), pages 1-24, February. [Downloadable!] (restricted)

2. 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, vol. 28(8), pages 1511-1539, June. [Downloadable!] (restricted)

3. Kenc, Turalay & Sayan, Serdar, 2001. "Demographic shock transmission from large to small countries: An overlapping generations CGE analysis," Journal of Policy Modeling, Elsevier, vol. 23(6), pages 677-702, August. [Downloadable!] (restricted)

4. 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. [Downloadable!] (restricted)

5. 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.

1. NEP-CFN: Corporate Finance (2) 2003-06-16 2003-10-20 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

This page was last updated on 2009-11-30.