Information about:
Faruk Selcuk

Other registered authors

Email: [This author has chosen not to make the email address public]
Homepage: http://www.bilkent.edu.tr/~faruk
Postal Address:
Phone:

Affiliation

This author is deceased

Works

Working papers

1. Ramazan Gencay & Faruk Selcuk, 2004. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Econometric Society 2004 North American Winter Meetings 90, Econometric Society. [Downloadable!]
   Other versions:
   • Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2009. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Working Paper Series wp27_09, Rimini Centre for Economic Analysis, revised Jan 2009. [Downloadable!]

2. Faruk Selcuk & Ramazan Gencay, 2001. "Overnight Borrowing, Interest Rates and Extreme Value Theory," Departmental Working Papers 0103, Bilkent University, Department of Economics. [Downloadable!]
   Published as:
   • Gencay, Ramazan & Selcuk, Faruk, 2006. "Overnight borrowing, interest rates and extreme value theory," European Economic Review, Elsevier, vol. 50(3), pages 547-563, April. [Downloadable!] (restricted)

3. Selcuk, F. & Yeldan, E., 2000. "On the Macroeconomic Impact of the August 1999 Earthquake in Turkey: a First Assessment," Papers 2001, Economic Research Forum.
   Published as:
   • Selcuk, Faruk & Yeldan, Erinc, 2001. "On the Macroeconomic Impact of the August 1999 Earthquake in Turkey: A First Assessment," Applied Economics Letters, Taylor and Francis Journals, vol. 8(7), pages 483-88, July. [Downloadable!] (restricted)

4. Faruk Selcuk & R.Gencay, 1998. "A Visual Goodness-of-Fit Test for Econometric Models," Departmental Working Papers 988, Bilkent University, Department of Economics.
   Published as:
   • Ramazan Gençay & Faruk Selçuk, 1998. "A Visual Goodness-of-Fit Test for Econometric Models," Studies in Nonlinear Dynamics & Econometrics, Berkeley Electronic Press, vol. 3(3). [Downloadable!]

5. R.Gencay & Faruk Selcuk, 1998. "A Visual Test of Normality for Econometric Models," Departmental Working Papers 983, Bilkent University, Department of Economics.

6. Serdar Sayan & Faruk Selcuk & R.Gencay, 1998. "A Visual Test for Noise Filtering in Nonlinear Time Series," Departmental Working Papers 986, Bilkent University, Department of Economics.

7. Faruk Selcuk, 1997. "A Brief Account of the Turkish Economy, 1987-1996," Departmental Working Papers 971, Bilkent University, Department of Economics.

8. Faruk Selcuk, 1996. "Seignorage and Dollarization in a High Inflation Economy : Evidence from Turkey," Departmental Working Papers 967, Bilkent University, Department of Economics.

9. Faruk Selcuk, 1996. "Current Account and Consumption Smoothing : The Turkish Experience, 1987-1995," Departmental Working Papers 968, Bilkent University, Department of Economics.

1. Oya Pınar Ardıç & Faruk Selçuk, 2006. "The dynamics of a newly floating exchange rate: the Turkish case," Applied Economics, Taylor and Francis Journals, vol. 38(8), pages 931-941, May. [Downloadable!] (restricted)

2. Gencay, Ramazan & Selcuk, Faruk, 2006. "Overnight borrowing, interest rates and extreme value theory," European Economic Review, Elsevier, vol. 50(3), pages 547-563, April. [Downloadable!] (restricted)
   Other versions:
   • Faruk Selcuk & Ramazan Gencay, 2001. "Overnight Borrowing, Interest Rates and Extreme Value Theory," Departmental Working Papers 0103, Bilkent University, Department of Economics. [Downloadable!]

3. Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon, 2005. "Multiscale systematic risk," Journal of International Money and Finance, Elsevier, vol. 24(1), pages 55-70, February. [Downloadable!] (restricted)

4. Faruk Selçuk, 2005. "The Policy Challenge with Floating Exchange Rates: Turkey’s Recent Experience," Open Economies Review, Springer, vol. 16(3), pages 295-312, July. [Downloadable!] (restricted)

5. Gencay, Ramazan & Selcuk, Faruk, 2004. "Extreme value theory and Value-at-Risk: Relative performance in emerging markets," International Journal of Forecasting, Elsevier, vol. 20(2), pages 287-303. [Downloadable!] (restricted)

6. Selcuk, Faruk, 2003. "Currency substitution: new evidence from emerging economies," Economics Letters, Elsevier, vol. 78(2), pages 219-224, February. [Downloadable!] (restricted)

7. Gencay, Ramazan & Selcuk, Faruk & Ulugulyagci, Abdurrahman, 2003. "High volatility, thick tails and extreme value theory in value-at-risk estimation," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 337-356, October. [Downloadable!] (restricted)

8. Gencay, Ramazan & Selcuk, Faruk, 2001. "Software reviews," International Journal of Forecasting, Elsevier, vol. 17(2), pages 305-317. [Downloadable!] (restricted)

9. Selcuk, Faruk & Yeldan, Erinc, 2001. "On the Macroeconomic Impact of the August 1999 Earthquake in Turkey: A First Assessment," Applied Economics Letters, Taylor and Francis Journals, vol. 8(7), pages 483-88, July. [Downloadable!] (restricted)
   Other versions:
   • Selcuk, F. & Yeldan, E., 2000. "On the Macroeconomic Impact of the August 1999 Earthquake in Turkey: a First Assessment," Papers 2001, Economic Research Forum.

10. Selcuk, Faruk, 1997. "GMM Estimation of Currency Substitution in a High-Inflation Economy: Evidence from Turkey," Applied Economics Letters, Taylor and Francis Journals, vol. 4(4), pages 225-27, April. [Downloadable!] (restricted)

11. Selcuk, Faruk, 1994. "Currency Substitution in Turkey," Applied Economics, Taylor and Francis Journals, vol. 26(5), pages 509-18, May.

12. RePEc:bep:sndecm:5:2001:3:1080-1080 is not listed on IDEAS

13. RePEc:bep:sndecm:3:1998:3:157-167 is not listed on IDEAS

1. NEP-IAS: Insurance Economics (1) 2002-04-15 Author is listed
2. NEP-IFN: International Finance (1) 2002-04-15 Author is listed

This page was last updated on 2009-11-12.