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Faruk Selcuk

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Personal Details

First Name: Faruk
Middle Name:
Last Name: Selcuk
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RePEc Short-ID: pse79

Homepage: http://www.bilkent.edu.tr/~faruk
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Affiliation

This author is deceased (Date: 22 Feb 2005)

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. Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk, 2009. "Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation?," Working Paper Series 25_09, The Rimini Centre for Economic Analysis, revised Jan 2009.
  2. Ramazan Gencay & Faruk Selcuk, 2004. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Econometric Society 2004 North American Winter Meetings 90, Econometric Society.
  3. Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon, 2004. "Information flow between volatilities across time scales," MPRA Paper 10355, University Library of Munich, Germany.
  4. Faruk Selcuk & Ramazan Gencay, 2001. "Overnight Borrowing, Interest Rates and Extreme Value Theory," Departmental Working Papers 0103, Bilkent University, Department of Economics.
  5. Faruk Selcuk & Erinc Yeldan, 2000. "On The Macroeconomic Impact Of The August, 1999 Earthquake In Turkey: A First Assessment," Working Papers 2001, Economic Research Forum, revised Jan 2000.
  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 & R.Gencay, 1998. "A Visual Goodness-of-Fit Test for Econometric Models," Departmental Working Papers 988, Bilkent University, Department of Economics.
  8. R.Gencay & Faruk Selcuk, 1998. "A Visual Test of Normality for Econometric Models," Departmental Working Papers 983, Bilkent University, Department of Economics.
  9. Faruk Selcuk, 1997. "A Brief Account of the Turkish Economy, 1987-1996," Departmental Working Papers 971, Bilkent University, Department of Economics.
  10. Faruk Selcuk, 1996. "Seignorage and Dollarization in a High Inflation Economy : Evidence from Turkey," Departmental Working Papers 967, Bilkent University, Department of Economics.
  11. Faruk Selcuk, 1996. "Current Account and Consumption Smoothing : The Turkish Experience, 1987-1995," Departmental Working Papers 968, Bilkent University, Department of Economics.

Articles

  1. Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2010. "Asymmetry of information flow between volatilities across time scales," Quantitative Finance, Taylor & Francis Journals, vol. 10(8), pages 895-915.
  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.
  3. Selçuk, Faruk & Gençay, Ramazan, 2006. "Intraday dynamics of stock market returns and volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 375-387.
  4. Oya Pınar Ardıc & Faruk Selcuk, 2006. "The dynamics of a newly floating exchange rate: the Turkish case," Applied Economics, Taylor & Francis Journals, vol. 38(8), pages 931-941.
  5. Faruk Selcuk, 2005. "Asymmetric stochastic volatility in emerging stock markets," Applied Financial Economics, Taylor & Francis Journals, vol. 15(12), pages 867-874.
  6. 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.
  7. Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon, 2005. "Multiscale systematic risk," Journal of International Money and Finance, Elsevier, vol. 24(1), pages 55-70, February.
  8. Selçuk, Faruk, 2004. "Financial earthquakes, aftershocks and scaling in emerging stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 306-316.
  9. 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.
  10. Selçuk, Faruk, 2004. "Free float and stochastic volatility: the experience of a small open economy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(3), pages 693-700.
  11. Selcuk, Faruk, 2003. "Currency substitution: new evidence from emerging economies," Economics Letters, Elsevier, vol. 78(2), pages 219-224, February.
  12. 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.
  13. Gencay, Ramazan & Selcuk, Faruk, 2001. "Software reviews," International Journal of Forecasting, Elsevier, vol. 17(2), pages 305-317.
  14. Gençay, Ramazan & Selçuk, Faruk & Whitcher, Brandon, 2001. "Scaling properties of foreign exchange volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 289(1), pages 249-266.
  15. Gençay, Ramazan & Selçuk, Faruk & Whitcher, Brandon, 2001. "Differentiating intraday seasonalities through wavelet multi-scaling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 289(3), pages 543-556.
  16. Faruk Selcuk & Erinc Yeldan, 2001. "On the macroeconomic impact of the August 1999 earthquake in Turkey: a first assessment," Applied Economics Letters, Taylor & Francis Journals, vol. 8(7), pages 483-488.
  17. Gençay Ramazan & Selçuk Faruk & Ulugülyagci Abdurrahman, 2001. "EVIM: A Software Package for Extreme Value Analysis in MATLAB," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(3), pages 1-29, October.
  18. Gençay Ramazan & Selçuk Faruk, 1998. "A Visual Goodness-of-Fit Test for Econometric Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(3), pages 1-13, October.
  19. Faruk SELÇUK, 1995. "Faiz Hadlerinin Vade Yapısı," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 10(109), pages 34-41.
  20. Faruk SELÇUK, 1994. "Döviz Kurlarının Endekslenmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 9(104), pages 4-9.
  21. Faruk SELÇUK, 1993. "Reel Döviz Kurları Üzerine," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 8(84), pages 9-18.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-IAS: Insurance Economics (1) 2002-04-15. Author is listed
  2. NEP-IFN: International Finance (1) 2002-04-15. Author is listed

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