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Information about:
Kamil Yilmaz

Personal Details | Affiliation | Works
This is information that was supplied by Kamil Yilmaz in registering through RePEc. If you are Kamil Yilmaz , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Kamil
Middle Name:
Last Name: Yilmaz
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RePEc Short-ID: pyi43

Email:
Homepage: http://home.ku.edu.tr/~kyilmaz
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Affiliation

(in no particular order)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

  1. Francis X. Diebold & Kamil Yilmaz, 2010. "Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers," TÜSİAD-Koç University Economic Research Forum Working Papers 1001, TUSIAD-Koc University Economic Research Forum. [Downloadable!]

  2. Turan Bali & Kamil Yilmaz, 2009. "The Intertemporal Relation between Expected Return and Risk on Currency," TÜSİAD-Koç University Economic Research Forum Working Papers 0909, TUSIAD-Koc University Economic Research Forum, revised Nov 2009. [Downloadable!]

  3. Kamil Yilmaz, 2009. "International Business Cycle Spillovers," TÜSİAD-Koç University Economic Research Forum Working Papers 0903, TUSIAD-Koc University Economic Research Forum, revised Nov 2009. [Downloadable!]

  4. Kamil Yilmaz, 2009. "Return and Volatility Spillovers among the East Asian Equity Markets," TÜSİAD-Koç University Economic Research Forum Working Papers 0907, TUSIAD-Koc University Economic Research Forum. [Downloadable!]

  5. Selva Demiralp & Kamil Yilmaz, 2009. "Asymmetric Response to Monetary Policy Surprises at the Long-End of the Yield Curve," TÜSİAD-Koç University Economic Research Forum Working Papers 0914, TUSIAD-Koc University Economic Research Forum. [Downloadable!]

  6. Kamil Yilmaz & Umit Izmen, 2009. "Turkey's Recent Trade and Foreign Direct Investment Performance," TÜSİAD-Koç University Economic Research Forum Working Papers 0902, TUSIAD-Koc University Economic Research Forum. [Downloadable!]

  7. Erol Taymaz & Ebru Voyvoda & Kamil Yilmaz, 2008. "Turkiye Imalat Sanayiinde Yapisal Dönüsüm ve Teknolojik Degisme Dinamikleri," ERC Working Papers 0804, ERC - Economic Research Center, Middle East Technical University, revised Jun 2008. [Downloadable!]

  8. Erol Taymaz & Kamil Yılmaz, 2008. "Integration with the Global Economy: The Case of Turkish Automobile and Consumer Electronics Industries," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0801, TUSIAD-Koc University Economic Research Forum. [Downloadable!]

  9. Kamil Yılmaz & Şule Özler, 2007. "Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0704, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
    Published as:

  10. Sule Ozler & Erol Taymaz & Kamil Yilmaz, 2007. "History Matters for the Export Decision Plant Level Evidence from Turkish Manufacturing Industry," ERC Working Papers 0704, ERC - Economic Research Center, Middle East Technical University, revised Mar 2007. [Downloadable!]
    Other versions:
    Published as:

  11. Francis X. Diebold & Kamil Yılmaz, 2007. "Macroeconomic Volatility and Stock Market Volatility,World-Wide," TÜSÄ°AD-Koç University Economic Research Forum Working Papers 0711, TUSIAD-Koc University Economic Research Forum. [Downloadable!]
    Other versions:

  12. Francis X. Diebold & Kamil Yilmaz, 2007. "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," PIER Working Paper Archive 07-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
    Other versions:
    Published as:

  13. Yilmaz, K., 1999. "Nash and Stackelberg Optimum Export Taxes," Papers 99/04, Koc University.

  14. Tan, B. & Yilmaz, K., 1999. "Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation," Papers 99/03, Koc University.
    Published as:

  15. Yilmaz, K. & Altug, S., 1998. "Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey," Papers 1998/03, Koc University.

  16. Mody, A. & Yilmaz, K., 1997. "Machinery Investment and Export Competitiveness," Papers 1997/07, Koc University.

  17. Mody, Ashoka & Yilmaz, Kamil & DEC, 1994. "Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries," Policy Research Working Paper Series 1276, The World Bank. [Downloadable!]
    Published as:

  18. Francis X. Diebold & Javier Gardeazabal & Kamil Yilmaz, 1993. "On cointegration and exchange rate dynamics," Working Papers 93-2, Federal Reserve Bank of Philadelphia.
    Published as:

Articles

  1. Sule Ozler & Kamil Yilmaz, 2009. "Productivity response to reduction in trade barriers: evidence from Turkish manufacturing plants," Review of World Economics (Weltwirtschaftliches Archiv), Springer, vol. 145(2), pages 339-360, July. [Downloadable!] (restricted)
    Other versions:

  2. FrancisX. Diebold & Kamil Yilmaz, 2009. "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, vol. 119(534), pages 158-171, 01. [Downloadable!] (restricted)
    Other versions:

  3. Francis X. Diebold / Kamil Yilmaz, 2009. "Equity Market Spillovers in the Americas," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(2), pages 55-65, August. [Downloadable!]

  4. Özler, Sule & Taymaz, Erol & YIlmaz, Kamil, 2009. "History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry," World Development, Elsevier, vol. 37(2), pages 479-488, February. [Downloadable!] (restricted)
    Other versions:

  5. Kamil Yilmaz, 2006. "How much should primary commodity exports be taxed? Nash and Stackelberg equilibria in the Global Cocoa Market," Journal of International Trade & Economic Development, Taylor and Francis Journals, vol. 15(1), pages 1-26, March. [Downloadable!] (restricted)

  6. Alper, C. Emre & Yilmaz, Kamil, 2004. "Volatility and contagion: evidence from the Istanbul stock exchange," Economic Systems, Elsevier, vol. 28(4), pages 353-367, December. [Downloadable!] (restricted)

  7. Yilmaz, Kamil, 2003. "Martingale Property of Exchange Rates and Central Bank Interventions," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(3), pages 383-95, July.

  8. Tan, Baris & Yilmaz, Kamil, 2002. "Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation," European Journal of Operational Research, Elsevier, vol. 137(3), pages 524-543, March. [Downloadable!] (restricted)
    Other versions:

  9. Ashoka Mody & Kamil Yilmaz, 2002. "Imported Machinery for Export Competitiveness," World Bank Economic Review, Oxford University Press, vol. 16(1), pages 23-48, June.

  10. Kamil YILMAZ, 2001. "Yüksek Enflasyon Sürecinde Siyasi Elitlerin Rolü: Arjantin, Brezilya, İsrail Ve Türkiye Deneyimlerinin Karşılaştırmalı Analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 16(183), pages 15-36.

  11. Yilmaz, Kamil, 1999. "Optimal export taxes in a multicountry framework," Journal of Development Economics, Elsevier, vol. 60(2), pages 439-465, December. [Downloadable!] (restricted)

  12. Hayri, Aydin & Yilmaz, Kamil, 1997. "Privatisation and Stock Market Efficiency: The British Experience," Scottish Journal of Political Economy, Scottish Economic Society, vol. 44(2), pages 113-33, May. [Downloadable!] (restricted)

  13. Mody, Ashoka & Yilmaz, Kamil, 1997. "Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries," Journal of Development Economics, Elsevier, vol. 53(2), pages 447-470, August. [Downloadable!] (restricted)
    Other versions:

  14. Diebold, Francis X & Gardeazabal, Javier & Yilmaz, Kamil, 1994. " On Cointegration and Exchange Rate Dynamics," Journal of Finance, American Finance Association, vol. 49(2), pages 727-35, June. [Downloadable!] (restricted)
    Other versions:

NEP Fields

15 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (7) 2007-01-23 2007-11-17 2007-11-24 2008-02-16 2008-08-31 2008-09-29 2009-04-13 Author is listed
  2. NEP-CBA: Central Banking (1) 2009-04-13
  3. NEP-CFN: Corporate Finance (2) 2007-01-23 2007-11-24
  4. NEP-CWA: Central & Western Asia (5) 2007-05-26 2007-11-17 2007-11-17 2008-02-23 2009-03-14 Author is listed
  5. NEP-EFF: Efficiency & Productivity (1) 2007-11-17
  6. NEP-ETS: Econometric Time Series (2) 2007-11-17 2007-11-24
  7. NEP-FMK: Financial Markets (3) 2008-02-16 2008-09-29 2009-10-10
  8. NEP-IFN: International Finance (1) 2009-10-10
  9. NEP-INT: International Trade (3) 2007-05-26 2007-11-17 2007-11-17
  10. NEP-MAC: Macroeconomics (4) 2007-11-24 2008-08-31 2008-08-31 2009-04-13 Author is listed
  11. NEP-MST: Market Microstructure (1) 2009-10-10
  12. NEP-OPM: Open MacroEconomics (1) 2009-03-14
  13. NEP-RMG: Risk Management (2) 2007-11-24 2008-08-31
  14. NEP-SEA: South East Asia (1) 2009-10-10
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This page was last updated on 2010-1-30.

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