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Burak Saltoglu
(Burak Saltoğlu)

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

Personal Details

First Name: Burak
Middle Name:
Last Name: Saltoglu
Suffix:

RePEc Short-ID: psa514

Email: [This author has chosen not to make the email address public]
Homepage: http://econ.boun.edu.tr/saltoglu
Postal Address: Department of Economics, Bogazici University, Bebek, Istanbul, Turkey
Phone:

Affiliation

(99%) İktisat Bölümü
Boğaziçi Üniversitesi
Location: İstanbul, Turkey
Homepage: http://www.econ.boun.edu.tr/
Email:
Phone: +90 (212) 359-6505
Fax: +90 (212) 287-2453
Postal: Natuk Birkan Hall, Bebek, 34342 İstanbul
Handle: RePEc:edi:deboutr (more details at EDIRC)
(1%) Ekonomi ve Ekonometri Merkezi (EEM)
Boğaziçi Üniversitesi
Location: İstanbul, Turkey
Homepage: http://www.cee.boun.edu.tr/
Email:
Phone: 90-212-358 15 00
Fax: 90-212-287 24 53
Postal: 34342 Bebek, İstanbul
Handle: RePEc:edi:cxboutr (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. S. Devrim Yilmaz & Burak Saltoglu, 2013. "Why is it so Difficult and Complex to Solve the Euro Problem?," Centre for Growth and Business Cycle Research Discussion Paper Series 180, Economics, The Univeristy of Manchester.
  2. Tolga Umut Kuzubas & Inci Omercikoglu & Burak Saltoglu, 2013. "Network Centrality Measures and Systemic Risk: An Application to the Turkish Financial Crisis," Working Papers 2013/12, Bogazici University, Department of Economics.
  3. Saltoglu, Burak & Yenilmez, Taylan, 2010. "Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash," MPRA Paper 26684, University Library of Munich, Germany.
  4. Saltoglu, Burak & Yazgan, Ege, 2009. "The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market," MPRA Paper 18741, University Library of Munich, Germany.
  5. C. Emre Alper & Salih Fendoglu & Burak Saltoglu, 2009. "MIDAS Volatility Forecast Performance Under Market Stress: Evidence from Emerging and Developed Stock Markets," Working Papers 2009/04, Bogazici University, Department of Economics.
  6. Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak, 2008. "Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets," MPRA Paper 7460, University Library of Munich, Germany.
  7. Burak Saltoglu & Jon Danielsson, 2003. "Anatomy of a Market Crash: A Market Microstructure Analysis of the Turkish Overnight Liquidity Crisis," FMG Discussion Papers dp456, Financial Markets Group.

Articles

  1. Burak Saltoğlu, 2013. "Turkish Banking Sector Current Status and the Future Challenges," Atlantic Economic Journal, International Atlantic Economic Society, vol. 41(1), pages 75-86, March.
  2. Emre Alper, C. & Fendoglu, Salih & Saltoglu, Burak, 2012. "MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets," Economics Letters, Elsevier, vol. 117(2), pages 528-532.
  3. Burak Saltoglu & M. Ege Yazgan, 2012. "The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 48(S5), pages 48-63, November.
  4. Tae-Hwy Lee & Yong Bao & Burak Saltoğlu, 2007. "Comparing density forecast models Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003;," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(3), pages 203-225.
  5. Tae-Hwy Lee & Yong Bao & Burak Saltoglu, 2006. "Evaluating predictive performance of value-at-risk models in emerging markets: a reality check," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(2), pages 101-128.
  6. K. Ben Nowman & Burak Saltoglu, 2003. "An empirical comparison of interest rates using an interest rate model and nonparametric methods," Applied Economics Letters, Taylor & Francis Journals, vol. 10(10), pages 643-645.
  7. Burak Saltoglu, 2003. "Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 13(3), pages 169-176.
  8. Nowman, K. Ben & Saltoglu, Burak, 2003. "Continuous time and nonparametric modelling of U.S. interest rate models," International Review of Financial Analysis, Elsevier, vol. 12(1), pages 25-34.
  9. Burc Kayahan & Thanasis Stengos & Burak Saltoglu, 2002. "Intra-Day Features of Realized Volatility: Evidence from an Emerging Market," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 1(1), pages 17-24, April.
  10. Lee, Tae-Hwy & Saltoglu, Burak, 2002. "Assessing the risk forecasts for Japanese stock market," Japan and the World Economy, Elsevier, vol. 14(1), pages 63-85, January.
  11. Burak Saltoglu, 2000. "Estimating a continuous time portfolio selection model: An application with UK data," Empirical Economics, Springer, vol. 25(1), pages 93-109.
  12. Burak Saltoglu, 1998. "Speed of adjustment to the long-run equilibrium: an application with US Stock Price and Dividend data," Applied Financial Economics, Taylor & Francis Journals, vol. 8(4), pages 367-375.

NEP Fields

6 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ARA: MENA - Middle East & North Africa (3) 2009-11-27 2010-11-20 2013-08-31. Author is listed
  2. NEP-BAN: Banking (1) 2010-11-20
  3. NEP-CBA: Central Banking (1) 2013-08-31
  4. NEP-ECM: Econometrics (1) 2008-03-08
  5. NEP-ETS: Econometric Time Series (1) 2009-05-30
  6. NEP-FMK: Financial Markets (1) 2008-03-08
  7. NEP-FOR: Forecasting (3) 2008-03-08 2009-05-30 2009-11-27. Author is listed
  8. NEP-MON: Monetary Economics (1) 2009-11-27
  9. NEP-NET: Network Economics (1) 2013-08-31
  10. NEP-REG: Regulation (1) 2010-11-20
  11. NEP-RMG: Risk Management (3) 2008-03-08 2010-11-20 2013-08-31. Author is listed

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