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Publications

by members of

İstanbul Bilgi Üniversitesi → İktisadi ve İdari Bilimler Fakültesi → Finansal Uygulama ve Araştırma Merkezi

Istanbul Bilgi University → Faculty of Economics and Administrative Sciences → Center for Financial Studies (CEFIS)

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Working papers | Journal articles |

Working papers

2017

  1. Baris Soybilgen & Ege Yazgan, 2017, "Nowcasting The New Turkish Gdp," Working Papers, The Center for Financial Studies (CEFIS), Istanbul Bilgi University, number 1702, Aug.
  2. Haluk Yener & Fuat Can Beylunioglu, 2017, "Outperforming A Stochastic Benchmark Under Borrowing And Rectangular Constraints," Working Papers, The Center for Financial Studies (CEFIS), Istanbul Bilgi University, number 1701, Mar.

2016

  1. Baris Soybilgen & Ege Yazgan, 2016, "An Evaluation Of Inflation Expectations In Turkey," Working Papers, The Center for Financial Studies (CEFIS), Istanbul Bilgi University, number 1601, Feb.
  2. Michele Modugno & Bariş Soybilgen & M. Ege Yazgan, 2016, "Nowcasting Turkish GDP and News Decomposition," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2016-044, May, DOI: 10.17016/FEDS.2016.044.

2015

  1. Haluk Yener & Thanasis Stengos & M. Ege Yazgan, 2015, "Survival Maximizing Leverage of an Economy: The Case of Greece," Working Papers, University of Guelph, Department of Economics and Finance, number 1503.

2014

  1. Haluk Yener & Thanasis Stengos & M. Ege Yazgan, 2014, "Analysis Of The Seeds Of The Debt Crisis In Europe," Working Papers, University of Guelph, Department of Economics and Finance, number 1406.

2012

  1. Mehmet Kerim Gokay & Zumrut Imamoglu & Baris Soybilgen, 2012, "Credit Crunch Or not? Case of Turkey during the Global Economic Crisis," Working Papers, Bahcesehir University, Betam, number 006, Apr.
  2. Haluk Yener, 2012, "Maximising Survival, Growth, and Goal Reaching Under Borrowing Constraints," Papers, arXiv.org, number 1209.6385, Sep.

Journal articles

2023

  1. Burak Alparslan Eroğlu & Haluk Yener & Taner Yiğit, 2023, "Pairs trading with wavelet transform," Quantitative Finance, Taylor & Francis Journals, volume 23, issue 7-8, pages 1129-1154, August, DOI: 10.1080/14697688.2023.2230249.

2020

  1. Yener, Haluk & Soybilgen, Barış & Stengos, Thanasis, 2020, "A general model for financial crises: An application to eurozone crisis," International Review of Economics & Finance, Elsevier, volume 70, issue C, pages 202-229, DOI: 10.1016/j.iref.2020.05.017.
  2. Deniz Ikizlerli & Haluk Yener & Burak Alparslan Eroglu, 2020, "The Impact of US Monetary Policy Announcements on Equity Prices: Evidence from Borsa Istanbul," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 11, issue 4, pages 939-952.
  3. Haluk Yener, 2020, "Proportional reinsurance and investment in multiple risky assets under borrowing constraint," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2020, issue 5, pages 396-418, May, DOI: 10.1080/03461238.2019.1676301.

2019

  1. Barış Soybilgen & Huseyin Kaya & Dincer Dedeoglu, 2019, "Evaluating the effect of geopolitical risks on the growth rates of emerging countries," Economics Bulletin, AccessEcon, volume 39, issue 1, pages 717-725.

2018

  1. Soybilgen, Barış & Yazgan, Ege, 2018, "Evaluating nowcasts of bridge equations with advanced combination schemes for the Turkish unemployment rate," Economic Modelling, Elsevier, volume 72, issue C, pages 99-108, DOI: 10.1016/j.econmod.2018.01.009.
  2. Barış Soybilgen & Ege Yazgan, 2018, "Nowcasting the New Turkish GDP," Economics Bulletin, AccessEcon, volume 38, issue 2, pages 1083-1089.
  3. Burak Alparslan Eroğlu & Barış Soybilgen, 2018, "On the Performance of Wavelet Based Unit Root Tests," JRFM, MDPI, volume 11, issue 3, pages 1-22, August.

2017

  1. Baris Soybilgen & Ege Yazgan, 2017, "An evaluation of inflation expectations in Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 17, issue 1, pages 31-38.
  2. Haluk Yener & Thanasis Stengos & M. Ege Yazgan, 2017, "Analysis of the seeds of the debt crisis in Europe," The European Journal of Finance, Taylor & Francis Journals, volume 23, issue 15, pages 1589-1610, December, DOI: 10.1080/1351847X.2016.1272474.

2016

  1. Modugno, Michele & Soybilgen, Barış & Yazgan, Ege, 2016, "Nowcasting Turkish GDP and news decomposition," International Journal of Forecasting, Elsevier, volume 32, issue 4, pages 1369-1384, DOI: 10.1016/j.ijforecast.2016.07.001.

2015

  1. Haluk Yener, 2015, "Maximizing survival, growth and goal reaching under borrowing constraints," Quantitative Finance, Taylor & Francis Journals, volume 15, issue 12, pages 2053-2065, December, DOI: 10.1080/14697688.2014.972435.

2014

  1. Haluk Yener, 2014, "Minimizing the lifetime ruin under borrowing and short-selling constraints," Scandinavian Actuarial Journal, Taylor & Francis Journals, volume 2014, issue 6, pages 535-560, DOI: 10.1080/03461238.2012.745448.

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