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Publications

by members of

Namık Kemal Üniversitesi → İktisadi ve İdari Bilimler Fakültesi → İktisat Bölümü

Namik Kemal University → Faculty of Economics and Administrative Sciences → Department of Economics

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

2025

  1. Gillman, Max & Cevik, Emrah Ismail & Dibooglu, Sel, 2025, "The Evolving Impact of U.S. Monetary Policy on Real Oil Prices: A Time-Varying Granger and Local Projections Approach," Corvinus Economics Working Papers (CEWP), Corvinus University of Budapest, number 2025/04, Dec.

2022

  1. Kılıç, Yunus & Destek, Mehmet Akif & Cevik, Emrah Ismail & Bugan, Mehmet Fatih & Korkmaz, Oya & Dibooglu, Sel, 2022, "Return and Risk Spillovers between ESG Global Index and Stock Markets: Evidence from Time and Frequency Analysis," MPRA Paper, University Library of Munich, Germany, number 117557, Aug.
  2. Çevik, Emre & Çevik, Emrah İsmail & Dibooglu, Sel & Cergibozan, Raif & Bugan, Mehmet Fatih & Destek, Mehmet Akif, 2022, "Connectedness and risk spillovers between crude oil and clean energy stock markets," MPRA Paper, University Library of Munich, Germany, number 117558, Sep.

2017

  1. Yıldırım, Durmuş Çağrı & Çevik, Emrah İsmail, 2017, "Finansal Dışa Açıklık İle Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi
    [The Relation between Financial Openness and Economic Growth: Asymmetric Causality Test]    ," MPRA Paper, University Library of Munich, Germany, number 80472, Mar.
  2. Arun, Korhan & Yıldırım, Durmuş Çağrı, 2017, "Effects of Foreign Direct Investment on Intellectual Property, Patents and R&D," MPRA Paper, University Library of Munich, Germany, number 80470, Jun.

2015

  1. Atukeren, Erdal & Cevik, Emrah Ismail & Korkmaz, Turhan, 2015, "Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests," MPRA Paper, University Library of Munich, Germany, number 76038.

2014

  1. Cevik, Emrah Ismail & Topaloğlu, Gültekin, 2014, "Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği
    [Long memory and structural breaks on volatility: evidence from Borsa Istanbul]    ," MPRA Paper, University Library of Munich, Germany, number 71485, revised 2014.

2013

  1. Okur, Mustafa & Cevik, Emrah Ismail, 2013, "Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE," MPRA Paper, University Library of Munich, Germany, number 71477, revised 2013.

2012

  1. Cevik, Emrah Ismail, 2012, "İstanbul Menkul Kıymetler Borsası’nda etkin piyasa hipotezinin uzun hafıza modelleri ile analizi: sektörel bazda bir inceleme
    [The testing of efficient market hypothesis in the Istanbul Stock Exchange by using long memory models: a sector-specific    ," MPRA Paper, University Library of Munich, Germany, number 71484, revised 2012.

2010

  1. Korkmaz, Turhan & Cevik, Emrah Ismail & Birkan, Elif & Özataç, Nesrin, 2010, "Testing CAPM using Markov switching model: the case of coal firms," MPRA Paper, University Library of Munich, Germany, number 71479, revised 2010.
  2. Korkmaz, Turhan & Cevik, Emrah Ismail & Gurkan, Serhan, 2010, "Testing the international capital asset pricing model with Markov switching model in emerging markets," MPRA Paper, University Library of Munich, Germany, number 71481, revised 2010.

2009

  1. Korkmaz, Turhan & Cevik, Emrah Ismail & Özataç, Nesrin, 2009, "Testing for long memory in ISE using Arfima-Figarch model and structural break test," MPRA Paper, University Library of Munich, Germany, number 71302.
  2. Barışık, Salih & Cevik, Emrah Ismail, 2009, "Hysteresis in unemployment: evidence from sector-specific unemployment in Turkey," MPRA Paper, University Library of Munich, Germany, number 71483, revised 2009.

2007

  1. Cevik, Emrah Ismail & Pekkaya, Mehmet, 2007, "Spot Ve Vadeli̇ İşlem Fi̇yatlarinin Varyanslari Arasindaki̇ Nedenselli̇k Testi̇
    [Causality in variance test between spot and futures prices]    ," MPRA Paper, University Library of Munich, Germany, number 71301.

Journal articles

2026

  1. Gillman, Max & Cevik, Emrah I. & Dibooglu, Sel, 2026, "The evolving impact of U.S. monetary policy on real oil prices: A time-varying Granger predictability and local projections approach," Energy Policy, Elsevier, volume 210, issue C, DOI: 10.1016/j.enpol.2025.115052.

2025

  1. Cevik, Emrah I. & Gillman, Max, 2025, "The Impact of the fed monetary policy shocks on commodity markets: Evidence from time-varying local projections," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108763.
  2. Can, Ufuk & Kenc, Turalay & Cevik, Emrah Ismail, 2025, "Bank lending channel under high policy rate volatility: Evidence from Türkiye," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102058.
  3. Cevik, Emrah Ismail & Kenc, Turalay & Goodell, John W. & Gunay, Samet, 2025, "Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital," International Review of Economics & Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.iref.2024.103779.
  4. Serhat Sezen & Emrah I. Cevik & Eisa Abdulrahman Al-Eisa & Mehmet Fatih Bugan & Mehmet Akif Destek, 2025, "Investigating the Connectedness between Oil and Stock Markets in GCC countries: Evidence from Rolling-Window Frequency Domain Causality," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 6, pages 4869-4896, December, DOI: 10.1007/s10614-025-10859-7.
  5. Samet Gunay & Emrah Ismail Cevik & Mehmet Fatih Bugan & Sel Dibooglu & Mehmet Akif Destek, 2025, "Time and frequency domain relationship between investor sentiment and sectoral cryptocurrencies," Economic Change and Restructuring, Springer, volume 58, issue 3, pages 1-32, June, DOI: 10.1007/s10644-025-09878-z.
  6. Emrah Ismail Cevik & Samet Gunay & Mehmet Fatih Bugan & Sel Dibooglu, 2025, "The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data," Annals of Operations Research, Springer, volume 352, issue 3, pages 389-413, September, DOI: 10.1007/s10479-022-04971-2.
  7. Emrah I. Cevik & Sel Dibooglu & Max Gillman & Szilard Benk, 2025, "Granger predictability of real oil prices by us money and inflation in Markov-switching regimes," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 15, issue 1, pages 29-52, March, DOI: 10.1007/s40822-024-00305-8.
  8. Samet Gunay & Emrah Ismail Cevik & Dávid Zoltán Szabó, 2025, "Engagement of true intelligence in financial forecasting: interactions of blockchained sectors and artificial intelligence," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-28, December, DOI: 10.1186/s40854-025-00872-y.

2024

  1. Kenc, Turalay & Cevik, Emrah Ismail, 2024, "Global corporate tax policy space," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2024.101197.
  2. Gunay, Samet & Kirimhan, Destan & Cevik, Emrah Ismail, 2024, "Commodity market downturn: Systemic risk and spillovers during left tail events," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100445.
  3. Cevik, Nuket Kırcı & Cevik, Emrah I. & Destek, Mehmet Akif & Bugan, Mehmet Fatih & Manga, Müge, 2024, "Unleashing power of financial technologies on mineral productivity in G-20 countries," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104732.
  4. Cevik, Emrah Ismail & Caliskan Terzioglu, Hande & Kilic, Yunus & Bugan, Mehmet Fatih & Dibooglu, Sel, 2024, "Interconnectedness and systemic risk: Evidence from global stock markets," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102282.
  5. Emre Cevik & Emrah I Cevik & Sel Dibooglu & Raif Cergibozan & Mehmet Fatih Bugan & Mehmet Akif Destek, 2024, "Connectedness and risk spillovers between crude oil and clean energy stock markets," Energy & Environment, , volume 35, issue 7, pages 3319-3339, November, DOI: 10.1177/0958305X231167468.
  6. Samet Gunay & Emrah Ismail Cevik & Sel Dibooglu, 2024, "Volatility Spillover Networks of Credit Risk: Evidence from ASW and CDS Spreads in Turkey and Brazil," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, volume 71, issue 4, pages 571-604.

2023

  1. Cevik, Emrah Ismail & Gunay, Samet & Dibooglu, Sel & Yıldırım, Durmuş Çağrı, 2023, "The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103768.
  2. Lu, Chengwu & Zafar, Muhammad Wasif & Cevik, Emrah I. & Destek, Mehmet Akif & Bugan, Mehmet Fatih, 2023, "Time and quantile domain connectedness between the geopolitical risk of China and precious metals markets," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103721.

2022

  1. Dibooglu, Sel & Cevik, Emrah I. & Tamimi, Hussein A. Hassan Al, 2022, "Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model," Economic Analysis and Policy, Elsevier, volume 75, issue C, pages 396-411, DOI: 10.1016/j.eap.2022.06.006.
  2. Altınkeski, Buket Kırcı & Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2022, "Financial stress transmission between the U.S. and the Euro Area," Journal of Financial Stability, Elsevier, volume 60, issue C, DOI: 10.1016/j.jfs.2022.101004.
  3. Erdoğan, Seyfettin & Gedikli, Ayfer & Çevik, Emrah İsmail & Erdoğan, Fatma & Çevik, Emre, 2022, "Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102945.
  4. Cevik, Emrah Ismail & Gunay, Samet & Zafar, Muhammad Wasif & Destek, Mehmet Akif & Bugan, Mehmet Fatih & Tuna, Fatih, 2022, "The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103081.
  5. Dibooglu, Sel & Cevik, Emrah I. & Gillman, Max, 2022, "Gold, silver, and the US dollar as harbingers of financial calm and distress," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 200-210, DOI: 10.1016/j.qref.2022.07.003.
  6. Erdoğan, Seyfettin & Gedikli, Ayfer & Cevik, Emrah Ismail & Erdoğan, Fatma, 2022, "Eco-friendly technologies, international tourism and carbon emissions: Evidence from the most visited countries," Technological Forecasting and Social Change, Elsevier, volume 180, issue C, DOI: 10.1016/j.techfore.2022.121705.
  7. Emre Cevik & Buket Kirci Altinkeski & Emrah Ismail Cevik & Sel Dibooglu, 2022, "Investor sentiments and stock markets during the COVID-19 pandemic," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 8, issue 1, pages 1-34, December, DOI: 10.1186/s40854-022-00375-0.
  8. Ayfer Gedikli & Seyfettin Erdoğan & Emrah Ismail Çevik & Emre Çevik & Rui Alexandre Castanho & Gualter Couto, 2022, "Dynamic relationship between international tourism, economic growth and environmental pollution in the OECD countries: evidence from panel VAR model," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 35, issue 1, pages 5907-5923, December, DOI: 10.1080/1331677X.2022.2041063.

2021

  1. Caliskan, Hande & Cevik, Emrah I. & Kirci Cevik, Nuket & Dibooglu, Sel, 2021, "Identifying systemically important financial institutions in Turkey," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2020.101374.
  2. Atukeren, Erdal & Çevik, Emrah İsmail & Korkmaz, Turhan, 2021, "Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time," Research in International Business and Finance, Elsevier, volume 56, issue C, DOI: 10.1016/j.ribaf.2021.101385.
  3. Turalay Kenc & Emrah Ismail Cevik & Sel Dibooglu, 2021, "Bank default indicators with volatility clustering," Annals of Finance, Springer, volume 17, issue 1, pages 127-151, March, DOI: 10.1007/s10436-020-00369-x.
  4. Emrah Ismail Cevik & Sel Dibooglu & Atif Awad Abdallah & Eisa Abdulrahman Al-Eisa, 2021, "Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia," International Economics and Economic Policy, Springer, volume 18, issue 1, pages 157-175, February, DOI: 10.1007/s10368-020-00484-0.
  5. Turalay Kenc & Emrah Ismail Cevik, 2021, "Estimating volatility clustering and variance risk premium effects on bank default indicators," Review of Quantitative Finance and Accounting, Springer, volume 57, issue 4, pages 1373-1392, November, DOI: 10.1007/s11156-021-00981-6.
  6. Emrah Ismail Cevik & Durmuş Çağrı Yıldırım & Sel Dibooglu, 2021, "Renewable and non-renewable energy consumption and economic growth in the US: A Markov-Switching VAR analysis," Energy & Environment, , volume 32, issue 3, pages 519-541, May, DOI: 10.1177/0958305X20944035.

2020

  1. Durmuş Çağrı Yıldırım & Hilal Akinci, 2020, "The dynamic relationships between the female labour force and the economic growth," Journal of Economic Studies, Emerald Group Publishing Limited, volume 48, issue 8, pages 1512-1527, November, DOI: 10.1108/JES-05-2020-0227.
  2. Seyfettin Erdo an & Emrah smail evik & Ayfer Gedikli, 2020, "Healthcare Expenditures Channel of Natural Resource Curse: The Case of Gulf Cooperation Council Countries," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, volume 10, issue 2, pages 285-293.
  3. Dibooglu, Sel & Erdogan, Seyfettin & Yildirim, Durmus Cagri & Cevik, Emrah Ismail, 2020, "Financial conditions and monetary policy in the US," Economic Systems, Elsevier, volume 44, issue 4, DOI: 10.1016/j.ecosys.2020.100819.
  4. Cevik, Nuket Kirci & Cevik, Emrah I. & Dibooglu, Sel, 2020, "Oil prices, stock market returns and volatility spillovers: Evidence from Turkey," Journal of Policy Modeling, Elsevier, volume 42, issue 3, pages 597-614, DOI: 10.1016/j.jpolmod.2020.01.006.
  5. Yıldırım, Durmuş Çağrı & Cevik, Emrah Ismail & Esen, Ömer, 2020, "Time-varying volatility spillovers between oil prices and precious metal prices," Resources Policy, Elsevier, volume 68, issue C, DOI: 10.1016/j.resourpol.2020.101783.

2019

  1. Emrah İ. Çevik & Erdal Atukeren & Turhan Korkmaz, 2019, "Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis," Economies, MDPI, volume 7, issue 2, pages 1-16, May.

2018

  1. Emrah Ismail CEVIK, 2018, "Is the Istanbul Stock Exchange Weak Form Efficient? A Markov-Switching ADF Test Approach," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 12, issue 2, pages 9-30.
  2. Emrah Ismail Cevik & Mehmet Fatih Bugan, 2018, "Regime-dependent relation between Islamic and conventional financial markets," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 18, issue 2, pages 114-121, June.
  3. Emrah Ismail CEVIK & Durmus Cagri YILDIRIM, 2018, "Para Politikasi Tercihleri Ile Issizlik Oranlari Arasindaki Iliski," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 18, issue 1, pages 31-46, DOI: 10.21121/eab.2018135911.
  4. Emrah İ. Çevik & Erdal Atukeren & Turhan Korkmaz, 2018, "Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis," Energies, MDPI, volume 11, issue 10, pages 1-22, October.
  5. Durmuş Çağrı Yıldırım & Seyfettin Erdoğan & Emrah İsmail Çevik, 2018, "Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 54, issue 8, pages 1706-1719, June, DOI: 10.1080/1540496X.2018.1427062.

2017

  1. Turhan Korkmaz & Emrah İsmail Çevik & Nüket Kırcı Çevik, 2017, "The Relationship between Investor Attention and Stock Markets: An Application on ISE-100 Index," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 8, issue 2, pages 203-215.
  2. Emrah Ismail Cevik & Turhan Korkmaz & Emre Cevik, 2017, "Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 30, issue 1, pages 381-393, January, DOI: 10.1080/1331677X.2017.1305774.

2016

  1. Dibooglu, Sel & Cevik, Emrah. I., 2016, "The effect of North Korean threats on financial markets in South Korea and Japan," Journal of Asian Economics, Elsevier, volume 43, issue C, pages 18-26, DOI: 10.1016/j.asieco.2016.03.002.
  2. Cevik, Emrah I. & Dibooglu, Sel & Kenc, Turalay, 2016, "Financial stress and economic activity in some emerging Asian economies," Research in International Business and Finance, Elsevier, volume 36, issue C, pages 127-139, DOI: 10.1016/j.ribaf.2015.09.017.
  3. Emrah I. Cevik & Nuket Kirci-Cevik & Sel Dibooglu, 2016, "Global Liquidity and Financial Stress: Evidence from Major Emerging Economies," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 52, issue 12, pages 2790-2807, December, DOI: 10.1080/1540496X.2016.1140456.

2015

  1. Erdal Atukeren & Emrah İ. Çevik & Turhan Korkmaz, 2015, "Downside business confidence spillovers in Europe: evidence from causality-in-risk tests," Journal of Economic Policy Reform, Taylor and Francis Journals, volume 18, issue 4, pages 341-357, October, DOI: 10.1080/17487870.2014.977902.
  2. Durmus Cagr? Yildirim & Ozlem Tosuner Unal & Ayfer Gedikli, 2015, "Financial Problems of Small and Medium-Sized Enterprises in Turkey," International Journal of Academic Research in Business and Social Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Business and Social Sciences, volume 5, issue 1, pages 27-37, January.

2014

  1. Mustafa Serdar Basoglu & Turhan Korkmaz & Emrah Ismail Cevik, 2014, "London Metal Exchange: Causality Relationship between the Price Series of Non-Ferrous Metal Contracts," International Journal of Economics and Financial Issues, International Journal of Economics and Financial Issues, volume 4, issue 4, pages 726-734.
  2. Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2014, "Monetary and fiscal policy interactions: Evidence from emerging European economies," Journal of Comparative Economics, Elsevier, volume 42, issue 4, pages 1079-1091, DOI: 10.1016/j.jce.2014.05.001.
  3. Neilan Soylu & Turhan Korkmaz & Emrah İsmail Çevik, 2014, "The Impact of Central Bank Interest Rate Releases on Financial Markets," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 5, issue 4, pages 89-118.

2013

  1. Hasibe OZGUMUS & Turhan KORKMAZ & Emrah Ismail CEVIK, 2013, "The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 7, issue 1, pages 103-136.
  2. Cevik, Emrah Ismail & Dibooglu, Sel, 2013, "Persistence and non-linearity in US unemployment: A regime-switching approach," Economic Systems, Elsevier, volume 37, issue 1, pages 61-68, DOI: 10.1016/j.ecosys.2012.06.002.
  3. Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M., 2013, "Measuring financial stress in transition economies," Journal of Financial Stability, Elsevier, volume 9, issue 4, pages 597-611, DOI: 10.1016/j.jfs.2012.10.001.
  4. Cevik, Emrah Ismail & Dibooglu, Sel & Kenc, Turalay, 2013, "Measuring financial stress in Turkey," Journal of Policy Modeling, Elsevier, volume 35, issue 2, pages 370-383, DOI: 10.1016/j.jpolmod.2012.06.003.
  5. Sinem Derindere KOSEOGLU & Emrah Ismail CEVIK, 2013, "Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 63, issue 1, pages 65-86, March.
  6. Emrah Ismail Cevik & Sel Dibooglu & Salih Barişik, 2013, "Asymmetry in the Unemployment–Output Relationship Over the Business Cycle: Evidence from Transition Economies," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 55, issue 4, pages 557-581, December.
  7. Emrah Çevik & Erdal Atukeren & Turhan Korkmaz, 2013, "Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests," Empirical Economics, Springer, volume 45, issue 2, pages 675-695, October, DOI: 10.1007/s00181-012-0627-8.
  8. Mustafa Okur & Emrah Cevik, 2013, "Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 26, issue 3, pages 99-116, January, DOI: 10.1080/1331677X.2013.11517624.
  9. Erdal Atukeren & Turhan Korkmaz & Emrah İ Çevik, 2013, "Spillovers Between Business Confidence And Stock Returns In Greece, Italy, Portugal, And Spain," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 18, issue 3, pages 205-215, July.

2012

  1. Emrah Ismail ÇEVIK & Nuket Kirci ÇEVIK & Serhan GURKAN, 2012, "Analyzing of Relationship among stock markets of the US, Germany and Turkey with MS-VAR Model," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 6, issue 1, pages 133-155.
  2. Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal, 2012, "Return and volatility spillovers among CIVETS stock markets," Emerging Markets Review, Elsevier, volume 13, issue 2, pages 230-252, DOI: 10.1016/j.ememar.2012.03.003.
  3. Emrah İ. Çevik & Turhan Korkmaz & Erdal Atukeren, 2012, "Business confidence and stock returns in the USA: a time-varying Markov regime-switching model," Applied Financial Economics, Taylor & Francis Journals, volume 22, issue 4, pages 299-312, February, DOI: 10.1080/09603107.2011.610742.

2010

  1. Turhan KORKMAZ & Ümit BASARAN & Emrah Ismail CEVIK, 2010, "Yaz Saati Uygulamasi Anomalisinin IMKB 100 Endeks Getirisine Etkisinin Test Edilmesi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 10, issue 4, pages 1139-1153.
  2. Turhan Korkmaz & Emrah I. Çevik & Elif Birkan & Nesrin ÖzataÇ, 2010, "Testing Capm using Markov Switching Model: The Case of Coal Firms," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 23, issue 2, pages 44-59, January, DOI: 10.1080/1331677X.2010.11517411.

2009

  1. Turhan Korkmaz & Emrah Ismail Çevik, 2009, "Volatility Spillover Effect from Volatility Implied Index to Emerging Markets," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 3, issue 2, pages 87-106.
  2. Turhan KORKMAZ & Sedat ERDOĞAN & Emrah İsmail ÇEVİK, 2009, "VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 24, issue 274, pages 7-32.

2008

  1. Turhan Korkmaz & Emrah Ismail Çevik, 2008, "Cointegration Relations between Turkish and International Equity Markets and Portfolio Choices," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 2, issue 1, pages 59-84.

2007

  1. Turhan KORKMAZ & Emrah İsmail ÇELİK, 2007, "Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 22, issue 261, pages 137-154.

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