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Publications

by members of

İktisadi ve İdari Bilimler Fakültesi
İstanbul Kemerburgaz Üniversitesi (IKBU)
İstanbul, Turkey

(Faculty of Economics and Administrative Sciences, Istanbul Kemerburgaz University)

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 | Chapters |

Working papers

2016

  1. Ceylan, Özcan, 2016. "Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation," MPRA Paper 71320, University Library of Munich, Germany.

2012

  1. Ceylan, Ozcan, 2012. "Time-Varying Volatility Asymmetry: A Conditioned HAR-RV(CJ) EGARCH-M Model," GIAM Working Papers 12-4, Galatasaray University Economic Research Center.

2010

  1. Ceylan, Ozcan, 2010. "Limited Information-Processing Capacity and Asymmetric Stock Correlations," MPRA Paper 61587, University Library of Munich, Germany.

2007

  1. Ozun, Alper & Cifter, Atilla, 2007. "Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets," MPRA Paper 2481, University Library of Munich, Germany.
  2. Cifter, Atilla & Ozun, Alper, 2007. "The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets," MPRA Paper 2482, University Library of Munich, Germany.
  3. Cifter, Atilla & Ozun, Alper, 2007. "Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey," MPRA Paper 2483, University Library of Munich, Germany.
  4. Cifter, Atilla & Ozun, Alper, 2007. "Multiscale Systematic Risk: An Application on ISE-30," MPRA Paper 2484, University Library of Munich, Germany.
  5. Cifter, Atilla & Ozun, Alper, 2007. "Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey," MPRA Paper 2485, University Library of Munich, Germany.
  6. Cifter, Atilla & Ozun, Alper, 2007. "Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)," MPRA Paper 2486, University Library of Munich, Germany.
  7. Ozun, Alper & Cifter, Atilla, 2007. "Nonlinear Combination of Financial Forecast with Genetic Algorithm," MPRA Paper 2488, University Library of Munich, Germany.
  8. Cifter, Atilla & Ozun, Alper, 2007. "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," MPRA Paper 2489, University Library of Munich, Germany.
  9. Ozun, Alper & Cifter, Atilla, 2007. "Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas," MPRA Paper 2711, University Library of Munich, Germany.
  10. Ozun, Alper & Cifter, Atilla & Yilmazer, Sait, 2007. "Filtered Extreme Value Theory for Value-At-Risk Estimation," MPRA Paper 3302, University Library of Munich, Germany.

2006

  1. Chambers, Nurgul & Cifter, Atilla, 2006. "The Effect of Scale on Productivity of Turkish Banks in the Post-Crises Period: An Application of Data Envelopment Analysis," MPRA Paper 2487, University Library of Munich, Germany.

Journal articles

2024

  1. Yasin Kutuk, 2024. "Divergence and club convergence in NATO," Empirical Economics, Springer, vol. 66(3), pages 1013-1035, March.

2023

  1. Yasin Kutuk & Adil Usturali, 2023. "The nonlinear relationship between political trust and nonelectoral political participation in democratic and nondemocratic regimes," Social Science Quarterly, Southwestern Social Science Association, vol. 104(4), pages 478-504, July.

2022

  1. Kutuk, Yasin & Barokas, Lina, 2022. "Multivariate CDS risk premium prediction with SOTA RNNs on MI[N]T countries," Finance Research Letters, Elsevier, vol. 45(C).
  2. Kutuk, Yasin, 2022. "Inequality convergence: A world-systems theory approach," Structural Change and Economic Dynamics, Elsevier, vol. 63(C), pages 150-165.

2021

  1. Silahli, Baykar & Dingec, Kemal Dincer & Cifter, Atilla & Aydin, Nezir, 2021. "Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets," Finance Research Letters, Elsevier, vol. 38(C).
  2. Atilla Cifter & Gokhan H. Akay & F. İrem Doğan, 2021. "Oil Prices and Stock Returns in the MENA Countries: A Firm-level Data Analysis," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 57(15), pages 4350-4360, December.

2017

  1. Gokhan H. Akay & Atilla Cifter & Ozdemir Teke, 2017. "Turkish tourism, exchange rates and income," Tourism Economics, , vol. 23(1), pages 66-77, February.
  2. Ozcan Ceylan, 2017. "Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation," Annals of Economics and Finance, Society for AEF, vol. 18(1), pages 99-109, May.

2015

  1. Atilla Çifter, 2015. "Bank concentration and non-performing loans in Central and Eastern European countries," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 16(1), pages 117-137, February.
  2. Ozcan Ceylan, 2015. "Limited information-processing capacity and asymmetric stock correlations," Quantitative Finance, Taylor & Francis Journals, vol. 15(6), pages 1031-1039, June.

2014

  1. Akay, Gokhan H. & Cifter, Atilla, 2014. "Exchange rate exposure at the firm and industry levels: Evidence from Turkey," Economic Modelling, Elsevier, vol. 43(C), pages 426-434.

2013

  1. Atilla Cifter & Dilek Teker, 2013. "Gender differences in macroeconomic expectations: evidence from Turkey," Quality & Quantity: International Journal of Methodology, Springer, vol. 47(3), pages 1793-1801, April.

2012

  1. Cifter, Atilla, 2012. "Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 127-142, June.

2011

  1. Cifter, Atilla, 2011. "Value-at-risk estimation with wavelet-based extreme value theory: Evidence from emerging markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(12), pages 2356-2367.

2010

  1. Alper Ozun & Atilla Cifter, 2010. "A wavelet network model for analysing exchange rate effects on interest rates," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 37(4), pages 405-418, September.

2009

  1. Cifter, Atilla & Yilmazer, Sait & Cifter, Elif, 2009. "Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey," Economic Modelling, Elsevier, vol. 26(6), pages 1382-1388, November.

2008

  1. Atilla Cifter & Alper Ozun, 2008. "Multiscale Systematic Risk: an Application on the ISE-30," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 10(38), pages 1-24.
  2. Cifter Atilla & Ozun Alper, 2008. "Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test," Review of Middle East Economics and Finance, De Gruyter, vol. 4(2), pages 68-79, April.
  3. Alper Ozun & Atilla Cifter, 2008. "Modeling long‐term memory effect in stock prices," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 25(1), pages 38-48, March.

2007

  1. Atilla Çifter & Alper Özün, 2007. "The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, vol. 1(1), pages 7-34.
  2. Alper Ozun & Atilla Cifter, 2007. "Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Empirical Analysis with Asian Equity Markets," The IUP Journal of Financial Economics, IUP Publications, vol. 0(3), pages 28-41, September.
  3. Alper ÖZÜN & Atilla ÇİFTER, 2007. "Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 22(254), pages 47-60.
  4. Cifter Atilla & Ozun Alper, 2007. "The Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)," South East European Journal of Economics and Business, Sciendo, vol. 2(1), pages 15-24, April.

Chapters

2022

  1. Ayla Esen & Yasin Kütük & Ümmügülsüm Zor, 2022. "Academic Entrepreneurship: The Case of Coursera," Springer Texts in Business and Economics, in: Mehtap Aldogan Eklund & Gabrielle Wanzenried (ed.), Academic and Educational Entrepreneurship, pages 175-189, Springer.

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