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Publications

by members of

Government of Turkey → Sermaye Piyasasi Kurulu

→ Capital Markets Board

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 | Books | Chapters |

Working papers

2023

  1. Yener, Coskun & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2023, "Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence," MPRA Paper, University Library of Munich, Germany, number 117002, Apr.

2021

  1. Isil Erol & Umut Unal & Yener Coskun, 2021, "ESG Investing and the Financial Performance: A Panel Data Analysis of Developed REIT Markets," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202123.
  2. Coskun, Yener & Akinsomi, Omokolade & Gil-Alana, Luis A. & Yaya, OlaOIuwa S., 2021, "Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours," MPRA Paper, University Library of Munich, Germany, number 109827, Sep.

2019

  1. Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2019, "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Working Papers, University of Pretoria, Department of Economics, number 201958, Aug.

2018

  1. O. Akinsomi & Y. Coskun & L. A. Gil-Alana & O. S. Yaya, 2018, "Is there Convergence between the Brics and International Securitized Property Markets?," AfRES, African Real Estate Society (AfRES), number afres2018_113, Sep.
  2. Kola Akinsomi & Yener Coskun & Rangan Gupta & Marco Lau Chi Keung, 2018, "Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs," ERES, European Real Estate Society (ERES), number eres2018_52, Jan.
  3. Akinsomi, Omokolade & Coskun, Yener & Gil-Alana, Luis A. & Yaya, OlaOluwa S, 2018, "Is there convergence between the BRICS and International REIT Markets?," MPRA Paper, University Library of Munich, Germany, number 88756.

2017

  1. Seven, Unal & Kilinc, Dilara & Coskun, Yener, 2017, "Does Credit Composition Have Asymmetric Effects on Income Inequality?," MPRA Paper, University Library of Munich, Germany, number 82104, Jun.

2016

  1. Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2016, "Analysis of Herding in REITs of an Emerging Market: The Case of Turkey," Working Papers, University of Pretoria, Department of Economics, number 201666, Sep.

2015

  1. Sevtap Kestel & Yener Coskun & Bilgi Yilmaz, 2015, "A Comparative Study on REIT Returns in Istanbul Stock Exchange by Using Single Index and Fama-French Methods," ERES, European Real Estate Society (ERES), number eres2015_18, Jul.
  2. Yener Coskun & Ali Alp & Murat Ertugrul & Unal Seven, 2015, "Testing for Bubbles in Turkish Housing Markets: A Comparison of Alternative Methods," ERES, European Real Estate Society (ERES), number eres2015_58, Jul.

2013

  1. Yener Coskun, 2013, "Conditions of Mortgage Market Development in Turkey: A Critical Empirical Review," ERES, European Real Estate Society (ERES), number eres2013_11, Jan.
  2. Yener Coskun & Craig Watkins, 2013, "Macroeconomic Change, Housing Affordability and Public Policies: The Case of Turkey," ERES, European Real Estate Society (ERES), number eres2013_12, Jan.

2012

  1. Yener Coskun, 2012, "Housing loans and economic trends: An empirical analysis for Turkey," ERES, European Real Estate Society (ERES), number eres2012_103, Jan.
  2. Yener, Coskun, 2012, "Financial Failures and Risk Management," MPRA Paper, University Library of Munich, Germany, number 40594, Aug.
  3. D. Yıldırım, Burcu & Coskun, Yener & Caglar, Ozan & Yıldırak, Kasırga, 2012, "How Dangerous is the Counterparty Risk of OTC Derivatives in Turkey?," MPRA Paper, University Library of Munich, Germany, number 40600, Aug.

2011

  1. Yener Coskun, 2011, "Does Re-Design of the Policies on Housing Finance and Supply Help to Solve Housing Question of Turkey?," ERES, European Real Estate Society (ERES), number eres2011_22, Jan.
  2. Yener Coskun & Bugra Kagan Esen, 2011, "Housing Policies and Urban Renewal Projects in Turkey Performance Criteria for Urban RenewalProject," ERES, European Real Estate Society (ERES), number eres2011_72, Jan.
  3. Coskun, Yener, 2011, "Financial Engineering and Engineering of Financial Regulation," MPRA Paper, University Library of Munich, Germany, number 34838, Oct.
  4. Coskun, Yener & Kayacan, Murad, 2011, "Küresel Kriz ve Finansal Aracılarda Risk Yönetimi: Beyaz Sayfa Mı?
    [Global Financial Crisis and Risk Management in Financial Intermediaries: Is It White Page?]    ," MPRA Paper, University Library of Munich, Germany, number 34910, Oct.
  5. Coskun, Yener, 2011, "Does Power of Political Economy and Regulation Make Istanbul a Financial Center? (Ekonomi Politik ve Düzenlemenin Gücü Istanbul’u Finans Merkezi Yapabilir Mi?)
    [Does Power of Political Economy and Regulation Make Istanbul a Financial Center?]    ," MPRA Paper, University Library of Munich, Germany, number 36847, Nov.

2010

  1. Yener Coskun, 2010, "An Analysis Of The Opportunities And Weaknessess Of The Turkish Real Estate Market," ERES, European Real Estate Society (ERES), number eres2010_030, Jan.
  2. Coskun, Yener, 2010, "Küresel Kriz Dersleri Işığında Aracı Kurumlarda Finansal Dayanıklılığı Artıran Düzenlemelerin Gözden Geçirilmesi
    [Review the Regulations of Financial Strength in Securities Firms in the Light of Global Crisis Lessons]    ," MPRA Paper, University Library of Munich, Germany, number 27072, Oct.
  3. Coskun, Yener, 2010, "An Analysis of the Strenghts and Weaknesses of the Turkish Real Estate Market," MPRA Paper, University Library of Munich, Germany, number 28361, Jun.
  4. Coskun, Yener, 2010, "Aracı Kurumların Risk Haritası (Risk Maps of Securities Firms)
    [Risk Maps of Securities Firms]    ," MPRA Paper, University Library of Munich, Germany, number 28368, Jul.
  5. Coskun, Yener, 2010, "Bay Ponzi’den Bay Madoff’a Ponzi Finansman (Ponzi Finance from Mr. Ponzi to Mr. Madoff)
    [Ponzi Finance from Mr. Ponzi to Mr. Madoff]    ," MPRA Paper, University Library of Munich, Germany, number 28369, Jan.
  6. Coskun, Yener, 2010, "Global Financial Crisis, Problems in Official Discipline and Designing Optimal Official Discipline Framework (Küresel Kriz, Resmi Disiplin Sorunları ve Optimal Resmi Disiplin Sisteminin Tasarımı)
    [Global Financial Crisis, Problems in Official Disc    ," MPRA Paper, University Library of Munich, Germany, number 33628, Jun.
  7. Coskun, Yener, 2010, "Global Financial Crisis and Mortgage Finance and Valuation Problems: An Assesment of the US and Turkish Mortgage Systems," MPRA Paper, University Library of Munich, Germany, number 35301, Sep.

Journal articles

2023

  1. Michael Frömmel & Eyup Kadioglu, 2023, "Impact of trading hours extensions on foreign exchange volatility: intraday evidence from the Moscow exchange," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 9, issue 1, pages 1-23, December, DOI: 10.1186/s40854-023-00500-7.

2022

  1. Yener Coskun, 2022, "Housing affordability: an econometric framing for policy discussions," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 16, issue 2, pages 374-407, April, DOI: 10.1108/IJHMA-01-2022-0015.
  2. Yener Coskun & Nicholas Apergis & Esra Alp Coskun, 2022, "Nonlinear responses of consumption to wealth, income, and interest rate shocks," Empirical Economics, Springer, volume 63, issue 3, pages 1293-1335, September, DOI: 10.1007/s00181-021-02171-8.
  3. Esra Alp Coskun & Nicholas Apergis & Yener Coskun, 2022, "Threshold effects of housing affordability and financial development on the house price‐consumption nexus," International Journal of Finance & Economics, John Wiley & Sons, Ltd., volume 27, issue 2, pages 1785-1806, April, DOI: 10.1002/ijfe.2242.
  4. Kadıoğlu, Eyüp & Frömmel, Michael, 2022, "Manipulation in the bond market and the role of investment funds: Evidence from an emerging market," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.102000.
  5. Petr Jakubik & Eyup Kadioglu, 2022, "Factors affecting bank loan quality: a panel analysis of emerging markets," International Economics and Economic Policy, Springer, volume 19, issue 3, pages 437-458, July, DOI: 10.1007/s10368-021-00520-7.

2021

  1. Yener Coskun & Christos Bouras & Rangan Gupta & Mark E. Wohar, 2021, "Multi-Horizon Financial and Housing Wealth Effects across the U.S. States," Sustainability, MDPI, volume 13, issue 3, pages 1-20, January.
  2. Yener Coskun & Isil Erol & Giacomo Morri, 2021, "Why do Turkish REITs trade at discount to net asset value?," Empirical Economics, Springer, volume 60, issue 5, pages 2227-2259, May, DOI: 10.1007/s00181-020-01846-y.
  3. Omokolade Akinsomi & Yener Coskun & Luis A. Gil-Alana & OlaOluwa S. Yaya, 2021, "Is There Convergence Between BRICS Listed Property Stocks and International REITs?," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 27, issue 1, pages 29-42, January, DOI: 10.1080/10835547.2021.1967675.
  4. Eyup Kadioglu, 2021, "Intraday analysis of regulation change in microstructure: evidence from an emerging market," International Journal of Emerging Markets, Emerald Group Publishing Limited, volume 18, issue 5, pages 1216-1235, June, DOI: 10.1108/IJOEM-11-2020-1310.
  5. Eyup Kadioglu & Ayhan Kirbas, 2021, "Stock Dividend Ex-Day Abnormal Return: Evidence From Turkish Stock Market," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 72, issue 5, pages 670-696, DOI: 10.32910/ep.72.5.2.

2020

  1. Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Akinsomi, Omokolade & Coskun, Yener, 2020, "How do stocks in BRICS co-move with real estate stocks?," International Review of Economics & Finance, Elsevier, volume 69, issue C, pages 93-101, DOI: 10.1016/j.iref.2020.04.014.
  2. Yener Coskun, 2020, "Measuring homeownership affordability in emergent market context: an exploratory analysis for Turkey," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 14, issue 3, pages 446-480, July, DOI: 10.1108/IJHMA-04-2020-0033.
  3. Yener Coskun & Unal Seven & H. Murat Ertugrul & Ali Alp, 2020, "Housing price dynamics and bubble risk: the case of Turkey," Housing Studies, Taylor & Francis Journals, volume 35, issue 1, pages 50-86, January, DOI: 10.1080/02673037.2017.1363378.

2019

  1. Niyazi TELÇEKEN & Murat KIYILAR & Eyüp KADIOĞLU, 2019, "Volatilite Endeksleri: Gelişimi, Türleri, Uygulamaları ve TRVIX Önerisi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 4, issue 2, pages 204-228, DOI: 10.30784/epfad.534052.
  2. Eyup Kadioglu & Burak Gunalp, 2019, "Profitability of brokerage houses in Turkey," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, volume 32, issue 1, pages 1583-1601, January, DOI: 10.1080/1331677X.2019.1638282.

2018

  1. Alper Ozun & Hasan Murat Ertugrul & Yener Coskun, 2018, "A dynamic model for housing price spillovers with an evidence from the US and the UK markets," Journal of Capital Markets Studies, Emerald Group Publishing Limited, volume 2, issue 1, pages 70-81, April, DOI: 10.1108/JCMS-01-2018-0002.
  2. Yener Coskun & Burak Sencer Atasoy & Giacomo Morri & Esra Alp, 2018, "Wealth Effects on Household Final Consumption: Stock and Housing Market Channels," IJFS, MDPI, volume 6, issue 2, pages 1-32, June.
  3. Ünal Seven & Dilara Kilinc & Yener Coskun, 2018, "Does Credit Composition have Asymmetric Effects on Income Inequality? New Evidence from Panel Data," IJFS, MDPI, volume 6, issue 4, pages 1-15, September.
  4. Gülin Vardar & Yener Coşkun & Tezer Yelkenci, 2018, "Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 8, issue 2, pages 231-288, August, DOI: 10.1007/s40822-018-0095-3.
  5. Omokolade Akinsomi & Yener Coskun & Rangan Gupta, 2018, "Analysis of Herding in Reits of an Emerging Market: The Case of Turkey," Journal of Real Estate Portfolio Management, Taylor & Francis Journals, volume 24, issue 1, pages 65-81, January, DOI: 10.1080/10835547.2018.12090007.
  6. Faruk Bostanci & Eyup Kadioglu & Guven Sayilgan, 2018, "Determinants of Dividend Payout Decisions: A Dynamic Panel Data Analysis of Turkish Stock Market," IJFS, MDPI, volume 6, issue 4, pages 1-16, November.

2017

  1. Yener Cos‚kun & A. Sevtap Selcuk-Kestel & Bilgi Yilmaz, 2017, "Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 4, pages 199-215, December.
  2. Yener Coskun & Unal Seven & H. Murat Ertugrul & Talat Ulussever, 2017, "Capital market and economic growth nexus: Evidence from Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, volume 17, issue 1, pages 19-29.
  3. Coskun Yener & Jadevicius Arvydas, 2017, "Is there a Housing Bubble in Turkey?," Real Estate Management and Valuation, Paradigm, volume 25, issue 1, pages 48-73, March, DOI: 10.1515/remav-2017-0003.
  4. Eyup Kadioglu & Ender Aykut Yilmaz, 2017, "Is the free cash flow hypothesis valid in Turkey?," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 2, pages 111-116, June.
  5. Eyup Kadioglu & Saim Kilic & Ender Aykut Yilmaz, 2017, "Testing the Relationship between Free Cash Flow and Company Performance in Borsa Istanbul," International Business Research, Canadian Center of Science and Education, volume 10, issue 5, pages 148-158, May.
  6. Eyup Kadioglu & Niyazi Telceken & Nurcan Ocal, 2017, "Effect of the Asset Quality on the Bank Profitability," International Journal of Economics and Finance, Canadian Center of Science and Education, volume 9, issue 7, pages 60-68, July.

2016

  1. Coskun, Yener, 2016, "Fundamentals of market discipline and custody risk management," Journal of Securities Operations & Custody, Henry Stewart Publications, volume 8, issue 2, pages 163-175, March.
  2. Seven, Unal & Coskun, Yener, 2016, "Does financial development reduce income inequality and poverty? Evidence from emerging countries," Emerging Markets Review, Elsevier, volume 26, issue C, pages 34-63, DOI: 10.1016/j.ememar.2016.02.002.
  3. Yener Coşkun & A. Öznur Ümit, 2016, "Cointegration Analysis Between Stock Exchange and TL/FX Saving Deposits, Gold, Housing Markets in Turkey," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 7, issue 1, pages 47-69.
  4. Eyup Kadioglu & Nurcan Ocal, 2016, "Dividend Changes and Future Profitability: Evidence from the Turkish Stock Market," International Journal of Economics and Finance, Canadian Center of Science and Education, volume 8, issue 3, pages 196-205, March.
  5. Eyup Kadioglu & Saim Kilic & Nurcan Ocal, 2016, "Determinants of Price Volatility of Futures Contracts: Evidence from an Emerging Market," Journal of Applied Finance & Banking, SCIENPRESS Ltd, volume 6, issue 2, pages 1-7.

2015

  1. Eyup KADIOGLU & Guray KUCUKKOCAOGLU, 2015, "Intraday Return and Volatility Structures in Borsa Istanbul and the Impact of Opening and Closing Call Auction Sessions," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 9, issue 1, pages 103-126.
  2. Eyup Kadioðluu & Guray Kuçukkocaoglu & Saim Kilic, 2015, "Closing price manipulation in Borsa Istanbul and the impact of call auction sessions," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 15, issue 3, pages 213-221, September.
  3. Eyup KADIOGLU & Saim KILIC, 2015, "Vadeli Islem Sozlesmelerinde Vade Etkisi: Turkiye Ornegi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 15, issue 3, pages 421-433.
  4. Nurcan Ocal & Metin Kamil Ercan & Eyup Kadioglu, 2015, "Corporate Ratings and a Model Proposition for the Manufacturing Industry at Borsa Istanbul," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, volume 6, issue 3, pages 13-28, July, DOI: 10.5430/ijfr.v6n3p13.

2014

  1. Kürşat YALÇINER & Yener COŞKUN, 2014, "İpotekli Konut Finansmanı Sisteminin Gelişme Koşulları: Türkiye İçin Ampirik Bir Analiz," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 29, issue 340, pages 27-68.
  2. Yener COŞKUN & Kürşat YALÇINER, 2014, "İpotekli Konut Finansmanı Sisteminde Gelir/Servet Kısıtı ve Sonuçları: Yoksulluk, Gecekondu Olgusu ve TOKİ İçin Bazı Öneriler," Sosyoekonomi Journal, Sosyoekonomi Society, issue 21(21).

2013

  1. Coskun, Yener, 2013, "Financial engineering and engineering of financial regulation: Guidance for compliance and risk management," Journal of Securities Operations & Custody, Henry Stewart Publications, volume 6, issue 1, pages 81-94, August.

2012

  1. Yener Coskun, 2012, "Repo and Reverse Repo Regulations in Turkey: Emergence of Regulations After 1982 Banking Crisis and Policy Suggestions in the Light of Financial Failure Lessons," Business and Economics Research Journal, Bursa Uludag University, Faculty of Economics and Administrative Sciences, volume 3, issue 1, pages 1-59.

2011

  1. Coşkun, Yener, 2011, "The limitations of transparency policy in OTC markets and derivatives trading," Journal of Securities Operations & Custody, Henry Stewart Publications, volume 4, issue 2, pages 122-133, August.

2010

  1. Yener Coskun, 2010, "Why Turkish Securities Firms Have Not Transformed to Full Service Investment Banks?: An Assessment For the Near Future of the Turkish Securities Firms Industry," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, volume 12, issue 46, pages 15-48.

Books

2022

  1. Maurizio d'Amato & Yener Coskun (ed.), 2022, "Property Valuation and Market Cycle," Springer Books, Springer, number 978-3-031-09450-7, ISBN: ARRAY(0x6d0c6558), DOI: 10.1007/978-3-031-09450-7.

Chapters

2022

  1. Yener Coskun & Ibrahim Unalmis, 2022, "Role of Governments in Enhancing Green Digital Finance for Meeting the SDGs," Economics, Law, and Institutions in Asia Pacific, Springer, chapter 0, in: Farhad Taghizadeh-Hesary & Suk Hyun, "Green Digital Finance and Sustainable Development Goals", DOI: 10.1007/978-981-19-2662-4_4.
  2. Yener Coskun & Maurizio d’Amato, 2022, "Introduction," Springer Books, Springer, chapter 0, in: Maurizio d'Amato & Yener Coskun, "Property Valuation and Market Cycle", DOI: 10.1007/978-3-031-09450-7_1.
  3. Maurizio d’Amato & Yener Coskun, 2022, "Property Valuation in Uncertain and Cyclical Market Condition," Springer Books, Springer, chapter 0, in: Maurizio d'Amato & Yener Coskun, "Property Valuation and Market Cycle", DOI: 10.1007/978-3-031-09450-7_12.
  4. Maurizio d’Amato & Yener Coskun, 2022, "Property Market Cycle and Valuation…Filling the Gap," Springer Books, Springer, chapter 0, in: Maurizio d'Amato & Yener Coskun, "Property Valuation and Market Cycle", DOI: 10.1007/978-3-031-09450-7_19.

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