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Publications
by members of
Yeditepe Üniversitesi → Ticari Bilimler Fakültesi
Yediteppe University → Faculty of Commerce
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
2015
- Bayraci, Selcuk, 2015, "Return, shock and volatility co-movements between the bond markets of Turkey and developed countries," MPRA Paper, University Library of Munich, Germany, number 65758, Jul.
2013
- Bayraci, Selcuk & Demiralay, Sercan, 2013, "Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets," MPRA Paper, University Library of Munich, Germany, number 51909, Nov.
2011
- Bayraci, Selcuk & Ari, Yakup & Yildirim, Yavuz, 2011, "A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets," MPRA Paper, University Library of Munich, Germany, number 30475, Apr.
2010
- Bayraci, Selcuk & UNAL, GAZANFER, 2010, "Continuous time modeling of interest rates: An empirical study on the Turkish short rate," MPRA Paper, University Library of Munich, Germany, number 28091, Nov.
- Bayraci, Selcuk, 2010, "Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry," MPRA Paper, University Library of Munich, Germany, number 30839, Jan, revised 10 May 2011.
2007
- Bayraci, Selcuk, 2007, "Modeling the volatility of FTSE All Share Index Returns," MPRA Paper, University Library of Munich, Germany, number 28095, Apr.
Journal articles
2015
- Sercan Demiralay & Selcuk Bayraci, 2015, "Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 65, issue 5, pages 411-430, October.