Publications

by members of

Ticari Bilimler Fakültesi
Yeditepe Üniversitesi
İstanbul, Turkey

(Faculty of Commerce, Yediteppe 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.

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| Working papers | Journal articles |

Working papers

2017

1. Sukriye Tuysuz & Emre UNAL, 2017. "LGD Modelling - Comparison of models," EcoMod2017 10500, EcoMod.
2. Sukriye Tuysuz, 2017. "Dynamic Relation between Global Islamic and Conventional Sectoral Stock Indices and Bonds," EcoMod2017 10498, EcoMod.
3. Sukriye Tuysuz & Pervin PEKEL, 2017. "A comparison of stochastic claims reserving methods," EcoMod2017 10503, EcoMod.

2015

1. Ahmet Perilioglu, 2015. "Conditional Sovereign Transition Probability Matrices," Proceedings of Economics and Finance Conferences 2204981, International Institute of Social and Economic Sciences.
2. Bayraci, Selcuk, 2015. "Return, shock and volatility co-movements between the bond markets of Turkey and developed countries," MPRA Paper 65758, University Library of Munich, Germany.

2013

1. Bayraci, Selcuk & Demiralay, Sercan, 2013. "Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets," MPRA Paper 51909, University Library of Munich, Germany.

2011

1. Bayraci, Selcuk & Ari, Yakup & Yildirim, Yavuz, 2011. "A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets," MPRA Paper 30475, University Library of Munich, Germany.

2010

1. Bayraci, Selcuk & UNAL, GAZANFER, 2010. "Continuous time modeling of interest rates: An empirical study on the Turkish short rate," MPRA Paper 28091, University Library of Munich, Germany.
2. Bayraci, Selcuk, 2010. "Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry," MPRA Paper 30839, University Library of Munich, Germany, revised 10 May 2011.

2007

1. TUYSUZ, Sukriye, 2007. "Central Bank transparency and the U.S. interest rates level and volatility response to U.S. news," MPRA Paper 5217, University Library of Munich, Germany.
2. Tuysuz, Sukriye, 2007. "The effects of a greater central bank credibility on interest rates level and volatility response to news in the U.K," MPRA Paper 5263, University Library of Munich, Germany.
3. Tuysuz, Sukriye, 2007. "The asymmetric impact of macroeconomic announcements on U.S. Government bond rate level and volatility," MPRA Paper 5381, University Library of Munich, Germany.
4. Tuysuz, Sukriye & Kuhry, Yves, 2007. "Interactions between interest rates and the transmission of monetary and economic news: the cases of US and UK," MPRA Paper 5255, University Library of Munich, Germany.
5. Bayraci, Selcuk, 2007. "Modeling the volatility of FTSE All Share Index Returns," MPRA Paper 28095, University Library of Munich, Germany.

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Journal articles

2020

1. Sukriye Tuysuz, 2020. "Dynamic relation between global Islamic and conventional sectoral stock and bonds indexes," International Journal of Financial Engineering (IJFE), World Scientific Publishing Co. Pte. Ltd., vol. 7(02), pages 1-43, June.

2015

1. 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, vol. 65(5), pages 411-430, October.

2009

1. Yves Kuhry & Sukriye Tuysuz, 2009. "Interactions between US and UK interest rates and news spillovers: the impact of the EMU," Brussels Economic Review, ULB -- Universite Libre de Bruxelles, vol. 52(1), pages 79-99.

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