Publications

by members of

İzmir Ekonomi Üniversitesi → İktisadi ve İdari Bilimler Fakültesi → Uluslararası Ticaret ve Finansman Bölümü

Izmir University of Economics → Faculty of Economics and Administrative Sciences → Department of International Trade and Finance

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

2003

1. C. Guermat & K. Hadri & C. C. Kucukozmen, 2003, "Forecasting Value at Risk in Emerging Arab Stock Markets," Discussion Papers, University of Exeter, Department of Economics, number 0303, Dec.

---

Journal articles

2017

1. Kayalar, Derya Ezgi & Küçüközmen, C. Coşkun & Selcuk-Kestel, A. Sevtap, 2017, "The impact of crude oil prices on financial market indicators: copula approach," Energy Economics, Elsevier, volume 61, issue C, pages 162-173, DOI: 10.1016/j.eneco.2016.11.016.

2012

1. I. Hakan Yetkiner & C. Coskun Küçüközmen, 2012, "Guest Editors' Introduction," Emerging Markets Finance and Trade, Taylor & Francis Journals, volume 48, issue S4, pages 3-6, November.

2011

1. Mert URAL & C. Coskun KUCUKOZMEN, 2011, "Analyzing the Dual Long Memory in Stock Market Returns," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, volume 11, issue Special I, pages 19-28.

2004

1. Richard Harris & C. Coskun Kucukozmen & Fatih Yilmaz, 2004, "Skewness in the conditional distribution of daily equity returns," Applied Financial Economics, Taylor & Francis Journals, volume 14, issue 3, pages 195-202, DOI: 10.1080/0960310042000187379.

2001

1. Harris, Richard D. F. & Kucukozmen, C. Coskun, 2001, "Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management," European Journal of Operational Research, Elsevier, volume 134, issue 3, pages 481-492, November.
2. Richard Harris & C. Coskun Kucukozmen, 2001, "The empirical distribution of stock returns: evidence from an emerging European market," Applied Economics Letters, Taylor & Francis Journals, volume 8, issue 6, pages 367-371, DOI: 10.1080/135048501750237793.

1999

1. Coşkun KÜÇÜKÖZMEN, 1999, "Bankacılıkta Risk Yönetimi Ve Sermaye Yeterliliği Value At Risk Uygulamaları," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 14, issue 156, pages 71-87.

1996

1. Coşkun KÜÇÜKÖZMEN, 1996, "Mevduat Sigortası," Iktisat Isletme ve Finans, Bilgesel Yayincilik, volume 11, issue 122, pages 44-53.

---