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Uğur Namık Kücük
(Ugur Namik Kucuk)

Personal Details

First Name:Ugur
Middle Name:Namik
Last Name:Kucuk
Suffix:
RePEc Short-ID:pkk4
http://sites.google.com/site/ugurkucuk
Facolta di Economia, a/o Sig.ra Patrizia Marta, Universita di Roma, Tor Vergata, 00133, Rome, Italy

Affiliation

(in no particular order)

Facoltà di Economia (Faculty of Economics)
Università degli Studi di Roma "Tor Vergata" (Tor Vergata University of Rome)

Roma, Italy
http://www.economia.uniroma2.it/
RePEc:edi:ferotit (more details at EDIRC)

Dipartimento del Tesoro (Department of the Treasury)
Ministero dell'Economia e delle Finanze (Ministry of Economic Affairs and Finance)
Government of Italy

Roma, Italy
http://www.dt.mef.gov.it/
RePEc:edi:tesgvit (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Kucuk, Ugur N., 2010. "Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market," MPRA Paper 27428, University Library of Munich, Germany.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Kucuk, Ugur N., 2010. "Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market," MPRA Paper 27428, University Library of Munich, Germany.

    Cited by:

    1. Küçük, Ugur N., 2009. "Emerging Market Local Currency Bond Market, Too Risky to Invest?," MPRA Paper 21878, University Library of Munich, Germany.
    2. Frolova, Elvina & Fantazzini, Dean, 2012. "Credit default swaps and CDS-bond basis with Russian companies: a review and an analysis of the effects of the short selling ban during the second great contraction," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 25(1), pages 3-24.
    3. Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.
    4. Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2016. "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," Post-Print hal-03531142, HAL.
    5. Kucuk, Ugur N., 2009. "Dynamic Sources of Sovereign Bond Market Liquidity," MPRA Paper 19677, University Library of Munich, Germany.
    6. Patrick Augustin, 2012. "Sovereign Credit Default Swap Premia," Working Papers 12-10, New York University, Leonard N. Stern School of Business, Department of Economics.

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