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Ugur Namık Kücük
(Uğur Namık Kücük)

Personal Details

First Name:Ugur
Middle Name:Namık
Last Name:Kücük
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/

+39 +6 +72595502
+39 +6 +72595504
Via Columbia 2, 00133 Roma
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.tesoro.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.
  2. Kucuk, Ugur N., 2009. "Dynamic Sources of Sovereign Bond Market Liquidity," MPRA Paper 19677, University Library of Munich, Germany.
  3. Küçük, Ugur N., 2009. "Emerging Market Local Currency Bond Market, Too Risky to Invest?," MPRA Paper 21878, 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, Publishing House "SINERGIA PRESS", 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, 2014. "Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting," Working Papers 201456, University of Pretoria, Department of Economics.
    5. Kucuk, Ugur N., 2009. "Dynamic Sources of Sovereign Bond Market Liquidity," MPRA Paper 19677, University Library of Munich, Germany.
    6. Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Documentos de Trabajo del ICAE 2011-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
    7. Patrick Augustin, 2012. "Sovereign Credit Default Swap Premia," Working Papers 12-10, New York University, Leonard N. Stern School of Business, Department of Economics.

More information

Research fields, statistics, top rankings, if available.

Statistics

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NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (2) 2010-04-17 2010-04-17. Author is listed
  2. NEP-IFN: International Finance (1) 2010-04-17. Author is listed

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