Kamil Yilmaz
Personal Details
First Name: | Kamil |
Middle Name: | |
Last Name: | Yilmaz |
Suffix: | |
RePEc Short-ID: | pyi43 |
[This author has chosen not to make the email address public] | |
http://home.ku.edu.tr/~kyilmaz | |
Koc University Rumeli Feneri Yolu Sariyer 34450 Istanbul Turkey | |
+902123381458 | |
Twitter: | @kamilyilmaz_ |
Terminal Degree: | 1992 Department of Economics; University of Maryland (from RePEc Genealogy) |
Affiliation
(95%) İktisat Bölümü
İktisadi ve İdari Bilimler Fakültesi
Koç Üniversitesi
İstanbul, Turkeyhttp://case.ku.edu.tr/tr/econ/home
RePEc:edi:dekoctr (more details at EDIRC)
(5%) Economic Research Forum (ERF)
Cairo, Egypthttp://www.erf.org.eg/
RePEc:edi:erfaceg (more details at EDIRC)
Research output
Jump to: Working papers Articles Chapters BooksWorking papers
- Francis X. Diebold & Kamil Yilmaz, 2022.
"On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness,"
Papers
2211.04184, arXiv.org, revised Jan 2023.
- Francis X. Diebold & Kamil Yilmaz, 2022. "On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness," Koç University-TUSIAD Economic Research Forum Working Papers 2207, Koc University-TUSIAD Economic Research Forum.
- Erol Taymaz & Ebru Voyvoda & Kamil Yilmaz, 2021. "Transition to Democracy, Real Wages and Productivity: The Turkish Experience," Koç University-TUSIAD Economic Research Forum Working Papers 2111, Koc University-TUSIAD Economic Research Forum.
- Umut Akovali & Kamil Yilmaz, 2021. "Unconventional Monetary Policy and Bond Market Connectedness in the New Normal," Koç University-TUSIAD Economic Research Forum Working Papers 2101, Koc University-TUSIAD Economic Research Forum.
- Umut Akovali & Kamil Yilmaz, 2020. "Polarized Politics of Pandemic Response and the Covid-19 Connectedness Across the U.S. States," Koç University-TUSIAD Economic Research Forum Working Papers 2019, Koc University-TUSIAD Economic Research Forum.
- John Cotter & Mark Hallam & Kamil Yilmaz, 2020.
"Macro-Financial Spillovers,"
Working Papers
202005, Geary Institute, University College Dublin.
- Cotter, John & Hallam, Mark & Yilmaz, Kamil, 2023. "Macro-financial spillovers," Journal of International Money and Finance, Elsevier, vol. 133(C).
- Mert Demirer & Umut Gokcen & Kamil Yilmaz, 2018. "Financial Sector Volatility Connectedness and Equity Returns," Koç University-TUSIAD Economic Research Forum Working Papers 1803, Koc University-TUSIAD Economic Research Forum.
- Kamil Yilmaz, 2018. "Bank Volatility Connectedness in South East Asia," Koç University-TUSIAD Economic Research Forum Working Papers 1807, Koc University-TUSIAD Economic Research Forum.
- Erhan Uluceviz & Kamil Yilmaz, 2018.
"Measuring Real-Financial Connectedness in the U.S. Economy,"
Working Papers
2018-02, Gebze Technical University, Department of Economics.
- Uluceviz, Erhan & Yilmaz, Kamil, 2021. "Measuring real–financial connectedness in the U.S. economy," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Erhan Uluceviz & Kamil Yilmaz, 2018. "Measuring Real-Financial Connectedness in the U.S. Economy," Koç University-TUSIAD Economic Research Forum Working Papers 1812, Koc University-TUSIAD Economic Research Forum.
- Korobilis, D & Yilmaz, K, 2018.
"Measuring Dynamic Connectedness with Large Bayesian VAR Models,"
Essex Finance Centre Working Papers
20937, University of Essex, Essex Business School.
- Dimitris Korobilis & Kamil Yilmaz, 2018. "Measuring Dynamic Connectedness with Large Bayesian VAR Models," Koç University-TUSIAD Economic Research Forum Working Papers 1802, Koc University-TUSIAD Economic Research Forum.
- N. Melisa Bilgin & Kamil Yilmaz, 2018. "Producer Price Inflation Connectedness and Input-Output Networks," Koç University-TUSIAD Economic Research Forum Working Papers 1813, Koc University-TUSIAD Economic Research Forum.
- John Cotter & Mark Hallam & Kamil Yilmaz, 2017.
"Mixed-Frequency Macro-Financial Spillovers,"
Koç University-TUSIAD Economic Research Forum Working Papers
1704, Koc University-TUSIAD Economic Research Forum.
- John Cotter & Mark Hallam & Kamil Yilmaz, 2017. "Mixed-frequency macro-financial spillovers," Working Papers 201704, Geary Institute, University College Dublin.
- Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2017.
"Commodity Connectedness,"
NBER Working Papers
23685, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018. "Commodity Connectedness," Central Banking, Analysis, and Economic Policies Book Series, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia (ed.),Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, edition 1, volume 25, chapter 4, pages 097-136, Central Bank of Chile.
- Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2017. "Commodity Connectedness," PIER Working Paper Archive 17-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 02 Mar 2017.
- Diebold, Francis X. & Liu, Laura & Yilmaz, Kamil, 2017. "Commodity connectedness," CFS Working Paper Series 575, Center for Financial Studies (CFS).
- Erol Taymaz & Kamil Yilmaz, 2017. "Political economy of industrial policy in Turkey: The case of the automotive industry," Global Development Institute Working Paper Series esid-090-17, GDI, The University of Manchester.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2015.
"Estimating Global Bank Network Connectedness,"
Koç University-TUSIAD Economic Research Forum Working Papers
1512, Koc University-TUSIAD Economic Research Forum.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018. "Estimating global bank network connectedness," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 1-15, January.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yılmaz, 2017. "Estimating Global Bank Network Connectedness," NBER Working Papers 23140, National Bureau of Economic Research, Inc.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2015. "Estimating Global Bank Network Connectedness," PIER Working Paper Archive 15-025, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Jul 2015.
- Gorkem Bostanci & Kamil Yilmaz, 2015.
"How Connected is the Global Sovereign Credit Risk Network?,"
Koç University-TUSIAD Economic Research Forum Working Papers
1515, Koc University-TUSIAD Economic Research Forum.
- Bostanci, Gorkem & Yilmaz, Kamil, 2020. "How connected is the global sovereign credit risk network?," Journal of Banking & Finance, Elsevier, vol. 113(C).
- Erol Taymaz & Ebru Voyvoda & Kamil Yilmaz, 2014. "Demokrasiye Gecis, Reel ucretler ve Verimlilik: Turk Imalat Sanayiinden Bulgular," Koç University-TUSIAD Economic Research Forum Working Papers 1408, Koc University-TUSIAD Economic Research Forum.
- Kamil Yilmaz, 2014. "Volatility Connectedness of Bank Stocks Across the Atlantic," Koç University-TUSIAD Economic Research Forum Working Papers 1402, Koc University-TUSIAD Economic Research Forum.
- Francis X. Diebold & Kamil Yilmaz, 2013. "Measuring the Dynamics of Global Business Cycle Connectedness," PIER Working Paper Archive 13-070, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Anna Maria Ferragina & Fernanda Mazzotta & Erol Taymaz & Kamil Yilmaz, 2013.
"The Impact Of Fdi On Firm Survival And Employment: A Comparative Analysis For Turkey And Italy,"
ERSA conference papers
ersa13p1211, European Regional Science Association.
- FERRAGINA, Anna Maria, 2013. "The Impact of FDI on Firm Survival and Employment: A Comparative Analysis for Turkey and Italy," CELPE Discussion Papers 127, CELPE - CEnter for Labor and Political Economics, University of Salerno, Italy.
- Francis X. Diebold & Kamil Yilmaz, 2011.
"On the network topology of variance decompositions: Measuring the connectedness of financial firms,"
Working Papers
11-45, Federal Reserve Bank of Philadelphia.
- Diebold, Francis X. & Yılmaz, Kamil, 2014. "On the network topology of variance decompositions: Measuring the connectedness of financial firms," Journal of Econometrics, Elsevier, vol. 182(1), pages 119-134.
- Francis X. Diebold & Kamil Yılmaz, 2011. "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," PIER Working Paper Archive 11-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Kamil Yilmaz, 2011. "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," NBER Working Papers 17490, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Kamil Yilmaz, 2011. "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," Koç University-TUSIAD Economic Research Forum Working Papers 1124, Koc University-TUSIAD Economic Research Forum.
- Erol Taymaz & Ebru Voyvoda & Kamil Yilmaz, 2010. "Global Links and Local Bonds: The Role of Ownership and Size in Productivity Growth," Koç University-TUSIAD Economic Research Forum Working Papers 1020, Koc University-TUSIAD Economic Research Forum.
- Kamil Yilmaz, 2010. "Taking Stock: The Customs Union between Turkey and the EU Fifteen Years Later," Koç University-TUSIAD Economic Research Forum Working Papers 1023, Koc University-TUSIAD Economic Research Forum.
- Francis X. Diebold & Kamil Yilmaz, 2010.
"Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers,"
Koç University-TUSIAD Economic Research Forum Working Papers
1001, Koc University-TUSIAD Economic Research Forum, revised Mar 2010.
- Diebold, Francis X. & Yilmaz, Kamil, 2012. "Better to give than to receive: Predictive directional measurement of volatility spillovers," International Journal of Forecasting, Elsevier, vol. 28(1), pages 57-66.
- Selva Demiralp & Kamil Yilmaz, 2010.
"Para Politikasi Beklentilerinin Sermaye Piyasalari Üzerindeki Etkisi,"
Koç University-TUSIAD Economic Research Forum Working Papers
1008, Koc University-TUSIAD Economic Research Forum.
- Selva DEMİRALP & Kamil YILMAZ, 2010. "Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 25(296), pages 9-31.
- Kamil Yilmaz, 2009. "International Business Cycle Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers 0903, Koc University-TUSIAD Economic Research Forum, revised Nov 2009.
- Selva Demiralp & Kamil Yilmaz, 2009.
"Asymmetric Response to Monetary Policy Surprises at the Long-End of the Yield Curve,"
Koç University-TUSIAD Economic Research Forum Working Papers
0914, Koc University-TUSIAD Economic Research Forum.
- Demiralp, Selva & Yılmaz, Kamil, 2012. "Asymmetric response to monetary policy surprises at the long-end of the yield curve," Journal of Macroeconomics, Elsevier, vol. 34(2), pages 404-418.
- Kamil Yilmaz & Umit Izmen, 2009. "Turkey's Recent Trade and Foreign Direct Investment Performance," Koç University-TUSIAD Economic Research Forum Working Papers 0902, Koc University-TUSIAD Economic Research Forum.
- Turan Bali & Kamil Yilmaz, 2009. "The Intertemporal Relation between Expected Return and Risk on Currency," Koç University-TUSIAD Economic Research Forum Working Papers 0909, Koc University-TUSIAD Economic Research Forum, revised Nov 2009.
- Kamil Yilmaz, 2009. "Business Cycle Spillovers," 2009 Meeting Papers 1079, Society for Economic Dynamics.
- Kamil Yilmaz, 2009.
"Return and Volatility Spillovers among the East Asian Equity Markets,"
Koç University-TUSIAD Economic Research Forum Working Papers
0907, Koc University-TUSIAD Economic Research Forum.
- Yilmaz, Kamil, 2010. "Return and volatility spillovers among the East Asian equity markets," Journal of Asian Economics, Elsevier, vol. 21(3), pages 304-313, June.
- Erol Taymaz & Ebru Voyvoda & Kamil Yilmaz, 2008. "Turkiye Imalat Sanayiinde Yapisal Dönüsüm ve Teknolojik Degisme Dinamikleri," ERC Working Papers 0804, ERC - Economic Research Center, Middle East Technical University, revised Jun 2008.
- Erol Taymaz & Kamil Yılmaz, 2008. "Integration with the Global Economy: The Case of Turkish Automobile and Consumer Electronics Industries," Koç University-TUSIAD Economic Research Forum Working Papers 0801, Koc University-TUSIAD Economic Research Forum.
- Francis X. Diebold & Kamil Yilmaz, 2008.
"Measuring financial asset return and volatility spillovers, with application to global equity markets,"
Working Papers
08-16, Federal Reserve Bank of Philadelphia.
- FrancisX. Diebold & Kamil Yilmaz, 2009. "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, vol. 119(534), pages 158-171, January.
- Francis X. Diebold & Kamil Yilmaz, 2009. "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, vol. 119(534), pages 158-171, January.
- Francis X. Diebold & Kamil Yilmaz, 2008. "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," NBER Working Papers 13811, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Kamil Yilmaz, 2007. "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," PIER Working Paper Archive 07-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Diebold, Francis X. & Yilmaz, Kamil, 2007. "Measuring financial asset return and volatility spillovers, with application to global equity markets," CFS Working Paper Series 2007/02, Center for Financial Studies (CFS).
- Diebold, Francis X. & Yilmaz, Kamil, 2008. "Measuring financial asset return and volatilty spillovers, with application to global equity markets," CFS Working Paper Series 2008/26, Center for Financial Studies (CFS).
- Francis X. Diebold & Kamil Yılmaz, 2007. "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," Koç University-TUSIAD Economic Research Forum Working Papers 0705, Koc University-TUSIAD Economic Research Forum.
- Taymaz, Erol & Yilmaz, Kamil, 2008. "Foreign Direct Investment and Productivity Spillovers: Identifying Linkages through Product-based Measures," MPRA Paper 66243, University Library of Munich, Germany, revised 2009.
- Kamil Yılmaz & Şule Özler & Erol Taymaz, 2007.
"History Matters for the Export Decision: Plant Level Evidence from Turkish Manufacturing Industry,"
Koç University-TUSIAD Economic Research Forum Working Papers
0706, Koc University-TUSIAD Economic Research Forum.
- Özler, Sule & Taymaz, Erol & YIlmaz, Kamil, 2009. "History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry," World Development, Elsevier, vol. 37(2), pages 479-488, February.
- Sule Ozler & Erol Taymaz & Kamil Yilmaz, 2007. "History Matters for the Export Decision Plant Level Evidence from Turkish Manufacturing Industry," ERC Working Papers 0704, ERC - Economic Research Center, Middle East Technical University, revised Mar 2007.
- Francis X. Diebold & Kamil Yılmaz, 2007.
"Macroeconomic Volatility and Stock Market Volatility,World-Wide,"
Koç University-TUSIAD Economic Research Forum Working Papers
0711, Koc University-TUSIAD Economic Research Forum.
- Francis X. Diebold & Kamil Yilmaz, 2008. "Macroeconomic Volatility and Stock Market Volatility, World-Wide," PIER Working Paper Archive 08-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Kamil Yilmaz, 2008. "Macroeconomic Volatility and Stock Market Volatility, Worldwide," NBER Working Papers 14269, National Bureau of Economic Research, Inc.
- Kamil Yılmaz & Şule Özler, 2007.
"Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants,"
Koç University-TUSIAD Economic Research Forum Working Papers
0704, Koc University-TUSIAD Economic Research Forum.
- Sule Ozler & Kamil Yilmaz, 2009. "Productivity response to reduction in trade barriers: evidence from Turkish manufacturing plants," Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(2), pages 339-360, July.
- Taymaz, Erol & Yilmaz, Kamil, 2006. "Productivity and Trade Orientation: Turkish Manufacturing Industry Before and After the Customs Union," MPRA Paper 58843, University Library of Munich, Germany, revised 2007.
- Yilmaz, Kamil, 2000. "Türk telekomünikasyon sektöründe reform: Özelleştirme, düzenleme ve serbestleşme [Reform in the Turkish telecommunications sector: Privatisation, regulation, and liberalisation]," MPRA Paper 66244, University Library of Munich, Germany.
- Yilmaz, K., 1999. "Nash and Stackelberg Optimum Export Taxes," Papers 99/04, Koc University.
- Tan, B. & Yilmaz, K., 1999.
"Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation,"
Papers
99/03, Koc University.
- Tan, Baris & Yilmaz, Kamil, 2002. "Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation," European Journal of Operational Research, Elsevier, vol. 137(3), pages 524-543, March.
- Yilmaz, K. & Altug, S., 1998. "Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey," Papers 1998/03, Koc University.
- Mody, A. & Yilmaz, K., 1997. "Machinery Investment and Export Competitiveness," Papers 1997/07, Koc University.
- Mody, Ashoka & Yilmaz, Kamil & DEC, 1994.
"Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries,"
Policy Research Working Paper Series
1276, The World Bank.
- Mody, Ashoka & Yilmaz, Kamil, 1997. "Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries," Journal of Development Economics, Elsevier, vol. 53(2), pages 447-470, August.
- Francis X. Diebold & Javier Gardeazabal & Kamil Yilmaz, 1993.
"On cointegration and exchange rate dynamics,"
Working Papers
93-2, Federal Reserve Bank of Philadelphia.
- Diebold, Francis X & Gardeazabal, Javier & Yilmaz, Kamil, 1994. "On Cointegration and Exchange Rate Dynamics," Journal of Finance, American Finance Association, vol. 49(2), pages 727-735, June.
repec:cpr:ceprdp:7966 is not listed on IDEAS
Articles
- Taymaz, Erol & Voyvoda, Ebru & Yilmaz, Kamil, 2024. "Is there a virtuous cycle between wages and productivity? Turkish experience after the transition to democracy," World Development, Elsevier, vol. 175(C).
- Diebold, Francis X. & Yılmaz, Kamil, 2023. "Reprint of: On the network topology of variance decompositions: Measuring the connectedness of financial firms," Journal of Econometrics, Elsevier, vol. 234(S), pages 70-90.
- Cotter, John & Hallam, Mark & Yilmaz, Kamil, 2023.
"Macro-financial spillovers,"
Journal of International Money and Finance, Elsevier, vol. 133(C).
- John Cotter & Mark Hallam & Kamil Yilmaz, 2020. "Macro-Financial Spillovers," Working Papers 202005, Geary Institute, University College Dublin.
- Uluceviz, Erhan & Yilmaz, Kamil, 2021.
"Measuring real–financial connectedness in the U.S. economy,"
The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- Erhan Uluceviz & Kamil Yilmaz, 2018. "Measuring Real-Financial Connectedness in the U.S. Economy," Koç University-TUSIAD Economic Research Forum Working Papers 1812, Koc University-TUSIAD Economic Research Forum.
- Erhan Uluceviz & Kamil Yilmaz, 2018. "Measuring Real-Financial Connectedness in the U.S. Economy," Working Papers 2018-02, Gebze Technical University, Department of Economics.
- Bostanci, Gorkem & Yilmaz, Kamil, 2020.
"How connected is the global sovereign credit risk network?,"
Journal of Banking & Finance, Elsevier, vol. 113(C).
- Gorkem Bostanci & Kamil Yilmaz, 2015. "How Connected is the Global Sovereign Credit Risk Network?," Koç University-TUSIAD Economic Research Forum Working Papers 1515, Koc University-TUSIAD Economic Research Forum.
- Erhan Uluceviz & Kamil Yilmaz, 2020. "Real-financial connectedness in the Swiss economy," Swiss Journal of Economics and Statistics, Springer;Swiss Society of Economics and Statistics, vol. 156(1), pages 1-20, December.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018.
"Estimating global bank network connectedness,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 33(1), pages 1-15, January.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yılmaz, 2017. "Estimating Global Bank Network Connectedness," NBER Working Papers 23140, National Bureau of Economic Research, Inc.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2015. "Estimating Global Bank Network Connectedness," PIER Working Paper Archive 15-025, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 25 Jul 2015.
- Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2015. "Estimating Global Bank Network Connectedness," Koç University-TUSIAD Economic Research Forum Working Papers 1512, Koc University-TUSIAD Economic Research Forum.
- Francis X. Diebold & Kamil Yilmaz, 2016. "Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014," Journal of Financial Econometrics, Oxford University Press, vol. 14(1), pages 81-127.
- Diebold, Francis X. & Yılmaz, Kamil, 2014.
"On the network topology of variance decompositions: Measuring the connectedness of financial firms,"
Journal of Econometrics, Elsevier, vol. 182(1), pages 119-134.
- Francis X. Diebold & Kamil Yılmaz, 2011. "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," PIER Working Paper Archive 11-031, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Francis X. Diebold & Kamil Yilmaz, 2011. "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," NBER Working Papers 17490, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Kamil Yilmaz, 2011. "On the network topology of variance decompositions: Measuring the connectedness of financial firms," Working Papers 11-45, Federal Reserve Bank of Philadelphia.
- Francis X. Diebold & Kamil Yilmaz, 2011. "On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms," Koç University-TUSIAD Economic Research Forum Working Papers 1124, Koc University-TUSIAD Economic Research Forum.
- Diebold, Francis X. & Yilmaz, Kamil, 2012.
"Better to give than to receive: Predictive directional measurement of volatility spillovers,"
International Journal of Forecasting, Elsevier, vol. 28(1), pages 57-66.
- Francis X. Diebold & Kamil Yilmaz, 2010. "Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers," Koç University-TUSIAD Economic Research Forum Working Papers 1001, Koc University-TUSIAD Economic Research Forum, revised Mar 2010.
- Demiralp, Selva & Yılmaz, Kamil, 2012.
"Asymmetric response to monetary policy surprises at the long-end of the yield curve,"
Journal of Macroeconomics, Elsevier, vol. 34(2), pages 404-418.
- Selva Demiralp & Kamil Yilmaz, 2009. "Asymmetric Response to Monetary Policy Surprises at the Long-End of the Yield Curve," Koç University-TUSIAD Economic Research Forum Working Papers 0914, Koc University-TUSIAD Economic Research Forum.
- Yilmaz, Kamil, 2010.
"Return and volatility spillovers among the East Asian equity markets,"
Journal of Asian Economics, Elsevier, vol. 21(3), pages 304-313, June.
- Kamil Yilmaz, 2009. "Return and Volatility Spillovers among the East Asian Equity Markets," Koç University-TUSIAD Economic Research Forum Working Papers 0907, Koc University-TUSIAD Economic Research Forum.
- Selva DEMİRALP & Kamil YILMAZ, 2010.
"Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi,"
Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 25(296), pages 9-31.
- Selva Demiralp & Kamil Yilmaz, 2010. "Para Politikasi Beklentilerinin Sermaye Piyasalari Üzerindeki Etkisi," Koç University-TUSIAD Economic Research Forum Working Papers 1008, Koc University-TUSIAD Economic Research Forum.
- FrancisX. Diebold & Kamil Yilmaz, 2009.
"Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets,"
Economic Journal, Royal Economic Society, vol. 119(534), pages 158-171, January.
- Francis X. Diebold & Kamil Yilmaz, 2009. "Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets," Economic Journal, Royal Economic Society, vol. 119(534), pages 158-171, January.
- Francis X. Diebold & Kamil Yilmaz, 2008. "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," NBER Working Papers 13811, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Kamil Yilmaz, 2008. "Measuring financial asset return and volatility spillovers, with application to global equity markets," Working Papers 08-16, Federal Reserve Bank of Philadelphia.
- Francis X. Diebold & Kamil Yilmaz, 2007. "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," PIER Working Paper Archive 07-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
- Diebold, Francis X. & Yilmaz, Kamil, 2007. "Measuring financial asset return and volatility spillovers, with application to global equity markets," CFS Working Paper Series 2007/02, Center for Financial Studies (CFS).
- Diebold, Francis X. & Yilmaz, Kamil, 2008. "Measuring financial asset return and volatilty spillovers, with application to global equity markets," CFS Working Paper Series 2008/26, Center for Financial Studies (CFS).
- Francis X. Diebold & Kamil Yılmaz, 2007. "Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets," Koç University-TUSIAD Economic Research Forum Working Papers 0705, Koc University-TUSIAD Economic Research Forum.
- Tom Doan, "undated". "RATS programs to replicate Diebold and Yilmaz EJ 2009 spillover calculations," Statistical Software Components RTZ00044, Boston College Department of Economics.
- Francis X. Diebold / Kamil Yilmaz, 2009.
"Equity Market Spillovers in the Americas,"
Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(2), pages 55-65, August.
- Francis X. Diebold & Kamil Yilmaz, 2011. "Equity Market Spillovers in the Americas," Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 7, pages 199-214, Central Bank of Chile.
- Özler, Sule & Taymaz, Erol & YIlmaz, Kamil, 2009.
"History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry,"
World Development, Elsevier, vol. 37(2), pages 479-488, February.
- Sule Ozler & Erol Taymaz & Kamil Yilmaz, 2007. "History Matters for the Export Decision Plant Level Evidence from Turkish Manufacturing Industry," ERC Working Papers 0704, ERC - Economic Research Center, Middle East Technical University, revised Mar 2007.
- Kamil Yılmaz & Şule Özler & Erol Taymaz, 2007. "History Matters for the Export Decision: Plant Level Evidence from Turkish Manufacturing Industry," Koç University-TUSIAD Economic Research Forum Working Papers 0706, Koc University-TUSIAD Economic Research Forum.
- Sule Ozler & Kamil Yilmaz, 2009.
"Productivity response to reduction in trade barriers: evidence from Turkish manufacturing plants,"
Review of World Economics (Weltwirtschaftliches Archiv), Springer;Institut für Weltwirtschaft (Kiel Institute for the World Economy), vol. 145(2), pages 339-360, July.
- Kamil Yılmaz & Şule Özler, 2007. "Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants," Koç University-TUSIAD Economic Research Forum Working Papers 0704, Koc University-TUSIAD Economic Research Forum.
- Kamil Yilmaz, 2006. "How much should primary commodity exports be taxed? Nash and Stackelberg equilibria in the Global Cocoa Market," The Journal of International Trade & Economic Development, Taylor & Francis Journals, vol. 15(1), pages 1-26.
- Alper, C. Emre & Yilmaz, Kamil, 2004. "Volatility and contagion: evidence from the Istanbul stock exchange," Economic Systems, Elsevier, vol. 28(4), pages 353-367, December.
- Yilmaz, Kamil, 2003. "Martingale Property of Exchange Rates and Central Bank Interventions," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(3), pages 383-395, July.
- Tan, Baris & Yilmaz, Kamil, 2002.
"Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation,"
European Journal of Operational Research, Elsevier, vol. 137(3), pages 524-543, March.
- Tan, B. & Yilmaz, K., 1999. "Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation," Papers 99/03, Koc University.
- Ashoka Mody & Kamil Yilmaz, 2002. "Imported Machinery for Export Competitiveness," The World Bank Economic Review, World Bank, vol. 16(1), pages 23-48, June.
- Kamil YILMAZ, 2001. "Yüksek Enflasyon Sürecinde Siyasi Elitlerin Rolü: Arjantin, Brezilya, İsrail Ve Türkiye Deneyimlerinin Karşılaştırmalı Analizi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 16(183), pages 15-36.
- Yilmaz, Kamil, 1999. "Optimal export taxes in a multicountry framework," Journal of Development Economics, Elsevier, vol. 60(2), pages 439-465, December.
- Aydin Hayri & Kamil Yilmaz, 1997. "Privatisation and Stock Market Efficiency: The British Experience," Scottish Journal of Political Economy, Scottish Economic Society, vol. 44(2), pages 113-133, May.
- Mody, Ashoka & Yilmaz, Kamil, 1997.
"Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries,"
Journal of Development Economics, Elsevier, vol. 53(2), pages 447-470, August.
- Mody, Ashoka & Yilmaz, Kamil & DEC, 1994. "Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries," Policy Research Working Paper Series 1276, The World Bank.
- Diebold, Francis X & Gardeazabal, Javier & Yilmaz, Kamil, 1994.
"On Cointegration and Exchange Rate Dynamics,"
Journal of Finance, American Finance Association, vol. 49(2), pages 727-735, June.
- Francis X. Diebold & Javier Gardeazabal & Kamil Yilmaz, 1993. "On cointegration and exchange rate dynamics," Working Papers 93-2, Federal Reserve Bank of Philadelphia.
RePEc:bla:scotjp:v:44:y:1997:i:2:p:113-33 is not listed on IDEAS
Chapters
- Marcello Pericoli & Kamil Yilmaz, 2024. "Shocks and global asset market connectedness," Chapters, in: Guglielmo M. Caporale (ed.), Handbook of Financial Integration, chapter 5, pages 108-133, Edward Elgar Publishing.
- Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2018.
"Commodity Connectedness,"
Central Banking, Analysis, and Economic Policies Book Series, in: Enrique G. Mendoza & Ernesto Pastén & Diego Saravia (ed.),Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, edition 1, volume 25, chapter 4, pages 097-136,
Central Bank of Chile.
- Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2017. "Commodity Connectedness," NBER Working Papers 23685, National Bureau of Economic Research, Inc.
- Francis X. Diebold & Laura Liu & Kamil Yilmaz, 2017. "Commodity Connectedness," PIER Working Paper Archive 17-003, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 02 Mar 2017.
- Diebold, Francis X. & Liu, Laura & Yilmaz, Kamil, 2017. "Commodity connectedness," CFS Working Paper Series 575, Center for Financial Studies (CFS).
- Francis X. Diebold & Kamil Yilmaz, 2011.
"Equity Market Spillovers in the Americas,"
Central Banking, Analysis, and Economic Policies Book Series, in: Rodrigo Alfaro (ed.),Financial Stability, Monetary Policy, and Central Banking, edition 1, volume 15, chapter 7, pages 199-214,
Central Bank of Chile.
- Francis X. Diebold / Kamil Yilmaz, 2009. "Equity Market Spillovers in the Americas," Journal Economía Chilena (The Chilean Economy), Central Bank of Chile, vol. 12(2), pages 55-65, August.
Books
- Kamil Yilmaz, 2017. "The Measurement and Monitoring of the Systemically Important Financial Institutions in SEACEN Economies," Research Studies, South East Asian Central Banks (SEACEN) Research and Training Centre, number rp101.
- Diebold, Francis X. & Yilmaz, Kamil, 2015. "Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring," OUP Catalogue, Oxford University Press, number 9780199338306.
- Erol Taymaz & Kamil Yilmaz, 2008. "Integration with the Global Economy," World Bank Publications - Books, The World Bank Group, number 28034.
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Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 46 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.- NEP-MAC: Macroeconomics (14) 2007-11-24 2008-08-31 2008-08-31 2009-04-13 2010-01-16 2013-12-29 2017-02-05 2017-02-05 2018-09-10 2018-09-17 2018-10-22 2020-08-10 2021-04-12 2021-08-09. Author is listed
- NEP-BEC: Business Economics (9) 2007-01-23 2007-11-17 2007-11-24 2008-02-16 2008-08-31 2008-09-29 2009-04-13 2010-01-23 2010-06-18. Author is listed
- NEP-NET: Network Economics (8) 2011-10-15 2015-08-19 2015-08-30 2017-02-26 2017-08-27 2017-10-22 2018-09-03 2022-12-05. Author is listed
- NEP-BAN: Banking (7) 2011-10-15 2011-11-01 2014-02-08 2015-08-19 2017-02-26 2018-01-29 2018-03-26. Author is listed
- NEP-CWA: Central and Western Asia (7) 2007-05-26 2007-11-17 2007-11-17 2008-02-23 2009-03-14 2010-06-18 2014-03-15. Author is listed
- NEP-CBA: Central Banking (5) 2009-04-13 2011-10-15 2011-10-15 2011-11-01 2021-04-12. Author is listed
- NEP-RMG: Risk Management (5) 2007-11-24 2008-08-31 2011-10-15 2011-11-01 2014-02-08. Author is listed
- NEP-ETS: Econometric Time Series (4) 2007-11-17 2007-11-24 2017-02-05 2018-01-15
- NEP-FMK: Financial Markets (4) 2008-02-16 2008-09-29 2009-10-10 2018-01-29
- NEP-INT: International Trade (4) 2007-05-26 2007-11-17 2007-11-17 2010-07-31
- NEP-ARA: MENA - Middle East and North Africa (3) 2010-07-31 2014-03-15 2021-08-09
- NEP-CFN: Corporate Finance (3) 2007-01-23 2007-11-24 2018-01-29
- NEP-EFF: Efficiency and Productivity (3) 2007-11-17 2010-06-18 2021-08-09
- NEP-FDG: Financial Development and Growth (2) 2018-09-10 2018-10-22
- NEP-MON: Monetary Economics (2) 2010-01-16 2021-04-12
- NEP-MST: Market Microstructure (2) 2009-10-10 2010-01-23
- NEP-SEA: South East Asia (2) 2009-10-10 2018-03-26
- NEP-ACC: Accounting and Auditing (1) 2014-02-08
- NEP-CTA: Contract Theory and Applications (1) 2017-10-22
- NEP-ENT: Entrepreneurship (1) 2010-06-18
- NEP-GER: German Papers (1) 2015-08-30
- NEP-IFN: International Finance (1) 2009-10-10
- NEP-LMA: Labor Markets - Supply, Demand, and Wages (1) 2021-08-09
- NEP-OPM: Open Economy Macroeconomics (1) 2009-03-14
- NEP-POL: Positive Political Economics (1) 2021-08-09
- NEP-SBM: Small Business Management (1) 2010-06-18
- NEP-URE: Urban and Real Estate Economics (1) 2020-11-30
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