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Burak Saltoglu
(Burak Saltoğlu)

This is information that was supplied by Burak Saltoglu in registering through RePEc. If you are Burak Saltoglu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name:Burak
Middle Name:
Last Name:Saltoglu
Suffix:
RePEc Short-ID:psa514
[This author has chosen not to make the email address public]
http://econ.boun.edu.tr/saltoglu
Department of Economics, Bogazici University, Bebek, Istanbul, Turkey
İstanbul, Turkey
http://www.econ.boun.edu.tr/

: +90 (212) 359-6505
+90 (212) 287-2453
Natuk Birkan Hall, Bebek, 34342 İstanbul
RePEc:edi:deboutr (more details at EDIRC)
İstanbul, Turkey
http://www.cee.boun.edu.tr/

: 90-212-358 15 00
90-212-287 24 53
34342 Bebek, İstanbul
RePEc:edi:cxboutr (more details at EDIRC)

This author is featured on the following reading lists, publication compilations or Wikipedia entries:

  1. Turkish Economists
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  1. Tolga Umut Kuzubas & Burak Saltoglu & Can Sever, 2014. "Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation," Working Papers 2014/01, Bogazici University, Department of Economics.
  2. Tolga Umut Kuzubas & Inci Omercikoglu & Burak Saltoglu, 2013. "Network Centrality Measures and Systemic Risk: An Application to the Turkish Financial Crisis," Working Papers 2013/12, Bogazici University, Department of Economics.
  3. S. Devrim Yilmaz & Burak Saltoglu, 2013. "Why is it so Difficult and Complex to Solve the Euro Problem?," Centre for Growth and Business Cycle Research Discussion Paper Series 180, Economics, The Univeristy of Manchester.
  4. Saltoglu, Burak & Yenilmez, Taylan, 2010. "Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash," MPRA Paper 26684, University Library of Munich, Germany.
  5. Saltoglu, Burak & Yazgan, Ege, 2009. "The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market," MPRA Paper 18741, University Library of Munich, Germany.
  6. C. Emre Alper & Salih Fendoglu & Burak Saltoglu, 2009. "MIDAS Volatility Forecast Performance Under Market Stress: Evidence from Emerging and Developed Stock Markets," Working Papers 2009/04, Bogazici University, Department of Economics.
  7. Alper, C. Emre & Fendoglu, Salih & Saltoglu, Burak, 2008. "Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets," MPRA Paper 7460, University Library of Munich, Germany.
  8. Burak Saltoglu & Jon Danielsson, 2003. "Anatomy of a Market Crash: A Market Microstructure Analysis of the Turkish Overnight Liquidity Crisis," FMG Discussion Papers dp456, Financial Markets Group.
  1. Burak Saltoglu & Taylan Yenilmez, 2015. "When does low interconnectivity cause systemic risk?," Quantitative Finance, Taylor & Francis Journals, vol. 15(12), pages 1933-1942, December.
  2. Kuzubaş, Tolga Umut & Ömercikoğlu, Inci & Saltoğlu, Burak, 2014. "Network centrality measures and systemic risk: An application to the Turkish financial crisis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 405(C), pages 203-215.
  3. Burak Saltoğlu, 2013. "Turkish Banking Sector Current Status and the Future Challenges," Atlantic Economic Journal, International Atlantic Economic Society, vol. 41(1), pages 75-86, March.
  4. Burak Saltoglu & M. Ege Yazgan, 2012. "The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market," Emerging Markets Finance and Trade, M.E. Sharpe, Inc., vol. 48(S5), pages 48-63, November.
  5. Emre Alper, C. & Fendoglu, Salih & Saltoglu, Burak, 2012. "MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets," Economics Letters, Elsevier, vol. 117(2), pages 528-532.
  6. Tae-Hwy Lee & Yong Bao & Burak Saltoğlu, 2007. "Comparing density forecast models Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003;," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 26(3), pages 203-225.
  7. Tae-Hwy Lee & Yong Bao & Burak Saltoglu, 2006. "Evaluating predictive performance of value-at-risk models in emerging markets: a reality check," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 25(2), pages 101-128.
  8. K. Ben Nowman & Burak Saltoglu, 2003. "An empirical comparison of interest rates using an interest rate model and nonparametric methods," Applied Economics Letters, Taylor & Francis Journals, vol. 10(10), pages 643-645.
  9. Nowman, K. Ben & Saltoglu, Burak, 2003. "Continuous time and nonparametric modelling of U.S. interest rate models," International Review of Financial Analysis, Elsevier, vol. 12(1), pages 25-34.
  10. Burak Saltoglu, 2003. "Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates," Applied Financial Economics, Taylor & Francis Journals, vol. 13(3), pages 169-176.
  11. Burc Kayahan & Thanasis Stengos & Burak Saltoglu, 2002. "Intra-Day Features of Realized Volatility: Evidence from an Emerging Market," International Journal of Business and Economics, College of Business, and College of Finance, Feng Chia University, Taichung, Taiwan, vol. 1(1), pages 17-24, April.
  12. Lee, Tae-Hwy & Saltoglu, Burak, 2002. "Assessing the risk forecasts for Japanese stock market," Japan and the World Economy, Elsevier, vol. 14(1), pages 63-85, January.
  13. Burak Saltoglu, 2000. "Estimating a continuous time portfolio selection model: An application with UK data," Empirical Economics, Springer, vol. 25(1), pages 93-109.
  14. Burak Saltoglu, 1998. "Speed of adjustment to the long-run equilibrium: an application with US Stock Price and Dividend data," Applied Financial Economics, Taylor & Francis Journals, vol. 8(4), pages 367-375.
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 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-RMG: Risk Management (4) 2008-03-08 2010-11-20 2013-08-31 2014-05-17. Author is listed
  2. NEP-ARA: MENA - Middle East & North Africa (3) 2009-11-27 2010-11-20 2013-08-31. Author is listed
  3. NEP-FOR: Forecasting (3) 2008-03-08 2009-05-30 2009-11-27. Author is listed
  4. NEP-BAN: Banking (2) 2010-11-20 2014-05-17. Author is listed
  5. NEP-REG: Regulation (2) 2010-11-20 2014-05-17. Author is listed
  6. NEP-CBA: Central Banking (1) 2013-08-31
  7. NEP-CWA: Central & Western Asia (1) 2010-11-20
  8. NEP-ECM: Econometrics (1) 2008-03-08
  9. NEP-ETS: Econometric Time Series (1) 2009-05-30
  10. NEP-FMK: Financial Markets (1) 2008-03-08
  11. NEP-MON: Monetary Economics (1) 2009-11-27
  12. NEP-NET: Network Economics (1) 2013-08-31

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