IDEAS home Printed from
   My authors  Follow this author

Burak Saltoğlu
(Burak Saltoglu)

Personal Details

First Name:Burak
Middle Name:
Last Name:Saltoglu
RePEc Short-ID:psa514
[This author has chosen not to make the email address public]
Department of Economics, Bogazici University, Bebek, Istanbul, Turkey


(99%) İktisat Bölümü
Boğaziçi Üniversitesi

İstanbul, Turkey
RePEc:edi:deboutr (more details at EDIRC)

(1%) Ekonomi ve Ekonometri Merkezi (EEM)
Boğaziçi Üniversitesi

İstanbul, Turkey
RePEc:edi:cxboutr (more details at EDIRC)

Research output

Jump to: Working papers Articles

Working papers

  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. 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 University of Manchester.
  3. 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.
  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. 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.
  6. 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.
  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. Gürdal, Mehmet Y. & Kuzubaş, Tolga U. & Saltoğlu, Burak, 2017. "Measures of individual risk attitudes and portfolio choice: Evidence from pension participants," Journal of Economic Psychology, Elsevier, vol. 62(C), pages 186-203.
  2. Kuzubaş, Tolga Umut & Saltoğlu, Burak & Sever, Can, 2016. "Systemic risk and heterogeneous leverage in banking networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 462(C), pages 358-375.
  3. Ahmet Faruk Aysan & Huseyin Ozturk & Ali Yavuz Polat & Burak Saltoğlu, 2016. "Macroeconomic Drivers of Loan Quality in Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 52(1), pages 98-109, January.
  4. Burak Saltoglu & Taylan Yenilmez, 2015. "When does low interconnectivity cause systemic risk?," Quantitative Finance, Taylor & Francis Journals, vol. 15(12), pages 1933-1942, December.
  5. 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.
  6. Burak Saltoğlu, 2013. "Turkish Banking Sector Current Status and the Future Challenges," Atlantic Economic Journal, Springer;International Atlantic Economic Society, vol. 41(1), pages 75-86, March.
  7. 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.
  8. 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, Taylor & Francis Journals, vol. 48(S5), pages 48-63, November.
  9. 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.
  10. 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.
  11. Burak Saltoǧlu, 2006. "Emerging Markets in Financial Crisis: Capital Flows, Savings, Debt and Banking Reform by ŞAZIYE GAZIOǦLU," The World Economy, Wiley Blackwell, vol. 29(9), pages 1295-1296, September.
  12. 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.
  13. 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.
  14. 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.
  15. 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.
  16. Burc Kayahan & Thanasis Stengos & Burak Saltoglu, 2002. "Intra-Day Features of Realized Volatility: Evidence from an Emerging Market," International Journal of Business and Economics, School of Management Development, Feng Chia University, Taichung, Taiwan, vol. 1(1), pages 17-24, April.
  17. Burak Saltoglu, 2000. "Estimating a continuous time portfolio selection model: An application with UK data," Empirical Economics, Springer, vol. 25(1), pages 93-109.
  18. 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.

More information

Research fields, statistics, top rankings, if available.


Access and download statistics for all items

Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:
  1. Turkish Economists

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 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
  2. NEP-ARA: MENA - Middle East & North Africa (3) 2009-11-27 2010-11-20 2013-08-31
  3. NEP-FOR: Forecasting (3) 2008-03-08 2009-05-30 2009-11-27
  4. NEP-BAN: Banking (2) 2010-11-20 2014-05-17
  5. NEP-REG: Regulation (2) 2010-11-20 2014-05-17
  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


All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Burak Saltoglu
(Burak Saltoglu) should log into the RePEc Author Service.

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.

IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.