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Yusuf Varlı
(Yusuf Varli)

Personal Details

First Name:Yusuf
Middle Name:
Last Name:Varli
Suffix:
RePEc Short-ID:pva649
[This author has chosen not to make the email address public]

Affiliation

(50%) Araştırma ve İş Geliştirme Bölümü
Borsa İstanbul

İstanbul, Turkey
http://www.borsaistanbul.com/kurumsal/arastirma-ve-is-gelistirme/hakkimizda
RePEc:edi:rdisetr (more details at EDIRC)

(50%) Murat Sertel İleri İktisadi Araştırmalar Merkezi
İstanbul Bilgi Üniversitesi

İstanbul, Turkey
http://mscenter.bilgi.edu.tr/
RePEc:edi:msbiltr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Orhan Erdem & Elvan Ceyhan & Yusuf Varlı, 2011. "A New Correlation Coefficient for Bivariate Time-Series Data," Working Papers 201101, Murat Sertel Center for Advanced Economic Studies, Istanbul Bilgi University.

Articles

  1. Varli, Yusuf & Yildirim, Yildiray, 2015. "Default and prepayment modelling in participating mortgages," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 81-88.
  2. Erdem, Orhan & Ceyhan, Elvan & Varli, Yusuf, 2014. "A new correlation coefficient for bivariate time-series data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 274-284.
  3. Erdem, Orhan & Varli, Yusuf, 2014. "Understanding the sovereign credit ratings of emerging markets," Emerging Markets Review, Elsevier, vol. 20(C), pages 42-57.
  4. Orhan Erdem & Hande Oruc & Yusuf Varli, 2013. "Housing Market and Macroeconomic Fundamentals," Istanbul Stock Exchange Review, Research and Business Development Department, Borsa Istanbul, vol. 13(51), pages 58-81, April.

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. Orhan Erdem & Elvan Ceyhan & Yusuf Varlı, 2011. "A New Correlation Coefficient for Bivariate Time-Series Data," Working Papers 201101, Murat Sertel Center for Advanced Economic Studies, Istanbul Bilgi University.

    Cited by:

    1. Li, Hailin, 2015. "Piecewise aggregate representations and lower-bound distance functions for multivariate time series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 427(C), pages 10-25.
    2. Leena Pasanen & Lasse Holmström, 2017. "Scale space multiresolution correlation analysis for time series data," Computational Statistics, Springer, vol. 32(1), pages 197-218, March.
    3. Xu, Paiheng & Zhang, Rong & Deng, Yong, 2017. "A novel weight determination method for time series data aggregation," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 482(C), pages 42-55.
    4. Xiao Li & Liping Zhang & Sidong Zeng & Zhenyu Tang & Lina Liu & Qin Zhang & Zhengyang Tang & Xiaojun Hua, 2022. "Predicting Monthly Runoff of the Upper Yangtze River Based on Multiple Machine Learning Models," Sustainability, MDPI, vol. 14(18), pages 1-23, September.
    5. Marianna Brunetti & Roberta De Luca, 2020. "Pre-selection in Cointegration-based Pairs Trading," CEIS Research Paper 500, Tor Vergata University, CEIS, revised 10 Mar 2021.
    6. Sunil Kumar & Ilyoung Chong, 2018. "Correlation Analysis to Identify the Effective Data in Machine Learning: Prediction of Depressive Disorder and Emotion States," IJERPH, MDPI, vol. 15(12), pages 1-24, December.
    7. Contreras-Reyes, Javier E. & Idrovo-Aguirre, Byron J., 2020. "Backcasting and forecasting time series using detrended cross-correlation analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 560(C).

Articles

  1. Varli, Yusuf & Yildirim, Yildiray, 2015. "Default and prepayment modelling in participating mortgages," Journal of Banking & Finance, Elsevier, vol. 61(C), pages 81-88.

    Cited by:

    1. Yung-Tsung Lee & Tianxiang Shi, 2022. "Valuation of Reverse Mortgages with Surrender: A Utility Approach," The Journal of Real Estate Finance and Economics, Springer, vol. 65(4), pages 593-621, November.
    2. Shi, Tianxiang & Lee, Yung-Tsung, 2021. "Prepayment risk in reverse mortgages: An intensity-governed surrender model," Insurance: Mathematics and Economics, Elsevier, vol. 98(C), pages 68-82.
    3. Lok Man Michel Tong & Gianluca Marcato, 2018. "Modelling Competitive Mortgage Termination Option Strategies: Default vs Restructuring and Prepayment vs Defeasance," ERES eres2018_300, European Real Estate Society (ERES).

  2. Erdem, Orhan & Ceyhan, Elvan & Varli, Yusuf, 2014. "A new correlation coefficient for bivariate time-series data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 414(C), pages 274-284.
    See citations under working paper version above.
  3. Erdem, Orhan & Varli, Yusuf, 2014. "Understanding the sovereign credit ratings of emerging markets," Emerging Markets Review, Elsevier, vol. 20(C), pages 42-57.

    Cited by:

    1. Oliver Takawira & John W. Muteba Mwamba, 2022. "Sovereign Credit Ratings Analysis Using the Logistic Regression Model," Risks, MDPI, vol. 10(4), pages 1-24, March.
    2. Mikhail Stolbov, 2017. "Determinants of sovereign credit risk: the case of Russia," Post-Communist Economies, Taylor & Francis Journals, vol. 29(1), pages 51-70, January.
    3. Balima, Hippolyte Weneyam, 2020. "Coups d’état and the cost of debt," Journal of Comparative Economics, Elsevier, vol. 48(3), pages 509-528.
    4. Ozturk, Huseyin & Namli, Ersin & Erdal, Halil Ibrahim, 2016. "Modelling sovereign credit ratings: The accuracy of models in a heterogeneous sample," Economic Modelling, Elsevier, vol. 54(C), pages 469-478.
    5. Chen, Sheng-Syan & Chen, Hsien-Yi & Chang, Chong-Chuo & Yang, Shu-Ling, 2016. "The relation between sovereign credit rating revisions and economic growth," Journal of Banking & Finance, Elsevier, vol. 64(C), pages 90-100.
    6. Luitel, Prabesh & Vanpée, Rosanne & De Moor, Lieven, 2016. "Pernicious effects: How the credit rating agencies disadvantage emerging markets," Research in International Business and Finance, Elsevier, vol. 38(C), pages 286-298.
    7. Reisen, Helmut, 2015. "Will the AIIB and the NDB Help Reform Multilateral Development Banking?," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, pages 297-304.
    8. Dumitriu, Ramona & Stefanescu, Răzvan, 2020. "Iluzii financiare, Partea întâi [Financial Illusions, Part 1]," MPRA Paper 101201, University Library of Munich, Germany, revised 17 Jun 2020.
    9. Nerea San-Martín-Albizuri & Arturo Rodriguez-Castellanos, 2018. "Crises and unpredictability in developing countries," Third World Quarterly, Taylor & Francis Journals, vol. 39(1), pages 35-50, January.
    10. Ben Hmiden, Oussama & Ben Cheikh, Nidhaleddine, 2016. "Debt-threshold effect in sovereign credit ratings: New evidence from nonlinear panel smooth transition models," Finance Research Letters, Elsevier, vol. 19(C), pages 273-278.
    11. Regina Stéphanie Seri, 2021. "How giant discoveries of natural resources impact sovereign debt ratings in developing and emerging countries ?," CERDI Working papers hal-03144330, HAL.
    12. Gabriel Caldas Montes & Diego Silveira Pacheco Oliveira, 2019. "Central bank transparency and sovereign risk ratings: a panel data approach," International Economics and Economic Policy, Springer, vol. 16(2), pages 417-433, April.
    13. Diego Silveira Pacheco de Oliveira & Gabriel Caldas Montes, 2020. "Sovereign credit news and disagreement in expectations about the exchange rate: evidence from Brazil," Journal of Economic Studies, Emerald Group Publishing, vol. 48(3), pages 660-698, August.
    14. Yalta, A. Talha & Yalta, A. Yasemin, 2018. "Are credit rating agencies regionally biased?," Economic Systems, Elsevier, vol. 42(4), pages 682-694.
    15. Abdul Rafay & Yang Chen & Muhammad A.B.Naeem & Maham Ijaz, 2018. "Analyzing the Impact of Credit Ratings on Firm Performance and Stock Returns: An Evidence from Taiwan," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 22(3), pages 771-790, Summer.
    16. Cuadros-Solas, Pedro Jesús & Salvador Muñoz, Carlos, 2022. "Disentangling the sources of sovereign rating adjustments: An examination of changes in rating policies following the GFC," Research in International Business and Finance, Elsevier, vol. 59(C).
    17. Bales, Kyle & Malikane, Christopher, 2020. "The effect of credit ratings on emerging market volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 65(C).
    18. Zamira Oskonbaeva, 2020. "Determinants of credit ratings: evidence from panel discrete model," Economics and Business Letters, Oviedo University Press, vol. 9(3), pages 240-247.
    19. Teixeira, João C.A. & Silva, Francisco J.F. & Ferreira, Manuel B.S. & Vieira, José A.C., 2018. "Sovereign credit rating determinants under financial crises," Global Finance Journal, Elsevier, vol. 36(C), pages 1-13.
    20. Aras, Osman Nuri & Öztürk, Mustafa, 2018. "The Effect of the Macroeconomic Determinants on Sovereign Credit Rating of Turkey," MPRA Paper 86642, University Library of Munich, Germany.
    21. Oluyomi A. Osobajo & Adeola E. Akintunde, 2019. "Determinants of Sovereign Credit Ratings in Emerging Markets," International Business Research, Canadian Center of Science and Education, vol. 12(5), pages 142-166, May.
    22. Hassan, Kamrul & Hoque, Ariful & Gasbarro, Dominic, 2017. "Sovereign default risk linkage: Implication for portfolio diversification," Pacific-Basin Finance Journal, Elsevier, vol. 41(C), pages 1-16.
    23. Frederick DUBE & Brian BARNARD, 2019. "Equity Valuation based on a Random Process Modelling of Earnings and Equity Growth," Expert Journal of Economics, Sprint Investify, vol. 7(1), pages 1-31.
    24. De Moor, Lieven & Luitel, Prabesh & Sercu, Piet & Vanpée, Rosanne, 2018. "Subjectivity in sovereign credit ratings," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 366-392.
    25. Regina Stéphanie Seri, 2021. "How giant discoveries of natural resources impact sovereign debt ratings in developing and emerging countries ?," Working Papers hal-03144330, HAL.
    26. Guneren Genc, Elif & Deniz Basar, Ozlem, 2019. "Comparison of Country Ratings of Credit Rating Agencies with MOORA Method," Business and Economics Research Journal, Uludag University, Faculty of Economics and Administrative Sciences, vol. 10(2), pages 391-404, April.
    27. Zoran Ivanovic & Sinisa Bogdan & Suzana Baresa, 2015. "Modeling and Estimating Shadow Sovereign Ratings," Contemporary Economics, University of Economics and Human Sciences in Warsaw., vol. 9(3), September.
    28. Huseyin Ozturk & Ersin Namli & Halil Ibrahim Erdal, 2016. "Reducing Overreliance on Sovereign Credit Ratings: Which Model Serves Better?," Computational Economics, Springer;Society for Computational Economics, vol. 48(1), pages 59-81, June.
    29. Stefanos Ioannou, 2017. "Credit Rating Downgrades and Sudden Stops of Capital Flows in the Eurozone," Journal of International Commerce, Economics and Policy (JICEP), World Scientific Publishing Co. Pte. Ltd., vol. 8(03), pages 1-36, October.
    30. Carlos Uribe-Teran & Santiago Mosquera, 2019. "Structural factors, global shocks and sovereign debt credit ratings," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(1), pages 104-126, January.
    31. Duygun, Meryem & Ozturk, Huseyin & Shaban, Mohamed, 2016. "The role of sovereign credit ratings in fiscal discipline," Emerging Markets Review, Elsevier, vol. 27(C), pages 197-216.
    32. Oliver Takawira & John W. Muteba Mwamba, 2020. "Determinants of Sovereign Credit Ratings: An Application of the Naïve Bayes Classifier," Eurasian Journal of Economics and Finance, Eurasian Publications, vol. 8(4), pages 279-299.
    33. Gabriel Caldas Montes & Diego S. P. Oliveira & Helder Ferreira Mendonça, 2016. "Sovereign Credit Ratings in Developing Economies: New Empirical Assessment," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 21(4), pages 382-397, October.
    34. Diego Silveira Pacheco De Oliveira & Gabriel Caldas Montes, 2016. "Beyond The Macroeconomic Determinants Of Sovereign Credit Ratings In Developing Economies: A Panel Data Analysis Considering Different Dimensions," Anais do XLIII Encontro Nacional de Economia [Proceedings of the 43rd Brazilian Economics Meeting] 049, ANPEC - Associação Nacional dos Centros de Pós-Graduação em Economia [Brazilian Association of Graduate Programs in Economics].
    35. Bundala, Ntogwa, 2012. "Do Economic Growth, Human Development and Political Stability favour sovereign Creditworthiness of a Country? A Cross Country Survey on Developed and Developing Countries," MPRA Paper 47626, University Library of Munich, Germany.
    36. Fahad Bashir & Omar Masood & Abdullah Imran Sahi, 2017. "Sovereign Credit Rating Changes and Its Impact on Financial Markets of Europe during Debt Crisis Period in Greece and Ireland," International Journal of Academic Research in Accounting, Finance and Management Sciences, Human Resource Management Academic Research Society, International Journal of Academic Research in Accounting, Finance and Management Sciences, vol. 7(4), pages 146-159, October.
    37. Šergo Zdravko & Gržinić Jasmina, 2018. "Does the International Tourism Industry Relax Sovereign Credit Ratings: The Case of Countries Most Reliant on Tourism," South East European Journal of Economics and Business, Sciendo, vol. 13(2), pages 100-111, December.
    38. A. Talha Yalta & Yasemin Yalta, 2018. "Are the Credit Rating Agencies Biased Against MENA Countries?," Working Papers 1274, Economic Research Forum, revised 19 Dec 2018.
    39. M. Utku Özmen, 2019. "Economic complexity and sovereign risk premia," Economics Bulletin, AccessEcon, vol. 39(3), pages 1714-1726.

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