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Abdullah Yalama

Personal Details

First Name:Abdullah
Middle Name:
Last Name:Yalama
Suffix:
RePEc Short-ID:pya261
http://iibf.ogu.edu.tr/abdullah
Eskişehir Osmangazi Universitesi İktisadi ve Idari Bilimler Fakultesi Isletme Bolumu B-Blok 2. kat 26480 Meselik Kampusu Eskisehir/Turkiye
+902222393750/1759

Affiliation

(50%) İktisadi ve İdari Bilimler Fakültesi
Osmangazi Üniversitesi

Eskişehir, Turkey
http://iibf.ogu.edu.tr/

:
0 222 2292527

RePEc:edi:iiogutr (more details at EDIRC)

(50%) Ekonomi ve Ekonometri Merkezi (EEM)
Boğaziçi Üniversitesi

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)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Murat Tasdemir & Abdullah Yalama, 2010. "Inter-Regional Volatility Spillovers Between Emerging Capital Markets: Evidence From Turkey And Brazil," Working Papers 2010/8, Turkish Economic Association, revised Jan 2010.
  2. Dungey, Mardi & Yalama, Abdullah, 2010. "Detecting Contagion with Correlation: Volatility and Timing Matter," Working Papers 10447, University of Tasmania, Tasmanian School of Business and Economics, revised 01 May 2010.

Articles

  1. Murat Taşdemir & Abdullah Yalama, 2014. "Volatility Spillover Effects in Interregional Equity Markets: Empirical Evidence from Brazil and Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(2), pages 190-202.
  2. Dungey, Mardi & McKenzie, Michael D. & Yalama, Abdullah, 2013. "The cross market effects of short sale restrictions," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 53-71.
  3. Yalama, Abdullah & Celik, Sibel, 2013. "Real or spurious long memory characteristics of volatility: Empirical evidence from an emerging market," Economic Modelling, Elsevier, vol. 30(C), pages 67-72.
  4. Abdullah Yalama, 2012. "International Financial Contagion: The Role of the UK," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 26(2), pages 115-129.
  5. Abdullah YALAMA & Ulaş ÜNLÜ, 2010. "The calendar anomalies in IPO returns: Evidence from Turkey," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 25(286), pages 89-109.
  6. Mehmet Emin YILDIZ & Abdullah YALAMA & Güven SEVİL, 2009. "Sermaye yapısı teorilerinin geçerliliğinin test edilmesi: Panel veri analizi kullanılarak İMKB-imalat sektörü üzerinde ampirik bir uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(278), pages 25-45.
  7. Ulas UNLU & Birol YILDIZ & Abdullah YALAMA, 2009. "Ýlk Halka Arzlarda Uzun Dönem Getirilerinin Yapay Sinir Aðlarý ile ÝMKB Ýçin Ampirik Bir Çalýþma," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 10(1), pages 29-47, December.

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. Dungey, Mardi & Yalama, Abdullah, 2010. "Detecting Contagion with Correlation: Volatility and Timing Matter," Working Papers 10447, University of Tasmania, Tasmanian School of Business and Economics, revised 01 May 2010.

    Cited by:

    1. Abdullah Yalama, 2012. "International Financial Contagion: The Role of the UK," Bogazici Journal, Review of Social, Economic and Administrative Studies, Bogazici University, Department of Economics, vol. 26(2), pages 115-129.
    2. Tabak, Benjamin M. & de Castro Miranda, Rodrigo & da Silva Medeiros, Maurício, 2016. "Contagion in CDS, banking and equity markets," Economic Systems, Elsevier, vol. 40(1), pages 120-134.

Articles

  1. Murat Taşdemir & Abdullah Yalama, 2014. "Volatility Spillover Effects in Interregional Equity Markets: Empirical Evidence from Brazil and Turkey," Emerging Markets Finance and Trade, Taylor & Francis Journals, vol. 50(2), pages 190-202.

    Cited by:

    1. Reboredo, Juan C. & Tiwari, Aviral Kumar & Albulescu, Claudiu Tiberiu, 2015. "An analysis of dependence between Central and Eastern European stock markets," Economic Systems, Elsevier, vol. 39(3), pages 474-490.
    2. Raúl de Jesús Gutiérrez & Edgar Ortiz & Oswaldo García Salgado, 2017. "Los efectos de largo plazo de la asimetría y persistencia en la predicción de la volatilidad: evidencia para mercados accionarios de América Latina," Contaduría y Administración, Accounting and Management, vol. 62(4), pages 1063-1080, Octubre-D.

  2. Dungey, Mardi & McKenzie, Michael D. & Yalama, Abdullah, 2013. "The cross market effects of short sale restrictions," The North American Journal of Economics and Finance, Elsevier, vol. 26(C), pages 53-71.

    Cited by:

    1. Dungey, Mardi & Gajurel, Dinesh, 2014. "Contagion and banking crisis — internatonal evidence for 2007-2009," Working Papers 2014-10, University of Tasmania, Tasmanian School of Business and Economics.

  3. Yalama, Abdullah & Celik, Sibel, 2013. "Real or spurious long memory characteristics of volatility: Empirical evidence from an emerging market," Economic Modelling, Elsevier, vol. 30(C), pages 67-72.

    Cited by:

    1. Ngene, Geoffrey & Tah, Kenneth A. & Darrat, Ali F., 2017. "Long memory or structural breaks: Some evidence for African stock markets," Review of Financial Economics, Elsevier, vol. 34(C), pages 61-73.
    2. Charfeddine, Lanouar & Ajmi, Ahdi Noomen, 2013. "The Tunisian stock market index volatility: Long memory vs. switching regime," Emerging Markets Review, Elsevier, vol. 16(C), pages 170-182.
    3. Shi, Yanlin & Ho, Kin-Yip, 2015. "Modeling high-frequency volatility with three-state FIGARCH models," Economic Modelling, Elsevier, vol. 51(C), pages 473-483.
    4. Walther, Thomas & Klein, Tony & Thu, Hien Pham & Piontek, Krzysztof, 2017. "True or spurious long memory in European non-EMU currencies," Research in International Business and Finance, Elsevier, vol. 40(C), pages 217-230.
    5. Baruník, Jozef & Dvořáková, Sylvie, 2015. "An empirical model of fractionally cointegrated daily high and low stock market prices," Economic Modelling, Elsevier, vol. 45(C), pages 193-206.
    6. Suo, Yuan-Yuan & Wang, Dong-Hua & Li, Sai-Ping, 2015. "Risk estimation of CSI 300 index spot and futures in China from a new perspective," Economic Modelling, Elsevier, vol. 49(C), pages 344-353.
    7. Shi, Yanlin & Ho, Kin-Yip, 2015. "Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model," Journal of Banking & Finance, Elsevier, vol. 61(S2), pages 189-204.
    8. Baruník, Jozef & Hlínková, Michaela, 2016. "Revisiting the long memory dynamics of the implied–realized volatility relationship: New evidence from the wavelet regression," Economic Modelling, Elsevier, vol. 54(C), pages 503-514.
    9. Huang, Zhuo & Liu, Hao & Wang, Tianyi, 2016. "Modeling long memory volatility using realized measures of volatility: A realized HAR GARCH model," Economic Modelling, Elsevier, vol. 52(PB), pages 812-821.
    10. Shi, Wendong & Sun, Jingwei, 2016. "Aggregation and long-memory: An analysis based on the discrete Fourier transform," Economic Modelling, Elsevier, vol. 53(C), pages 470-476.
    11. Cevik, Emrah Ismail & Topaloğlu, Gültekin, 2014. "Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği
      [Long memory and structural breaks on volatility: evidence from Borsa Istanbul]
      ," MPRA Paper 71485, University Library of Munich, Germany, revised 2014.
    12. Bentes, Sónia R., 2014. "Measuring persistence in stock market volatility using the FIGARCH approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 408(C), pages 190-197.

  4. Mehmet Emin YILDIZ & Abdullah YALAMA & Güven SEVİL, 2009. "Sermaye yapısı teorilerinin geçerliliğinin test edilmesi: Panel veri analizi kullanılarak İMKB-imalat sektörü üzerinde ampirik bir uygulama," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 24(278), pages 25-45.

    Cited by:

    1. Bulent Koksal & Cuneyt Orman, 2014. "Determinants of Capital Structure : Evidence from a Major Developing Economy," Working Papers 1426, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.

  5. Ulas UNLU & Birol YILDIZ & Abdullah YALAMA, 2009. "Ýlk Halka Arzlarda Uzun Dönem Getirilerinin Yapay Sinir Aðlarý ile ÝMKB Ýçin Ampirik Bir Çalýþma," Istanbul University Econometrics and Statistics e-Journal, Department of Econometrics, Faculty of Economics, Istanbul University, vol. 10(1), pages 29-47, December.

    Cited by:

    1. Fatih Macit & Ahmet Sekreter & Selver Seda Ada & Esra Simsek, 2015. "What Determines Post-IPO Market Performance: Evidence From Turkish IPOs," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 4(2), pages 73-79, June.

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