Details about C. Emre Alper

Access statistics for papers by C. Emre Alper.

Last updated 2013-04-15. Update your information in the RePEc Author Service.

Short-id: pal211

Working Papers

2012

1. A Toolkit for Assessing Fiscal Vulnerabilities and Risks in Advanced Economies
   IMF Working Papers, International Monetary Fund
2. Pricing of Sovereign Credit Risk: Evidence from Advanced Economies During the Financial Crisis
   IMF Working Papers, International Monetary Fund View citations (5)

2011

3. Public Debt in Advanced Economies and its Spillover Effects on Long-term Yields
   IMF Working Papers, International Monetary Fund View citations (2)

2009

4. Asymmetric Effects of Oil Prices on the Manufacturing Sector in Turkey
   Working Papers, Bogazici University, Department of Economics
   See also Journal Article in Review of Middle East Economics and Finance (2010)
5. MIDAS Volatility Forecast Performance Under Market Stress: Evidence from Emerging and Developed Stock Markets
   Working Papers, Bogazici University, Department of Economics
6. The Conduct of Monetary Policy in Turkey in the Pre- and Post-crisis Period of 2001 in Comparative Perspective: a Case for Central Bank Independence
   MPRA Paper, University Library of Munich, Germany

2008

7. Estimating Central Bank Behavior in Emerging Markets: The Case of Turkey
   MPRA Paper, University Library of Munich, Germany
8. Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets
   MPRA Paper, University Library of Munich, Germany View citations (3)

2007

9. The Economics of Uncovered Interest Parity Condition for Emerging Markets: A Survey
   MPRA Paper, University Library of Munich, Germany View citations (3)
   Also in Working Papers, Bogazici University, Department of Economics (2007) View citations (5)
   See also Journal Article in Journal of Economic Surveys (2009)
10. The welfare effects of government's preferences over spending and its financing
    MPRA Paper, University Library of Munich, Germany
    Also in Working Papers, Bogazici University, Department of Economics (2006)
    See also Journal Article in Economic Modelling (2008)

2005

11. Türkiye'de Otomobil Talebinin Tahmini
    Working Papers, Bogazici University, Department of Economics

2004

12. Estimating Yield Curves in Turkey: Factor Analysis Approach
    Working Papers, Bogazici University, Department of Economics
13. Estimating the Term Structure of Government Securities in Turkey
    Working Papers, Bogazici University, Department of Economics View citations (2)

2002

14. Emerging Market Crises and the IMF: Rethinking the Role of the IMF in the Light of Turkey's 2000-2001 Financial Crises
    Working Papers, Bogazici University, Department of Economics View citations (2)
15. Soft Budget Constraints, Government Ownership of Banks and Regulatory Failure: The Political Economy of the Turkish Banking System in the Post-Capital Account Liberalization Era
    Working Papers, Bogazici University, Department of Economics View citations (6)

2001

16. Budget Deficit, Inflation and Debt Sustainability: Evidence from Turkey(1970-2000)
    Working Papers, Bogazici University, Department of Economics View citations (3)
17. Financial Globalization, the Democratic Deficit and Recurrent Crises in Emerging Markets: the Turkish Experience in the Aftermath of Capital Account Liberalization
    Working Papers, Bogazici University, Department of Economics View citations (1)
    See also Journal Article in Emerging Markets Finance and Trade (2003)
18. Matematiksel Istatistik ve Ekonometri Egitiminde Teori ve Uygulama Arasi Gerekli Kopru: Bilgisayar Uygulamali Basit Monte Carlo Deneyleri
    Working Papers, Bogazici University, Department of Economics
19. Moving Holidays and Seasonality: An Application in the Time and Frequency Domains For Turkey
    Working Papers, Bogazici University, Department of Economics View citations (1)
20. The Transmission of a Sudden Capital Outflow: Evidence from Turkey
    Working Papers, Bogazici University, Department of Economics View citations (5)
    See also Journal Article in Eastern European Economics (2001)
21. The Turkish Liquidity Crisis of 2000: What Went Wrong
    Working Papers, Bogazici University, Department of Economics View citations (12)

2000

22. Stylized Facts of Business Cycles, Excess Volatility and Capital Flows: Evidence from Mexico and Turkey
    Working Papers, Bogazici University, Department of Economics View citations (5)

1999

23. The Equilibrium Real Exchange Rate: Evidence from Turkey
    MPRA Paper, University Library of Munich, Germany View citations (8)

1998

24. Some Observations on Turkish Inflation: A ''Random Walk'' Down the Past Decade
    Working Papers, Bogazici University, Department of Economics View citations (18)

1996

25. Budget Deficit, Money Supply and Inflation: Evidence from Low and High Frequency Data for Turkey
    Working Papers, Bogazici University, Department of Economics View citations (6)
26. Measures of Volatility and Aggregate Investment
    Working Papers, Bogazici University, Department of Economics

Journal Articles

2012

1. MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets
   Economics Letters, 2012, 117, (2), 528-532

2010

2. Asymmetric Effects of Oil Prices on the Manufacturing Sector in Turkey
   Review of Middle East Economics and Finance, 2010, 6, (1), 4 View citations (1)
   See also Working Paper (2009)
3. Structural change and economic growth: a calibration exercise for Turkey
   Economics Bulletin, 2010, 30, (2), 983-995

2009

4. Asymmetric adjustment of retail gasoline prices in turkey to world crude oil price changes: the role of taxes
   Economics Bulletin, 2009, 29, (2), 775-787 View citations (1)
5. Drivers of expected returns in Istanbul stock exchange: Fama-French factors and coskewness
   Applied Economics, 2009, 41, (20), 2619-2633
6. Financial Liberalization, Fiscal Prudence and Growth: Panel Evidence from 1980–2003
   Open Economies Review, 2009, 20, (4), 509-524
7. THE ECONOMICS OF THE UNCOVERED INTEREST PARITY CONDITION FOR EMERGING MARKETS
   Journal of Economic Surveys, 2009, 23, (1), 115-138 View citations (8)
   See also Working Paper (2007)

2008

8. Oil Prices, aggregate economic activity and global liquidity conditions: evidence from Turkey
   Economics Bulletin, 2008, 17, (6), 1-8 View citations (2)
9. The welfare effects of government's preferences over spending and its financing
   Economic Modelling, 2008, 25, (1), 1-12
   See also Working Paper (2007)

2007

10. Forecasting the term structure of interest rates for Turkey: a factor analysis approach
    Applied Financial Economics, 2007, 17, (1), 77-85 View citations (1)
11. Interaction between price, quality and country of origin when estimating automobile demand: the case of Turkey
    Applied Economics, 2007, 39, (14), 1789-1796

2004

12. Moving Holidays and Seasonal Adjustment: The Case of Turkey
    Review of Middle East Economics and Finance, 2004, 2, (3), 3 View citations (1)
13. Prediction of Currency Crises: Case of Turkey
    Review of Middle East Economics and Finance, 2004, 2, (2), 1 View citations (3)
14. Volatility and contagion: evidence from the Istanbul stock exchange
    Economic Systems, 2004, 28, (4), 353-367 View citations (4)

2003

15. Financial Globalization, the Democratic Deficit, and Recurrent Crises in Emerging Markets: The Turkish Experience in the Aftermath of Capital Account Liberalization
    Emerging Markets Finance and Trade, 2003, 39, (3), 5-26 View citations (9)
    See also Working Paper (2001)

2001

16. The Transmission of a Sudden Capital Outflow: Evidence from Turkey
    Eastern European Economics, 2001, 39, (2), 29-48 View citations (7)
    See also Working Paper (2001)

1997

17. Currency substitution and exchange rate instability: The Turkish case
    European Economic Review, 1997, 41, (3-5), 827-835 View citations (15)
18. Türkiye''de Sermaye Hareketleri Ve Risk Primi
    Iktisat Isletme ve Finans, 1997, 12, (136), 53-63

Chapters

2010

1. covered interest parity
   Palgrave Macmillan View citations (7)