Details about Mustafa Caglayan

Access statistics for papers by Mustafa Caglayan.

Last updated 2013-04-16. Update your information in the RePEc Author Service.

Short-id: pca30

Working Papers

2013

1. Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter?
   Boston College Working Papers in Economics, Boston College Department of Economics

2012

2. Asymmetric monetary policy rules for open economies: Evidence from four countries
   MPRA Paper, University Library of Munich, Germany
3. Firm Productivity, Exchange Rate Movements, Sources of Finance and Export Orientation
   MPRA Paper, University Library of Munich, Germany View citations (2)
4. R&D Expenditures and Geographical Sales Diversification
   Boston College Working Papers in Economics, Boston College Department of Economics
5. The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity
   Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
6. The Impact of Inflation Uncertainty on Economic Growth: A MRS-IV Approach
   Working Papers, The University of Sheffield, Department of Economics
7. The law of one price and the role of market structure
   MPRA Paper, University Library of Munich, Germany
8. Trade flows, exchange rate uncertainty and financial depth: evidence from 28 emerging countries
   MPRA Paper, University Library of Munich, Germany
   Also in Working Papers, The University of Sheffield, Department of Economics (2010) View citations (1)

2011

9. Firm productivity, exchange rate movements, sources of finance and export orientationInventories and sales uncertainty
   Working Papers, The University of Sheffield, Department of Economics
10. Inventories and sales uncertainty
    Working Papers, The University of Sheffield, Department of Economics View citations (2)
    Also in Discussion Papers, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM)
11. Monetary policy effects on output and exchange rates: Results from US, UK and Japan
    Working Papers, The University of Sheffield, Department of Economics
12. Real effects of inflation uncertainty in the US
    Working Papers, The University of Sheffield, Department of Economics

2010

13. Corporate Liquidity Management and Future Investment Expenditures
    University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK.
14. Parliamentary Election Cycles and the Turkish Banking Sector
    University of East Anglia Applied and Financial Economics Working Paper Series, School of Economics, University of East Anglia, Norwich, UK. View citations (2)
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2010) View citations (4)
    Working Papers, Turkish Economic Association (2009)
    See also Journal Article in Journal of Banking & Finance (2010)
15. The response of firms' leverage to uncertainty: Evidence from UK public versus non-public firms
    Working Papers, The University of Sheffield, Department of Economics

2009

16. Determinants of Financial vs. Non Financial Stock Returns: Evidence from Istanbul Stock Exchange
    Working Papers, The University of Sheffield, Department of Economics

2008

17. Does Real Exchange Rate Volatility Affect Sectoral Trade Flows?
    Working Papers, The University of Sheffield, Department of Economics View citations (1)
    See also Journal Article in Southern Economic Journal (2010)
18. On the Investment Sensitivity of Debt under Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics
    See also Journal Article in Economics Letters (2010)
19. On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics
    See also Journal Article in Oxford Economic Papers (2010)
20. On the Sensitivity of the Volume and Volatility of Bilateral Trade Flows to Exchange Rate Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
    See also Journal Article in Journal of International Money and Finance (2010)
21. Political patronage in Ukranian banking
    Boston College Working Papers in Economics, Boston College Department of Economics
    See also Journal Article in The Economics of Transition (2008)
22. The Effect of the Exchange Rates on Investment in Mexican Manufacturing Industry
    The Warwick Economics Research Paper Series (TWERPS), University of Warwick, Department of Economics
    See also Journal Article in Open Economies Review (2011)
23. The Volatility of International Trade Flows and Exchange Rate Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
24. The role of uncertainty in the transmission of monetary policy effects on bank lending
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
25. The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
    See also Journal Article in Economics Letters (2009)

2007

26. Do Institutions, Inequality and Religious Beliefs Affect Cadaveric versus Live- Kidney Harvesting
    Working Papers, The University of Sheffield, Department of Economics
27. Effects of Exchange Rate Volatility on the Volume and Volatility of Bilateral Exports
    Money Macro and Finance (MMF) Research Group Conference 2006, Money Macro and Finance Research Group View citations (1)
28. Uncertainty Determinants of Firm Investment
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
    See also Journal Article in Economics Letters (2008)

2006

29. Firm Investment and Financial Frictions
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (3)
30. Inflation, Price Dispersion, and Market Structure
    Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy View citations (6)
    See also Journal Article in European Economic Review (2008)
31. Reexamining the linkages between inflation and output growth: A bivariate ARFIMA-FIGARCH approach
    Working Papers, Business School - Economics, University of Glasgow
32. Uncertainty Determinants of Corporate Liquidity
    Boston College Working Papers in Economics, Boston College Department of Economics
    Also in Working Papers, Business School - Economics, University of Glasgow (2006)
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2006)
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005)
    See also Journal Article in Economic Modelling (2008)

2005

33. CADAVERIC VS. LIVE-DONOR KIDNEY TRANSPLANTS: THE INTERACTION OF INSTITUTIONS AND INEQUALITY
    Working Papers, Business School - Economics, University of Glasgow View citations (1)
    Also in Working Papers, Florida International University, Department of Economics (2005) View citations (1)
34. The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (14)
    See also Journal Article in Review of Financial Economics (2006)
35. The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity
    Working Papers, Business School - Economics, University of Glasgow
36. The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty
    Working Papers, Business School - Economics, University of Glasgow View citations (4)
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations (7)
    Discussion Papers in Economics, Department of Economics, University of Leicester (2004) View citations (9)

2004

37. Market Structure, Inflation, and Price Dispersion
    Research Papers, University of Liverpool Management School
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2004)
38. Re-examining the Transmission of Monetary Policy: What More Do a Million Observations Have to Say
    Money Macro and Finance (MMF) Research Group Conference 2004, Money Macro and Finance Research Group View citations (5)
39. The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations (8)
    Also in Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (7)
    ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research (2004) View citations (1)
    Discussion Papers in Economics, Department of Economics, University of Leicester (2004) View citations (1)

2003

40. Incompletely Informed Policymakers and Trade Policy in Oligopolistic Industries
    Research Papers, University of Liverpool Management School
    See also Journal Article in Manchester School (2004)
41. Sectoral Fluctuations in U.K. Firms' Investment Expenditures
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
    Also in Research Papers, University of Liverpool Management School (2002)
    See also Journal Article in Economics Bulletin (2003)
42. The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms
    Boston College Working Papers in Economics, Boston College Department of Economics

2002

43. Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (2)
    See also Journal Article in Journal of Applied Econometrics (2004)
44. Nonlinear Impact of Inflation on Relative Price Variability
    Research Papers, University of Liverpool Management School View citations (2)
    See also Journal Article in Economics Letters (2003)
45. The Impact of Macroeconomic Uncertainty on Bank Lending Behavior
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (13)
    Also in Research Papers, University of Liverpool Management School (2002) View citations (10)

2001

46. Exchange Rate Effects on the Volume and Variability of Trade Flows
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (12)
    Also in Working Papers, Koc University (1998)
    See also Journal Article in Journal of International Money and Finance (2002)
47. Exchange Rate Effects on the Volume of Trade Flows: An Empirical Analysis Employing High-Frequency Data
    Computing in Economics and Finance 2001, Society for Computational Economics View citations (1)
    Also in CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2000) View citations (4)

2000

48. Exchange Rate Uncertainty and Firm Profitability
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (5)
    See also Journal Article in Journal of Macroeconomics (2001)
49. Persistent Dependence in Foreign Exchange Rates? A Reexamination
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (3)

1999

50. Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (43)
    See also Journal Article in Journal of International Money and Finance (2001)

1998

51. Fractional Monetary Dynamics
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (1)
    See also Journal Article in Applied Economics (1999)
52. Long memory or structural breaks: Can either explain nonstationary real exchange rates under the current float?
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (11)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (1999)

1996

53. Monetary Instability, the Predictability of Prices and the Allocation of Investment: An Empirical Investigation Using UK Panel Data
    Boston College Working Papers in Economics, Boston College Department of Economics
    Also in UBC Departmental Archives, UBC Department of Economics (1996) View citations (2)
    See also Journal Article in American Economic Review (2001)
54. Persistence in International Inflation Rates
    Boston College Working Papers in Economics, Boston College Department of Economics View citations (22)
    See also Journal Article in Southern Economic Journal (1999)

1994

55. Trends and Cycle Variations in the Cross-Sectional Distribution of Debt for U.K. Companies: Some Stylized Facts
    Boston College Working Papers in Economics, Boston College Department of Economics

Journal Articles

2012

1. Inventories, sales uncertainty, and financial strength
   Journal of Banking & Finance, 2012, 36, (9), 2512-2521

2011

2. The Effect of the Exchange Rates on Investment in Mexican Manufacturing Industry
   Open Economies Review, 2011, 22, (4), 669-683
   See also Working Paper (2008)

2010

3. Do institutions, inequality and cultural differences affect cadaveric versus live-kidney harvesting?
   Economics Bulletin, 2010, 30, (1), 10-19
4. Does Real Exchange Rate Volatility Affect Sectoral Trade Flows?
   Southern Economic Journal, 2010, 77, (2), 313-335 View citations (2)
   See also Working Paper (2008)
5. On the investment sensitivity of debt under uncertainty
   Economics Letters, 2010, 106, (1), 25-27 View citations (1)
   See also Working Paper (2008)
6. On the sensitivity of firms' investment to cash flow and uncertainty
   Oxford Economic Papers, 2010, 62, (2), 286-306 View citations (3)
   See also Working Paper (2008)
7. On the sensitivity of the volume and volatility of bilateral trade flows to exchange rate uncertainty
   Journal of International Money and Finance, 2010, 29, (1), 79-93 View citations (5)
   See also Working Paper (2008)
8. Parliamentary election cycles and the Turkish banking sector
   Journal of Banking & Finance, 2010, 34, (11), 2709-2719 View citations (2)
   See also Working Paper (2010)

2009

9. The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds
   Economics Letters, 2009, 102, (2), 87-89
   See also Working Paper (2008)

2008

10. Inflation, price dispersion, and market structure
    European Economic Review, 2008, 52, (7), 1187-1208 View citations (7)
    See also Working Paper (2006)
11. Political patronage in Ukrainian banking
    The Economics of Transition, 2008, 16, (3), 537-557 View citations (2)
    See also Working Paper (2008)
12. Uncertainty determinants of corporate liquidity
    Economic Modelling, 2008, 25, (5), 833-849 View citations (3)
    See also Working Paper (2006)
13. Uncertainty determinants of firm investment
    Economics Letters, 2008, 98, (3), 282-287 View citations (4)
    See also Working Paper (2007)

2007

14. Ukrainische Banken: politische Patronage von Bedeutung
    DIW Wochenbericht, 2007, 74, (23), 367-371

2006

15. The impact of macroeconomic uncertainty on non-financial firms' demand for liquidity
    Review of Financial Economics, 2006, 15, (4), 289-304 View citations (12)
    See also Working Paper (2005)

2004

16. Incompletely informed policymakers and trade policy in oligopolistic industries
    Manchester School, 2004, 72, (3), 283-297 View citations (1)
    See also Working Paper (2003)
17. Nonlinear effects of exchange rate volatility on the volume of bilateral exports
    Journal of Applied Econometrics, 2004, 19, (1), 1-23 View citations (36)
    See also Working Paper (2002)

2003

18. Nonlinear impact of inflation on relative price variability
    Economics Letters, 2003, 79, (2), 213-218 View citations (13)
    See also Working Paper (2002)
19. Sectoral fluctuations in U.K. firms' investment expenditures
    Economics Bulletin, 2003, 5, (13), 1-10
    See also Working Paper (2003)

2002

20. Exchange rate effects on the volume and variability of trade flows
    Journal of International Money and Finance, 2002, 21, (4), 481-496 View citations (17)
    See also Working Paper (2001)

2001

21. Exchange Rate Uncertainty and Firm Profitability
    Journal of Macroeconomics, 2001, 23, (4), 565-576 View citations (17)
    See also Working Paper (2000)
22. Monetary Instability, the Predictability of Prices, and the Allocation of Investment: An Empirical Investigation Using U.K. Panel Data
    American Economic Review, 2001, 91, (3), 648-662 View citations (29)
    See also Working Paper (1996)
23. Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era
    Journal of International Money and Finance, 2001, 20, (3), 379-399 View citations (108)
    See also Working Paper (1999)

2000

24. Costly signal extraction and profit differentials in oligopolistic markets
    Economics Letters, 2000, 69, (3), 359-363 View citations (3)
25. Uncertainty Resolution and Strategic Trade Policy in Oligopolistic Industries
    Review of International Economics, 2000, 8, (2), 311-18 View citations (3)

1999

26. Fractional monetary dynamics
    Applied Economics, 1999, 31, (11), 1393-1400 View citations (2)
    See also Working Paper (1998)
27. Long memory or structural breaks: can either explain nonstationary real exchange rates under the current float?
    Journal of International Financial Markets, Institutions and Money, 1999, 9, (4), 359-376 View citations (23)
    See also Working Paper (1998)
28. Persistence in International Inflation Rates
    Southern Economic Journal, 1999, 65, (4), 900-913 View citations (27)
    See also Working Paper (1996)