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Details about Mustafa Caglayan

E-mail:
Homepage:http://www.sml.hw.ac.uk/staff-directory/mustafa-caglayan.htm
Phone:+44 (0) 131 451 8373
Postal address:School of Management & Languages; Accountancy, Economics and Finance Heriot-Watt University Edinburgh EH14 4AS United Kingdom
Workplace:Department of Accountancy, Economics and Finance, School of Management & Languages, Heriot-Watt University, (more information at EDIRC)

Access statistics for papers by Mustafa Caglayan.

Last updated 2014-01-27. Update your information in the RePEc Author Service.

Short-id: pca30


Jump to Journal Articles

Working Papers

2013

  1. Capital Structure Adjustments: Do Macroeconomic and Business Risks Matter?
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
  2. The Response of Firms' Leverage to Risk: Evidence from UK Public versus Non-Public ManufacturingFirms
    CFI Discussion Papers, Centre for Finance and Investment, Heriot Watt University Downloads
    See also Journal Article in Economic Inquiry (2014)
  3. The Role of Financial Depth on the Asymmetric Impact of Monetary Policy
    Working Papers, The University of Sheffield, Department of Economics Downloads

2012

  1. Asymmetric monetary policy rules for open economies: Evidence from four countries
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Firm Productivity, Exchange Rate Movements, Sources of Finance and Export Orientation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (5)
    See also Journal Article in World Development (2014)
  3. R&D Expenditures and Geographical Sales Diversification
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
  4. The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
    See also Journal Article in Review of International Economics (2013)
  5. The Impact of Inflation Uncertainty on Economic Growth: A MRS-IV Approach
    Working Papers, The University of Sheffield, Department of Economics Downloads
  6. The law of one price and the role of market structure
    MPRA Paper, University Library of Munich, Germany Downloads
  7. Trade flows, exchange rate uncertainty and financial depth: evidence from 28 emerging countries
    MPRA Paper, University Library of Munich, Germany Downloads
    Also in Working Papers, The University of Sheffield, Department of Economics (2010) Downloads View citations (1)

    See also Journal Article in Southern Economic Journal (2013)

2011

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

2010

  1. 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. Downloads
  2. 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. Downloads
    Also in Boston College Working Papers in Economics, Boston College Department of Economics (2010) Downloads View citations (5)
    Working Papers, Turkish Economic Association (2009) Downloads View citations (2)

    See also Journal Article in Journal of Banking & Finance (2010)
  3. The response of firms' leverage to uncertainty: Evidence from UK public versus non-public firms
    Working Papers, The University of Sheffield, Department of Economics Downloads View citations (1)

2009

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

2008

  1. Does Real Exchange Rate Volatility Affect Sectoral Trade Flows?
    Working Papers, The University of Sheffield, Department of Economics Downloads View citations (3)
    See also Journal Article in Southern Economic Journal (2010)
  2. On the Investment Sensitivity of Debt under Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    See also Journal Article in Economics Letters (2010)
  3. On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    See also Journal Article in Oxford Economic Papers (2010)
  4. 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 Downloads View citations (2)
    See also Journal Article in Journal of International Money and Finance (2010)
  5. Political patronage in Ukranian banking
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads
    See also Journal Article in The Economics of Transition (2008)
  6. 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 Downloads View citations (1)
    See also Journal Article in Open Economies Review (2011)
  7. The Volatility of International Trade Flows and Exchange Rate Uncertainty
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
  8. 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 Downloads View citations (1)
    See also Journal Article in Manchester School (2013)
  9. 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 Downloads View citations (3)
    See also Journal Article in Economics Letters (2009)

2007

  1. Do Institutions, Inequality and Religious Beliefs Affect Cadaveric versus Live- Kidney Harvesting
    Working Papers, The University of Sheffield, Department of Economics Downloads
  2. 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 Downloads View citations (2)
  3. Uncertainty Determinants of Firm Investment
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    See also Journal Article in Economics Letters (2008)

2006

  1. Firm Investment and Financial Frictions
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (1)
  2. Inflation, Price Dispersion, and Market Structure
    Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy Downloads View citations (6)
    See also Journal Article in European Economic Review (2008)
  3. Reexamining the linkages between inflation and output growth: A bivariate ARFIMA-FIGARCH approach
    Working Papers, Business School - Economics, University of Glasgow Downloads
  4. Uncertainty Determinants of Corporate Liquidity
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
    Also in Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research (2006) Downloads
    Working Papers, Business School - Economics, University of Glasgow (2006) Downloads
    Money Macro and Finance (MMF) Research Group Conference 2005, Money Macro and Finance Research Group (2005) Downloads

    See also Journal Article in Economic Modelling (2008)

2005

  1. CADAVERIC VS. LIVE-DONOR KIDNEY TRANSPLANTS: THE INTERACTION OF INSTITUTIONS AND INEQUALITY
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (1)
    Also in Working Papers, Florida International University, Department of Economics (2005) Downloads View citations (1)
  2. The Impact of Macroeconomic Uncertainty on Non-Financial Firms' Demand for Liquidity
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (15)
    See also Journal Article in Review of Financial Economics (2006)
  3. The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity
    Working Papers, Business School - Economics, University of Glasgow Downloads
  4. The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty
    Working Papers, Business School - Economics, University of Glasgow Downloads View citations (5)
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) Downloads View citations (7)
    Discussion Papers in Economics, Department of Economics, University of Leicester (2004) Downloads View citations (9)

2004

  1. Market Structure, Inflation, and Price Dispersion
    Research Papers, University of Liverpool Management School Downloads
    Also in Discussion Papers in Economics, Department of Economics, University of Leicester (2004) Downloads
  2. 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 Downloads View citations (5)
  3. The Impact of Macroeconomic Uncertainty on Cash Holdings for Non-Financial Firms
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research Downloads View citations (9)
    Also in Computing in Economics and Finance 2003, Society for Computational Economics (2003) Downloads View citations (7)
    Discussion Papers in Economics, Department of Economics, University of Leicester (2004) Downloads View citations (2)
    ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research (2004) Downloads View citations (1)

2003

  1. Incompletely Informed Policymakers and Trade Policy in Oligopolistic Industries
    Research Papers, University of Liverpool Management School Downloads
    See also Journal Article in Manchester School (2004)
  2. Sectoral Fluctuations in U.K. Firms' Investment Expenditures
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    Also in Research Papers, University of Liverpool Management School (2002) Downloads

    See also Journal Article in Economics Bulletin (2003)
  3. The Impact of Macroeconomic Uncertainty on Trade Credit for Non-Financial Firms
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)

2002

  1. Nonlinear Effects of Exchange Rate Volatility on the Volume of Bilateral Exports
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)
    See also Journal Article in Journal of Applied Econometrics (2004)
  2. Nonlinear Impact of Inflation on Relative Price Variability
    Research Papers, University of Liverpool Management School View citations (3)
    See also Journal Article in Economics Letters (2003)
  3. The Impact of Macroeconomic Uncertainty on Bank Lending Behavior
    Computing in Economics and Finance 2002, Society for Computational Economics Downloads View citations (14)
    Also in Research Papers, University of Liverpool Management School (2002) Downloads View citations (11)

2001

  1. Exchange Rate Effects on the Volume and Variability of Trade Flows
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (12)
    Also in Working Papers, Koc University (1998)

    See also Journal Article in Journal of International Money and Finance (2002)
  2. 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 Downloads View citations (1)
    Also in CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2000) Downloads View citations (3)

2000

  1. Exchange Rate Uncertainty and Firm Profitability
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (3)
    See also Journal Article in Journal of Macroeconomics (2001)
  2. Persistent Dependence in Foreign Exchange Rates? A Reexamination
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (2)

1999

  1. Nonlinear Adjustment to Purchasing Power Parity in the post-Bretton Woods Era
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (42)
    See also Journal Article in Journal of International Money and Finance (2001)

1998

  1. Fractional Monetary Dynamics
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (1)
    See also Journal Article in Applied Economics (1999)
  2. 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 Downloads View citations (12)
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (1999)

1996

  1. 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 Downloads
    See also Journal Article in American Economic Review (2001)
  2. Persistence in International Inflation Rates
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (24)
    See also Journal Article in Southern Economic Journal (1999)

1994

  1. 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

2014

  1. Allocation effects of uncertainty on resources in Japan
    Economics Letters, 2014, 122, (1), 23-26 Downloads
  2. Firm Productivity, Exchange Rate Movements, Sources of Finance, and Export Orientation
    World Development, 2014, 54, (C), 204-219 Downloads
    See also Working Paper (2012)
  3. THE RESPONSE OF FIRMS' LEVERAGE TO RISK: EVIDENCE FROM UK PUBLIC VERSUS NONPUBLIC MANUFACTURING FIRMS
    Economic Inquiry, 2014, 52, (1), 341-363 Downloads
    See also Working Paper (2013)

2013

  1. EsTrade Flows, Exchange Rate Uncertainty, and Financial Depth: Evidence from 28 Emerging Countries
    Southern Economic Journal, 2013, 79, (4), 905-927
    See also Working Paper (2012)
  2. THE ROLE OF UNCERTAINTY IN THE TRANSMISSION OF MONETARY POLICY EFFECTS ON BANK LENDING
    Manchester School, 2013, 81, (2), 202-225 Downloads View citations (2)
    See also Working Paper (2008)
  3. The Effects of Future Capital Investment and R&D Expenditures on Firms' Liquidity
    Review of International Economics, 2013, 21, (3), 459-474 Downloads
    See also Working Paper (2012)

2012

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

2011

  1. The Effect of the Exchange Rates on Investment in Mexican Manufacturing Industry
    Open Economies Review, 2011, 22, (4), 669-683 Downloads View citations (1)
    See also Working Paper (2008)

2010

  1. Do institutions, inequality and cultural differences affect cadaveric versus live-kidney harvesting?
    Economics Bulletin, 2010, 30, (1), 10-19 Downloads
  2. 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)
  3. On the investment sensitivity of debt under uncertainty
    Economics Letters, 2010, 106, (1), 25-27 Downloads View citations (3)
    See also Working Paper (2008)
  4. On the sensitivity of firms' investment to cash flow and uncertainty
    Oxford Economic Papers, 2010, 62, (2), 286-306 Downloads View citations (9)
    See also Working Paper (2008)
  5. 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 Downloads View citations (9)
    See also Working Paper (2008)
  6. Parliamentary election cycles and the Turkish banking sector
    Journal of Banking & Finance, 2010, 34, (11), 2709-2719 Downloads View citations (3)
    See also Working Paper (2010)

2009

  1. The second moments matter: The impact of macroeconomic uncertainty on the allocation of loanable funds
    Economics Letters, 2009, 102, (2), 87-89 Downloads View citations (3)
    See also Working Paper (2008)

2008

  1. Inflation, price dispersion, and market structure
    European Economic Review, 2008, 52, (7), 1187-1208 Downloads View citations (8)
    See also Working Paper (2006)
  2. Political patronage in Ukrainian banking
    The Economics of Transition, 2008, 16, (3), 537-557 Downloads View citations (4)
    See also Working Paper (2008)
  3. Uncertainty determinants of corporate liquidity
    Economic Modelling, 2008, 25, (5), 833-849 Downloads View citations (5)
    See also Working Paper (2006)
  4. Uncertainty determinants of firm investment
    Economics Letters, 2008, 98, (3), 282-287 Downloads View citations (6)
    See also Working Paper (2007)

2007

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

2006

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

2004

  1. Incompletely informed policymakers and trade policy in oligopolistic industries
    Manchester School, 2004, 72, (3), 283-297 Downloads View citations (1)
    See also Working Paper (2003)
  2. Nonlinear effects of exchange rate volatility on the volume of bilateral exports
    Journal of Applied Econometrics, 2004, 19, (1), 1-23 Downloads View citations (42)
    See also Working Paper (2002)

2003

  1. Nonlinear impact of inflation on relative price variability
    Economics Letters, 2003, 79, (2), 213-218 Downloads View citations (12)
    See also Working Paper (2002)
  2. Sectoral fluctuations in U.K. firms' investment expenditures
    Economics Bulletin, 2003, 5, (13), 1-10 Downloads
    See also Working Paper (2003)

2002

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

2001

  1. Exchange Rate Uncertainty and Firm Profitability
    Journal of Macroeconomics, 2001, 23, (4), 565-576 Downloads View citations (16)
    See also Working Paper (2000)
  2. 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 Downloads View citations (32)
    See also Working Paper (1996)
  3. Nonlinear adjustment to purchasing power parity in the post-Bretton Woods era
    Journal of International Money and Finance, 2001, 20, (3), 379-399 Downloads View citations (117)
    See also Working Paper (1999)

2000

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

1999

  1. Fractional monetary dynamics
    Applied Economics, 1999, 31, (11), 1393-1400 Downloads View citations (3)
    See also Working Paper (1998)
  2. 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 Downloads View citations (28)
    See also Working Paper (1998)
  3. Persistence in International Inflation Rates
    Southern Economic Journal, 1999, 65, (4), 900-913 View citations (36)
    See also Working Paper (1996)
 
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