Details about Mustafa Caglayan

Access statistics for papers by Mustafa Caglayan.

Last updated 2009-12-02. Update your information in the RePEc Author Service.

Short-id: pca30

Working Papers

2009

1. Corporate Liquidity Management and Future Investment Expenditures
   Boston College Working Papers in Economics, Boston College Department of Economics
2. Parliamentary Election Cycles and the Turkish Banking Sector
   Working Papers, Turkish Economic Association
   Also in Boston College Working Papers in Economics, Boston College Department of Economics (2009)

2008

3. Does Real Exchange Rate Volatility Affect Sectoral Trade Flows?
   Working Papers, The University of Sheffield, Department of Economics View citations
4. On the Investment Sensitivity of Debt under Uncertainty
   Boston College Working Papers in Economics, Boston College Department of Economics
5. On the Sensitivity of Firms' Investment to Cash Flow and Uncertainty
   Boston College Working Papers in Economics, Boston College Department of Economics
6. 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
7. 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)
8. 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
9. The Volatility of International Trade Flows and Exchange Rate Uncertainty
   Boston College Working Papers in Economics, Boston College Department of Economics
10. 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
11. 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
    See also Journal Article in Economics Letters (2009)

2007

12. Do Institutions, Inequality and Religious Beliefs Affect Cadaveric versus Live- Kidney Harvesting
    Working Papers, The University of Sheffield, Department of Economics
13. 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
14. Uncertainty Determinants of Firm Investment
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
    See also Journal Article in Economics Letters (2008)

2006

15. Firm Investment and Financial Frictions
    Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research View citations
16. Inflation, Price Dispersion, and Market Structure
    Working Papers, Indiana University, Kelley School of Business, Department of Business Economics and Public Policy
    See also Journal Article in European Economic Review (2008)
17. Reexamining the linkages between inflation and output growth: A bivariate ARFIMA-FIGARCH approach
    Working Papers, Department of Economics, University of Glasgow
18. Uncertainty Determinants of Corporate Liquidity
    Boston College Working Papers in Economics, Boston College Department of Economics
    Also in Working Papers, Department of 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

19. CADAVERIC VS. LIVE-DONOR KIDNEY TRANSPLANTS: THE INTERACTION OF INSTITUTIONS AND INEQUALITY
    Working Papers, Department of Economics, University of Glasgow View citations
    Also in Working Papers, Florida International University, Department of Economics (2005) View citations
20. 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
    See also Journal Article in Review of Financial Economics (2006)
21. The Impact of Macroeconomic Uncertainty onNon-Financial Firms’ Demandf or Liquidity
    Working Papers, Department of Economics, University of Glasgow
22. The second moments matter: The response of bank lending behaviour to macroeconomic uncertainty
    Working Papers, Department of Economics, University of Glasgow View citations
    Also in Computing in Economics and Finance 2004, Society for Computational Economics (2004) View citations
    Discussion Papers in Economics, Department of Economics, University of Leicester (2004) View citations

2004

23. 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)
24. 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
25. 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
    Also in Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations
    ZEW Discussion Papers, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research (2004)
    Discussion Papers in Economics, Department of Economics, University of Leicester (2004)

2003

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

2002

29. 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
    See also Journal Article in Journal of Applied Econometrics (2004)
30. Nonlinear Impact of Inflation on Relative Price Variability
    Research Papers, University of Liverpool Management School View citations
    See also Journal Article in Economics Letters (2003)
31. The Impact of Macroeconomic Uncertainty on Bank Lending Behavior
    Computing in Economics and Finance 2002, Society for Computational Economics View citations
    Also in Research Papers, University of Liverpool Management School (2002) View citations

2001

32. Exchange Rate Effects on the Volume and Variability of Trade Flows
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
    Also in Working Papers, Koc University (1998)
    See also Journal Article in Journal of International Money and Finance (2002)
33. 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
    Also in CeNDEF Workshop Papers, January 2001, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2000) View citations

2000

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

1999

36. 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
    See also Journal Article in Journal of International Money and Finance (2001)

1998

37. Fractional Monetary Dynamics
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
    See also Journal Article in Applied Economics (1999)
38. 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
    See also Journal Article in Journal of International Financial Markets, Institutions and Money (1999)

1996

39. 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
    See also Journal Article in American Economic Review (2001)
40. Persistence in International Inflation Rates
    Boston College Working Papers in Economics, Boston College Department of Economics View citations
    See also Journal Article in Southern Economic Journal (1999)

1994

41. 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

2009

1. 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

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

2007

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

2006

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

2004

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

2003

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

2002

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

2001

13. Exchange Rate Uncertainty and Firm Profitability
    Journal of Macroeconomics, 2001, 23, (4), 565-576 View citations
    See also Working Paper (2000)
14. 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
    See also Working Paper (1996)
15. 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
    See also Working Paper (1999)

2000

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

1999

18. Fractional Monetary Dynamics
    Applied Economics, 1999, 31, (11), 1393-1400 View citations
    See also Working Paper (1998)
19. 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
    See also Working Paper (1998)
20. Persistence in International Inflation Rates
    Southern Economic Journal, 1999, 65, (4), 900-913 View citations
    See also Working Paper (1996)