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Details about Turalay Kenc

Postal address:Central Bank of the Republic of Turkey Istiklal Cad. 10 Ulus 06100 Ankara Turkey
Workplace:Türkiye Cumhuriyet Merkez Bankası (Central Bank of the Republic of Turkey), (more information at EDIRC)

Access statistics for papers by Turalay Kenc.

Last updated 2010-03-01. Update your information in the RePEc Author Service.

Short-id: pke78


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Working Papers

2009

  1. Real Options with Priced Regime-Switching Risk
    Department of Economics Working Papers, Universidad Torcuato Di Tella Downloads View citations (1)

2008

  1. On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts
    Department of Economics Working Papers, Universidad Torcuato Di Tella Downloads
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) Downloads View citations (1)

2006

  1. A Structural Model of Credit Risk with Counter-Cyclical Risk Premia
    Computing in Economics and Finance 2006, Society for Computational Economics
  2. Worst-case Robust Approach to the Equity Premium Puzzle
    Computing in Economics and Finance 2006, Society for Computational Economics

2005

  1. Consumption, Growth and Asset Pricing: A Regime Switching and Robust Control
    Computing in Economics and Finance 2005, Society for Computational Economics

2004

  1. Robust control, Regime Switching Risk and Asset Prices
    Computing in Economics and Finance 2004, Society for Computational Economics

2003

  1. An Empirical Examination of Term Structure Models with Regime Shifts
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (5)
    Also in Royal Economic Society Annual Conference 2003, Royal Economic Society (2003) Downloads View citations (3)
  2. How does the spirit of capitalism affect stock market prices in a small-open economy
    Computing in Economics and Finance 2003, Society for Computational Economics View citations (1)

2002

  1. Foreign Exchange Risk Premia
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (3)
  2. Merton-style option pricing under regime switching
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (3)

1998

  1. Transmission of Demographic Shock Effects from Large to Small
    GE, Growth, Math methods, EconWPA Downloads View citations (10)

1996

  1. Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy
    Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics
    Also in Discussion Papers, Government Institute for Economic Research Finland (VATT) (1996) Downloads
  2. Pension Systems in Europe: A General Equilibrium Study
    Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics View citations (5)
  3. Tax Policy and Financial Structure
    Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics

1995

  1. European Pension Systems: A Simulation Analysis
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (4)
    See also Journal Article in Fiscal Studies (1997)
  2. Replacing the U.K. Income Tax with a Progressive Consumption Tax
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (3)

Journal Articles

2009

  1. The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing
    Studies in Nonlinear Dynamics & Econometrics, 2009, 13, (1), 1-24 Downloads View citations (2)
  2. Welfare cost of inflation in a stochastic balanced growth model
    Economic Modelling, 2009, 26, (3), 650-658 Downloads View citations (3)

2007

  1. Do retail gasoline prices rise more readily than they fall?: A threshold cointegration approach
    Journal of Economics and Business, 2007, 59, (6), 560-574 Downloads View citations (36)
  2. The spirit of capitalism, asset pricing and growth in a small open economy
    Journal of International Money and Finance, 2007, 26, (8), 1378-1402 Downloads View citations (3)

2005

  1. Corporate bankruptcies and official bail-outs: A cost-benefit analysis
    Journal of International Financial Markets, Institutions and Money, 2005, 15, (5), 437-453 Downloads

2004

  1. FOREX risk premia and policy uncertainty: a recursive utility analysis
    Journal of International Financial Markets, Institutions and Money, 2004, 14, (1), 1-24 Downloads
  2. Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice
    Journal of Economic Dynamics and Control, 2004, 28, (8), 1511-1539 Downloads View citations (12)

2001

  1. Demographic shock transmission from large to small countries: An overlapping generations CGE analysis
    Journal of Policy Modeling, 2001, 23, (6), 677-702 Downloads View citations (23)
  2. Growth and Welfare Effects of Monetary Volatility
    Manchester School, 2001, 69, (5), 509-33 Downloads View citations (1)
  3. Inflation and Sovereign Default
    IMF Staff Papers, 2001, 47, (3), 4 Downloads View citations (3)

2000

  1. "Discussion" Optimal Entrepreneurial Financial Contracting
    Journal of Business Finance & Accounting, 2000, 27, (9&10), 1375-1378 Downloads

1998

  1. The Influence of Firms' Financial Policy on Tax Reform
    Oxford Economic Papers, 1998, 50, (4), 663-84 View citations (7)

1997

  1. European pension systems: a simulation analysis
    Fiscal Studies, 1997, 18, (3), 249-277 Downloads View citations (3)
    See also Working Paper (1995)
 
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