Details about Turalay Kenc

Access statistics for papers by Turalay Kenc.

Last updated 2005-10-24. Update your information in the RePEc Author Service.

Short-id: pke78

Working Papers

2004

1. On Model Selection and Markov Switching: A Empirical Examination of Term Structure Models with Regime Shifts
   CEPR Discussion Papers, C.E.P.R. Discussion Papers
2. Robust control, Regime Switching Risk and Asset Prices
   Computing in Economics and Finance 2004, Society for Computational Economics

2003

3. An Empirical Examination of Term Structure Models with Regime Shifts
   Computing in Economics and Finance 2003, Society for Computational Economics
   Also in
   Royal Economic Society Annual Conference 2003, Royal Economic Society (2003)
4. 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

2002

5. Foreign Exchange Risk Premia
   Computing in Economics and Finance 2002, Society for Computational Economics View citations
6. Merton-style option pricing under regime switching
   Computing in Economics and Finance 2002, Society for Computational Economics

1999

7. Long-Term Consequences of Rehabilitating a Financially Troubled Pension System: an Analysis for Turkey
   Working Papers, Economic Research Forum

1998

8. Transmission of Demographic Shock Effects from Large to Small
   GE, Growth, Math methods, EconWPA View citations
9. Transmission of Demographic Shock Effects from Large to Small Countries: An Overlapping Generations CGE Analysis
   Departmental Working Papers, Bilkent University, Department of Economics

1996

10. Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy
    Archive Working Papers, Birkbeck, The Institute for Financial Research
11. Pension Systems in Europe: A General Equilibrium Study
    Archive Working Papers, Birkbeck, The Institute for Financial Research View citations
12. Tax Policy and Financial Structure
    Archive Working Papers, Birkbeck, The Institute for Financial Research

1995

13. European Pension Systems: A Simulation Analysis
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations
14. Replacing the U.K. Income Tax with a Progressive Consumption Tax
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge

Undated

15. Taxation, Risk-Taking and Capital Accumulation: A continuous-Time Stochastic General Equilibrium Analysis
    Working Papers, Department of Economics and Finance, Durham University

Journal Articles

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
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 View citations

2001

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

1998

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