Details about C. Coşkun Küçüközmen

Access statistics for papers by C. Coşkun Küçüközmen.

Last updated 2019-02-06. Update your information in the RePEc Author Service.

Short-id: pku99

Working Papers

2003

1. Forecasting Value at Risk in Emerging Arab Stock Markets
   Discussion Papers, University of Exeter, Department of Economics

1999

2. Forecasting Volatility With Asymmetric Conditional Models: Evidence From Emerging Arab Stock Markets
   Working Papers, University of Liverpool, Department of Economics

Journal Articles

2017

1. The impact of crude oil prices on financial market indicators: copula approach
   Energy Economics, 2017, 61, (C), 162-173 View citations (65)

2012

2. Guest Editors' Introduction
   Emerging Markets Finance and Trade, 2012, 48, (S4), 3-6

2011

3. Analyzing the Dual Long Memory in Stock Market Returns
   Ege Academic Review, 2011, 11, (Special Issue), 19-28 View citations (3)

2004

4. Skewness in the conditional distribution of daily equity returns
   Applied Financial Economics, 2004, 14, (3), 195-202 View citations (18)

2001

5. Linear and nonlinear dependence in Turkish equity returns and its consequences for financial risk management
   European Journal of Operational Research, 2001, 134, (3), 481-492 View citations (1)
6. The empirical distribution of stock returns: evidence from an emerging European market
   Applied Economics Letters, 2001, 8, (6), 367-371 View citations (8)

1999

7. Bankacılıkta Risk Yönetimi Ve Sermaye Yeterliliği Value At Risk Uygulamaları
   Iktisat Isletme ve Finans, 1999, 14, (156), 71-87

1996

8. Mevduat Sigortası
   Iktisat Isletme ve Finans, 1996, 11, (122), 44-53