Details about A. Özlem Önder

Access statistics for papers by A. Özlem Önder.

Last updated 2024-04-07. Update your information in the RePEc Author Service.

Short-id: pon26

Working Papers

2017

1. Empirical Gram Matrix Estimation Using High-Frequency Data for Portfolio Optimization and Gross Exposure: Evidence from Emerging Stock Markets
   EcoMod2017, EcoMod

2009

2. The Distribution Analysis of the Inflation Components of Turkey
   Working Papers, Ege University, Department of Economics

2008

3. Relative Price Variability and the Philips Curve: Evidence from Turkey
   Working Papers, Ege University, Department of Economics View citations (1)
   See also Journal Article Relative price variability and the Phillips Curve: evidence from Turkey, Journal of Economic Studies, Emerald Group Publishing Limited (2011) View citations (10) (2011)

2007

4. The Effects of Public Capital on Regional Convergence in Turkey
   Working Papers, Ege University, Department of Economics View citations (7)
5. The Spillover Effects of Public Capital Formation on the Manufacturing Industry in the Turkish Geographical Regions
   Working Papers, Ege University, Department of Economics View citations (1)

2006

6. The Stability Of The Turkish Phillips Curve And Alternative Regime Shifting Models
   Working Papers, Ege University, Department of Economics
   See also Journal Article The stability of the Turkish Phillips curve and alternative regime shifting models, Applied Economics, Taylor & Francis Journals (2009) View citations (9) (2009)

Journal Articles

2024

1. Spatial Effects of Electricity Consumption on Air Pollution in Türkiye at Provincial Level
   International Econometric Review (IER), 2024, 16, (2), 107-126
2. The Changing Behavior of the European Credit Default Swap Spreads During the Covid-19 Pandemic: A Bayesian Network Analysis
   Computational Economics, 2024, 63, (3), 1213-1254

2023

3. Large portfolio optimisation approaches
   Journal of Asset Management, 2023, 24, (6), 485-497

2022

4. Spillovers from one country’s sovereign debt to CDS (credit default swap) spreads of others during the European crisis: a spatial approach
   Journal of Asset Management, 2022, 23, (4), 277-296 View citations (2)
5. The Time-Varying Impact of External Shocks on the Consumer Price Components: Evidence from an Emerging Market
   Journal of Quantitative Economics, 2022, 20, (4), 781-807
6. Time-varying herding spillover for emerging countries: evidence from BRIC countries and Turkey
   Review of Behavioral Finance, 2022, 15, (5), 709-728

2021

7. A Nodewise Regression Approach to Estimating Large Portfolios
   Journal of Business & Economic Statistics, 2021, 39, (2), 520-531 View citations (19)
8. Determinants of financial stress in emerging market economies: Are spatial effects important?
   International Journal of Finance & Economics, 2021, 26, (3), 4653-4669 View citations (1)
9. Dynamic Herding Behaviour In the US Stock Market
   Prague Economic Papers, 2021, 2021, (1), 115-130

2018

10. Spatial analysis of sovereign risks: The case of emerging markets
    Finance Research Letters, 2018, 26, (C), 47-55 View citations (11)

2013

11. An asymmetric analysis of the relationship between oil prices and output: The case of Turkey
    Economic Modelling, 2013, 33, (C), 884-892 View citations (10)
12. The Size Distribution of Cities and Determinants of City Growth in Turkey
    European Planning Studies, 2013, 21, (2), 251-263 View citations (7)

2011

13. Inflationary Effects of Oil Prices in Turkey: A Regime-Switching Approach
    Emerging Markets Finance and Trade, 2011, 47, (5), 125-140 View citations (11)
14. Relative price variability and the Phillips Curve: evidence from Turkey
    Journal of Economic Studies, 2011, 38, (5), 546-561 View citations (10)
    See also Working Paper Relative Price Variability and the Philips Curve: Evidence from Turkey, Working Papers (2008) View citations (1) (2008)

2010

15. The Distribution of The Inflation in Turkey
    Ege Academic Review, 2010, 10, (2), 613-625

2009

16. An Empirical Analysis of the Determinants of International Tourism Demand: The Case of Izmir
    European Planning Studies, 2009, 17, (10), 1525-1533 View citations (11)
17. The Impact of Public Capital Stock on Regional Convergence in Turkey
    European Planning Studies, 2009, 18, (7), 1041-1055 View citations (3)
18. The spillover effects of public capital on the Turkish private manufacturing industries in the geographical regions
    The Annals of Regional Science, 2009, 43, (2), 365-378 View citations (6)
19. The stability of the Turkish Phillips curve and alternative regime shifting models
    Applied Economics, 2009, 41, (20), 2597-2604 View citations (9)
    See also Working Paper The Stability Of The Turkish Phillips Curve And Alternative Regime Shifting Models, Working Papers (2006) (2006)
20. Tourism, Regional Development and Public Policy: Introduction to the Special Issue
    European Planning Studies, 2009, 17, (10), 1441-1443 View citations (1)

2008

21. Determinants of Currency Crises in Emerging Markets: The Case of Turkey
    Emerging Markets Finance and Trade, 2008, 44, (5), 54-67 View citations (10)

2005

22. Growth of factor productivity in the Turkish manufacturing industry at provincial level
    Regional Studies, 2005, 39, (2), 213-223 View citations (8)
23. Robust tests for normality of errors in regression models
    Economics Letters, 2005, 86, (1), 63-68 View citations (4)

2004

24. Forecasting Inflation in Emerging Markets by Using the Phillips Curve and Alternative Time Series Models
    Emerging Markets Finance and Trade, 2004, 40, (2), 71-82 View citations (11)

2003

25. Efficiency in the Manufacturing Industry of Selected Provinces in Turkey: A Stochastic Frontier Analysis
    Emerging Markets Finance and Trade, 2003, 39, (2), 98-113 View citations (11)
26. The effects of public capital on private sector performance in Turkish regional manufacturing industries1
    European Planning Studies, 2003, 12, (8), 1145-1156 View citations (5)