Details about Kamil Yilmaz

Access statistics for papers by Kamil Yilmaz.

Last updated 2013-03-04. Update your information in the RePEc Author Service.

Short-id: pyi43

Working Papers

2011

1. On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (7)
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011)
   Working Papers, Federal Reserve Bank of Philadelphia (2011)
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2011)

2010

2. Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (18)
3. Global Links and Local Bonds: The Role of Ownership and Size in Productivity Growth
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum
4. Para Politikasi Beklentilerinin Sermaye Piyasalari Üzerindeki Etkisi
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (1)
   See also Journal Article in Iktisat Isletme ve Finans (2010)
5. Taking Stock: The Customs Union between Turkey and the EU Fifteen Years Later
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum

2009

6. Asymmetric Response to Monetary Policy Surprises at the Long-End of the Yield Curve
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum
   See also Journal Article in Journal of Macroeconomics (2012)
7. Business Cycle Spillovers
   2009 Meeting Papers, Society for Economic Dynamics
8. International Business Cycle Spillovers
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum
9. Return and Volatility Spillovers among the East Asian Equity Markets
   Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum
   See also Journal Article in Journal of Asian Economics (2010)
10. The Intertemporal Relation between Expected Return and Risk on Currency
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum
11. Turkey's Recent Trade and Foreign Direct Investment Performance
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (1)

2008

12. Integration with the Global Economy: The Case of Turkish Automobile and Consumer Electronics Industries
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (7)
13. Macroeconomic Volatility and Stock Market Volatility, World-Wide
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) View citations (7)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2007) View citations (3)
14. Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (2)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2007)
    Working Papers, Federal Reserve Bank of Philadelphia (2008) View citations (20)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) View citations (6)
    See also Journal Article in Economic Journal (2009)
15. Turkiye Imalat Sanayiinde Yapisal Dönüsüm ve Teknolojik Degisme Dinamikleri
    ERC Working Papers, ERC - Economic Research Center, Middle East Technical University

2007

16. History Matters for the Export Decision Plant Level Evidence from Turkish Manufacturing Industry
    ERC Working Papers, ERC - Economic Research Center, Middle East Technical University
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2007)
    See also Journal Article in World Development (2009)
17. Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum View citations (4)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2009)

1999

18. Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation
    Working Papers, Koc University View citations (1)
    See also Journal Article in European Journal of Operational Research (2002)
19. Nash and Stackelberg Optimum Export Taxes
    Working Papers, Koc University

1998

20. Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey
    Working Papers, Koc University View citations (6)

1997

21. Machinery Investment and Export Competitiveness
    Working Papers, Koc University

1994

22. Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries
    Policy Research Working Paper Series, The World Bank View citations (1)
    See also Journal Article in Journal of Development Economics (1997)

1993

23. On cointegration and exchange rate dynamics
    Working Papers, Federal Reserve Bank of Philadelphia View citations (18)
    See also Journal Article in Journal of Finance (1994)

Journal Articles

2012

1. Asymmetric response to monetary policy surprises at the long-end of the yield curve
   Journal of Macroeconomics, 2012, 34, (2), 404-418
   See also Working Paper (2009)

2010

2. Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi
   Iktisat Isletme ve Finans, 2010, 25, (296), 9-31
   See also Working Paper (2010)
3. Return and volatility spillovers among the East Asian equity markets
   Journal of Asian Economics, 2010, 21, (3), 304-313 View citations (6)
   See also Working Paper (2009)

2009

4. Equity Market Spillovers in the Americas
   Journal Economía Chilena (The Chilean Economy), 2009, 12, (2), 55-65 View citations (3)
   See also Chapter (2011)
5. History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry
   World Development, 2009, 37, (2), 479-488 View citations (3)
   See also Working Paper (2007)
6. Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
   Economic Journal, 2009, 119, (534), 158-171 View citations (26)
   See also Working Paper (2008)
7. Productivity response to reduction in trade barriers: evidence from Turkish manufacturing plants
   Review of World Economics (Weltwirtschaftliches Archiv), 2009, 145, (2), 339-360 View citations (1)
   See also Working Paper (2007)

2006

8. How much should primary commodity exports be taxed? Nash and Stackelberg equilibria in the Global Cocoa Market
   Journal of International Trade & Economic Development, 2006, 15, (1), 1-26 View citations (1)

2004

9. Volatility and contagion: evidence from the Istanbul stock exchange
   Economic Systems, 2004, 28, (4), 353-367 View citations (4)

2003

10. Martingale Property of Exchange Rates and Central Bank Interventions
    Journal of Business & Economic Statistics, 2003, 21, (3), 383-95 View citations (10)

2002

11. Imported Machinery for Export Competitiveness
    World Bank Economic Review, 2002, 16, (1), 23-48 View citations (12)
12. Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation
    European Journal of Operational Research, 2002, 137, (3), 524-543
    See also Working Paper (1999)

2001

13. Yüksek Enflasyon Sürecinde Siyasi Elitlerin Rolü: Arjantin, Brezilya, İsrail Ve Türkiye Deneyimlerinin Karşılaştırmalı Analizi
    Iktisat Isletme ve Finans, 2001, 16, (183), 15-36

1999

14. Optimal export taxes in a multicountry framework
    Journal of Development Economics, 1999, 60, (2), 439-465 View citations (7)

1997

15. Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries
    Journal of Development Economics, 1997, 53, (2), 447-470 View citations (4)
    See also Working Paper (1994)
16. Privatisation and Stock Market Efficiency: The British Experience
    Scottish Journal of Political Economy, 1997, 44, (2), 113-33 View citations (1)

1994

17. On Cointegration and Exchange Rate Dynamics
    Journal of Finance, 1994, 49, (2), 727-35 View citations (59)
    See also Working Paper (1993)

Chapters

2011

1. Equity Market Spillovers in the Americas
   Chapter 07 in Financial Stability, Monetary Policy, and Central Banking, 2011, vol. 15, pp 199-214
   See also Journal Article in Journal Economía Chilena (The Chilean Economy) (2009)

Software Items