EconPapers    
Economics at your fingertips  
 

Details about Kamil Yilmaz

E-mail:
Homepage:http://home.ku.edu.tr/~kyilmaz
Workplace:İktisat Bölümü (Department of Economics), İktisadi ve İdari Bilimler Fakültesi (College of Administrative Sciences and Economics), Koç Üniversitesi (Koc University), (more information at EDIRC)

Access statistics for papers by Kamil Yilmaz.

Last updated 2014-07-20. Update your information in the RePEc Author Service.

Short-id: pyi43


Jump to Journal Articles Chapters Software Items

Working Papers

2014

  1. Demokrasiye Gecis, Reel ucretler ve Verimlilik: Turk Imalat Sanayiinden Bulgular
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads
  2. Volatility Connectedness of Bank Stocks Across the Atlantic
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads

2013

  1. Measuring the Dynamics of Global Business Cycle Connectedness
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads
  2. THE IMPACT OF FDI ON FIRM SURVIVAL AND EMPLOYMENT: A COMPARATIVE ANALYSIS FOR TURKEY AND ITALY
    ERSA conference papers, European Regional Science Association Downloads

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 Downloads View citations (29)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2011) Downloads View citations (4)
    Working Papers, Federal Reserve Bank of Philadelphia (2011) Downloads View citations (2)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2011) Downloads View citations (5)

    See also Journal Article in Journal of Econometrics (2014)

2010

  1. 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 Downloads View citations (43)
    See also Journal Article in International Journal of Forecasting (2012)
  2. 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 Downloads View citations (2)
  3. Para Politikasi Beklentilerinin Sermaye Piyasalari Üzerindeki Etkisi
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (2)
    See also Journal Article in Iktisat Isletme ve Finans (2010)
  4. 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 Downloads View citations (1)

2009

  1. 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 Downloads
    See also Journal Article in Journal of Macroeconomics (2012)
  2. Business Cycle Spillovers
    2009 Meeting Papers, Society for Economic Dynamics Downloads View citations (2)
  3. International Business Cycle Spillovers
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads
  4. Return and Volatility Spillovers among the East Asian Equity Markets
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads
    See also Journal Article in Journal of Asian Economics (2010)
  5. The Intertemporal Relation between Expected Return and Risk on Currency
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads
  6. Turkey's Recent Trade and Foreign Direct Investment Performance
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (3)

2008

  1. 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 Downloads View citations (8)
  2. Macroeconomic Volatility and Stock Market Volatility, World-Wide
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania Downloads View citations (2)
    Also in NBER Working Papers, National Bureau of Economic Research, Inc (2008) Downloads View citations (14)
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2007) Downloads View citations (3)
  3. Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (1)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2007) Downloads View citations (1)
    Working Papers, Federal Reserve Bank of Philadelphia (2008) Downloads View citations (26)
    CFS Working Paper Series, Center for Financial Studies (CFS) (2008) Downloads
    CFS Working Paper Series, Center for Financial Studies (CFS) (2007) Downloads View citations (2)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) Downloads View citations (7)

    See also Journal Article in Economic Journal (2009)
  4. Turkiye Imalat Sanayiinde Yapisal Dönüsüm ve Teknolojik Degisme Dinamikleri
    ERC Working Papers, ERC - Economic Research Center, Middle East Technical University Downloads

2007

  1. History Matters for the Export Decision Plant Level Evidence from Turkish Manufacturing Industry
    ERC Working Papers, ERC - Economic Research Center, Middle East Technical University Downloads
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2007) Downloads

    See also Journal Article in World Development (2009)
  2. 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 Downloads View citations (4)
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2009)

1999

  1. 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)
  2. Nash and Stackelberg Optimum Export Taxes
    Working Papers, Koc University

1998

  1. Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey
    Working Papers, Koc University View citations (5)

1997

  1. Machinery Investment and Export Competitiveness
    Working Papers, Koc University View citations (1)

1994

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

1993

  1. 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

2014

  1. On the network topology of variance decompositions: Measuring the connectedness of financial firms
    Journal of Econometrics, 2014, 182, (1), 119-134 Downloads
    See also Working Paper (2011)

2012

  1. Asymmetric response to monetary policy surprises at the long-end of the yield curve
    Journal of Macroeconomics, 2012, 34, (2), 404-418 Downloads View citations (1)
    See also Working Paper (2009)
  2. Better to give than to receive: Predictive directional measurement of volatility spillovers
    International Journal of Forecasting, 2012, 28, (1), 57-66 Downloads View citations (45)
    See also Working Paper (2010)

2010

  1. Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi
    Iktisat Isletme ve Finans, 2010, 25, (296), 9-31 View citations (1)
    See also Working Paper (2010)
  2. Return and volatility spillovers among the East Asian equity markets
    Journal of Asian Economics, 2010, 21, (3), 304-313 Downloads View citations (22)
    See also Working Paper (2009)

2009

  1. Equity Market Spillovers in the Americas
    Journal Economía Chilena (The Chilean Economy), 2009, 12, (2), 55-65 Downloads View citations (3)
    See also Chapter (2011)
  2. History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry
    World Development, 2009, 37, (2), 479-488 Downloads View citations (10)
    See also Working Paper (2007)
  3. Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
    Economic Journal, 2009, 119, (534), 158-171 Downloads View citations (87)
    See also Working Paper (2008)
  4. Productivity response to reduction in trade barriers: evidence from Turkish manufacturing plants
    Review of World Economics (Weltwirtschaftliches Archiv), 2009, 145, (2), 339-360 Downloads View citations (4)
    See also Working Paper (2007)

2006

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

2004

  1. Volatility and contagion: evidence from the Istanbul stock exchange
    Economic Systems, 2004, 28, (4), 353-367 Downloads View citations (6)

2003

  1. Martingale Property of Exchange Rates and Central Bank Interventions
    Journal of Business & Economic Statistics, 2003, 21, (3), 383-95 View citations (18)

2002

  1. Imported Machinery for Export Competitiveness
    World Bank Economic Review, 2002, 16, (1), 23-48 View citations (15)
  2. Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation
    European Journal of Operational Research, 2002, 137, (3), 524-543 Downloads View citations (2)
    See also Working Paper (1999)

2001

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

1999

  1. Optimal export taxes in a multicountry framework
    Journal of Development Economics, 1999, 60, (2), 439-465 Downloads View citations (8)

1997

  1. Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries
    Journal of Development Economics, 1997, 53, (2), 447-470 Downloads View citations (5)
    See also Working Paper (1994)
  2. Privatisation and Stock Market Efficiency: The British Experience
    Scottish Journal of Political Economy, 1997, 44, (2), 113-33 Downloads View citations (1)

1994

  1. On Cointegration and Exchange Rate Dynamics
    Journal of Finance, 1994, 49, (2), 727-35 Downloads View citations (62)
    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 Downloads View citations (4)
    See also Journal Article in Journal Economía Chilena (The Chilean Economy) (2009)

Software Items

 
Page updated 2014-07-23