Details about Kamil Yilmaz

Access statistics for papers by Kamil Yilmaz.

Last updated 2009-10-06. Update your information in the RePEc Author Service.

Short-id: pyi43

Working Papers

2009

1. International Business Cycle Spillovers
   TÜSİAD-Koç University Economic Research Forum Working Papers, TUSIAD-Koc University Economic Research Forum
2. Return and Volatility Spillovers among the East Asian Equity Markets
   TÜSİAD-Koç University Economic Research Forum Working Papers, TUSIAD-Koc University Economic Research Forum
3. The Intertemporal Relation between Expected Return and Risk on Currency
   TÜSİAD-Koç University Economic Research Forum Working Papers, TUSIAD-Koc University Economic Research Forum
4. Turkey's Recent Trade and Foreign Direct Investment Performance
   TÜSİAD-Koç University Economic Research Forum Working Papers, TUSIAD-Koc University Economic Research Forum

2008

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

2007

9. 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 TÜSİAD-Koç University Economic Research Forum Working Papers, TUSIAD-Koc University Economic Research Forum (2007)
   See also Journal Article in World Development (2009)
10. Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants
    TÜSİAD-Koç University Economic Research Forum Working Papers, TUSIAD-Koc University Economic Research Forum View citations
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2009)

1999

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

1998

13. Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey
    Working Papers, Koc University

1997

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

1994

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

1993

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

Journal Articles

2009

1. Equity Market Spillovers in the Americas
   Journal Economía Chilena (The Chilean Economy), 2009, 12, (2), 55-65
2. History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry
   World Development, 2009, 37, (2), 479-488
   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 View citations
   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
   See also Working Paper (2007)

2006

5. 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

2004

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

2003

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

2002

8. Imported Machinery for Export Competitiveness
   World Bank Economic Review, 2002, 16, (1), 23-48 View citations
9. 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

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

1999

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

1997

12. 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
    See also Working Paper (1994)
13. Privatisation and Stock Market Efficiency: The British Experience
    Scottish Journal of Political Economy, 1997, 44, (2), 113-33 View citations

1994

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