Details about Selçuk Bayracı

Access statistics for papers by Selçuk Bayracı.

Last updated 2015-08-29. Update your information in the RePEc Author Service.

Short-id: pba1284

Working Papers

2015

1. Return, shock and volatility co-movements between the bond markets of Turkey and developed countries
   MPRA Paper, University Library of Munich, Germany

2013

2. Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets
   MPRA Paper, University Library of Munich, Germany

2011

3. A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets
   MPRA Paper, University Library of Munich, Germany View citations (1)
4. Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry
   MPRA Paper, University Library of Munich, Germany

2010

5. Continuous time modeling of interest rates: An empirical study on the Turkish short rate
   MPRA Paper, University Library of Munich, Germany

2007

6. Modeling the volatility of FTSE All Share Index Returns
   MPRA Paper, University Library of Munich, Germany

Journal Articles

2015

1. Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework
   Czech Journal of Economics and Finance (Finance a uver), 2015, 65, (5), 411-430 View citations (8)