EconPapers    
Economics at your fingertips  
 

Details about Emrah İsmail Çevik

E-mail:
Homepage:http://eicevik.cv.nku.edu.tr/
Workplace:İktisat Bölümü (Department of Economics), İktisadi ve İdari Bilimler Fakültesi (Faculty of Economics and Administrative Sciences), Namık Kemal Üniversitesi (Namik Kemal University), (more information at EDIRC)

Access statistics for papers by Emrah İsmail Çevik.

Last updated 2021-07-03. Update your information in the RePEc Author Service.

Short-id: pce160


Jump to Journal Articles

Working Papers

2017

  1. Finansal Dışa Açıklık İle Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi
    (The Relation between Financial Openness and Economic Growth: Asymmetric Causality Test)
    MPRA Paper, University Library of Munich, Germany Downloads

2015

  1. Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Journal of Economic Policy Reform (2015)

2014

  1. Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği
    (Long memory and structural breaks on volatility: evidence from Borsa Istanbul)
    MPRA Paper, University Library of Munich, Germany Downloads

2013

  1. Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE
    MPRA Paper, University Library of Munich, Germany Downloads

2012

  1. İstanbul Menkul Kıymetler Borsası’nda etkin piyasa hipotezinin uzun hafıza modelleri ile analizi: sektörel bazda bir inceleme
    (The testing of efficient market hypothesis in the Istanbul Stock Exchange by using long memory models: a sector-specific analysis)
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)

2010

  1. Testing CAPM using Markov switching model: the case of coal firms
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Testing the international capital asset pricing model with Markov switching model in emerging markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

2009

  1. Hysteresis in unemployment: evidence from sector-specific unemployment in Turkey
    MPRA Paper, University Library of Munich, Germany Downloads
  2. Testing for long memory in ISE using Arfima-Figarch model and structural break test
    MPRA Paper, University Library of Munich, Germany Downloads View citations (9)

2007

  1. SPOT VE VADELİ İŞLEM FİYATLARININ VARYANSLARI ARASINDAKİ NEDENSELLİK TESTİ
    (Causality in variance test between spot and futures prices)
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2021

  1. Bank default indicators with volatility clustering
    Annals of Finance, 2021, 17, (1), 127-151 Downloads
  2. Identifying systemically important financial institutions in Turkey
    Research in International Business and Finance, 2021, 56, (C) Downloads
  3. Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia
    International Economics and Economic Policy, 2021, 18, (1), 157-175 Downloads
  4. Renewable and non-renewable energy consumption and economic growth in the US: A Markov-Switching VAR analysis
    Energy & Environment, 2021, 32, (3), 519-541 Downloads
  5. Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time
    Research in International Business and Finance, 2021, 56, (C) Downloads

2020

  1. Financial conditions and monetary policy in the US
    Economic Systems, 2020, 44, (4) Downloads
  2. Oil prices, stock market returns and volatility spillovers: Evidence from Turkey
    Journal of Policy Modeling, 2020, 42, (3), 597-614 Downloads View citations (3)
  3. Time-varying volatility spillovers between oil prices and precious metal prices
    Resources Policy, 2020, 68, (C) Downloads View citations (1)

2019

  1. Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis
    Economies, 2019, 7, (2), 1-16 Downloads View citations (5)

2018

  1. Is the Istanbul Stock Exchange Weak Form Efficient? A Markov-Switching ADF Test Approach
    Journal of BRSA Banking and Financial Markets, 2018, 12, (2), 9-30 Downloads
  2. Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis
    Energies, 2018, 11, (10), 1-22 Downloads View citations (6)
  3. Para Politikasi Tercihleri Ile Issizlik Oranlari Arasindaki Iliski
    Ege Academic Review, 2018, 18, (1), 31-46 Downloads
  4. Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets
    Emerging Markets Finance and Trade, 2018, 54, (8), 1706-1719 Downloads View citations (7)
  5. Regime-dependent relation between Islamic and conventional financial markets
    Borsa Istanbul Review, 2018, 18, (2), 114-121 Downloads View citations (2)

2017

  1. The Relationship between Investor Attention and Stock Markets: An Application on ISE-100 Index
    Business and Economics Research Journal, 2017, 8, (2), 203-215 Downloads

2016

  1. Financial stress and economic activity in some emerging Asian economies
    Research in International Business and Finance, 2016, 36, (C), 127-139 Downloads View citations (15)
  2. Global Liquidity and Financial Stress: Evidence from Major Emerging Economies
    Emerging Markets Finance and Trade, 2016, 52, (12), 2790-2807 Downloads View citations (4)
  3. The effect of North Korean threats on financial markets in South Korea and Japan
    Journal of Asian Economics, 2016, 43, (C), 18-26 Downloads View citations (4)

2015

  1. Downside business confidence spillovers in Europe: evidence from causality-in-risk tests
    Journal of Economic Policy Reform, 2015, 18, (4), 341-357 Downloads
    See also Working Paper (2015)

2014

  1. London Metal Exchange: Causality Relationship between the Price Series of Non-Ferrous Metal Contracts
    International Journal of Economics and Financial Issues, 2014, 4, (4), 726-734 Downloads
  2. Monetary and fiscal policy interactions: Evidence from emerging European economies
    Journal of Comparative Economics, 2014, 42, (4), 1079-1091 Downloads View citations (13)
  3. The Impact of Central Bank Interest Rate Releases on Financial Markets
    Business and Economics Research Journal, 2014, 5, (4), 89-118 Downloads

2013

  1. Asymmetry in the Unemployment–Output Relationship Over the Business Cycle: Evidence from Transition Economies
    Comparative Economic Studies, 2013, 55, (4), 557-581 Downloads View citations (12)
  2. Measuring financial stress in Turkey
    Journal of Policy Modeling, 2013, 35, (2), 370-383 Downloads View citations (29)
  3. Measuring financial stress in transition economies
    Journal of Financial Stability, 2013, 9, (4), 597-611 Downloads View citations (40)
  4. Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests
    Empirical Economics, 2013, 45, (2), 675-695 Downloads View citations (6)
  5. Persistence and non-linearity in US unemployment: A regime-switching approach
    Economic Systems, 2013, 37, (1), 61-68 Downloads View citations (6)
  6. SPILLOVERS BETWEEN BUSINESS CONFIDENCE AND STOCK RETURNS IN GREECE, ITALY, PORTUGAL, AND SPAIN
    International Journal of Finance & Economics, 2013, 18, (3), 205-215 View citations (6)
  7. Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries
    Czech Journal of Economics and Finance (Finance a uver), 2013, 63, (1), 65-86 Downloads View citations (2)
  8. The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex
    Journal of BRSA Banking and Financial Markets, 2013, 7, (1), 103-136 Downloads

2012

  1. Analyzing of Relationship among stock markets of the US, Germany and Turkey with MS-VAR Model
    Journal of BRSA Banking and Financial Markets, 2012, 6, (1), 133-155 Downloads
  2. Business confidence and stock returns in the USA: a time-varying Markov regime-switching model
    Applied Financial Economics, 2012, 22, (4), 299-312 Downloads View citations (7)
  3. Return and volatility spillovers among CIVETS stock markets
    Emerging Markets Review, 2012, 13, (2), 230-252 Downloads View citations (26)

2010

  1. Yaz Saati Uygulamasi Anomalisinin IMKB 100 Endeks Getirisine Etkisinin Test Edilmesi
    Ege Academic Review, 2010, 10, (4), 1139-1153 Downloads

2009

  1. VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi
    Iktisat Isletme ve Finans, 2009, 24, (274), 7-32
  2. Volatility Spillover Effect from Volatility Implied Index to Emerging Markets
    Journal of BRSA Banking and Financial Markets, 2009, 3, (2), 87-106 Downloads View citations (3)

2008

  1. Cointegration Relations between Turkish and International Equity Markets and Portfolio Choices
    Journal of BRSA Banking and Financial Markets, 2008, 2, (1), 59-84 Downloads View citations (1)

2007

  1. Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama
    Iktisat Isletme ve Finans, 2007, 22, (261), 137-154
 
Page updated 2021-07-22