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Details about Atilla Cifter

E-mail:
Homepage:http://works.bepress.com/atilla_cifter/
Phone:902126040000
Workplace:İktisadi ve İdari Bilimler Fakültesi (Faculty of Economics and Administrative Sciences), İstanbul Kemerburgaz Üniversitesi (IKBU) (Istanbul Kemerburgaz University), (more information at EDIRC)

Access statistics for papers by Atilla Cifter.

Last updated 2022-06-13. Update your information in the RePEc Author Service.

Short-id: pci27


Jump to Journal Articles

Working Papers

2007

  1. Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  2. Filtered Extreme Value Theory for Value-At-Risk Estimation
    MPRA Paper, University Library of Munich, Germany Downloads View citations (14)
  3. Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (6)
    See also Journal Article in Studies in Economics and Finance (2008)
  4. Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)
    MPRA Paper, University Library of Munich, Germany Downloads View citations (4)
    See also Journal Article in South East European Journal of Economics and Business (2007)
  5. Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey
    MPRA Paper, University Library of Munich, Germany Downloads View citations (20)
  6. Multiscale Systematic Risk: An Application on ISE-30
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
    See also Journal Article in Istanbul Stock Exchange Review (2008)
  7. Nonlinear Combination of Financial Forecast with Genetic Algorithm
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  8. Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas
    MPRA Paper, University Library of Munich, Germany Downloads View citations (8)
  9. The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets
    MPRA Paper, University Library of Munich, Germany Downloads View citations (2)
  10. The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)
    See also Journal Article in Journal of BRSA Banking and Financial Markets (2007)

2006

  1. The Effect of Scale on Productivity of Turkish Banks in the Post-Crises Period: An Application of Data Envelopment Analysis
    MPRA Paper, University Library of Munich, Germany Downloads View citations (3)

Journal Articles

2021

  1. Oil Prices and Stock Returns in the MENA Countries: A Firm-level Data Analysis
    Emerging Markets Finance and Trade, 2021, 57, (15), 4350-4360 Downloads
  2. Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets
    Finance Research Letters, 2021, 38, (C) Downloads View citations (1)

2017

  1. Turkish tourism, exchange rates and income
    Tourism Economics, 2017, 23, (1), 66-77 Downloads View citations (3)

2015

  1. Bank concentration and non-performing loans in Central and Eastern European countries
    Journal of Business Economics and Management, 2015, 16, (1), 117-137 Downloads View citations (6)
  2. Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach
    Panoeconomicus, 2015, 62, (1), 55-76 Downloads View citations (3)

2014

  1. Exchange rate exposure at the firm and industry levels: Evidence from Turkey
    Economic Modelling, 2014, 43, (C), 426-434 Downloads View citations (11)

2013

  1. Gender differences in macroeconomic expectations: evidence from Turkey
    Quality & Quantity: International Journal of Methodology, 2013, 47, (3), 1793-1801 Downloads

2012

  1. Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa
    Journal for Economic Forecasting, 2012, (2), 127-142 Downloads

2011

  1. Value-at-risk estimation with wavelet-based extreme value theory: Evidence from emerging markets
    Physica A: Statistical Mechanics and its Applications, 2011, 390, (12), 2356-2367 Downloads View citations (17)

2010

  1. A wavelet network model for analysing exchange rate effects on interest rates
    Journal of Economic Studies, 2010, 37, (4), 405-418 Downloads View citations (3)
  2. Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey
    Journal of Risk Finance, 2010, 11, (2), 164-179 Downloads View citations (13)

2009

  1. Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey
    Economic Modelling, 2009, 26, (6), 1382-1388 Downloads View citations (18)

2008

  1. Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test
    Review of Middle East Economics and Finance, 2008, 4, (2), 68-79 Downloads View citations (8)
  2. Modeling long-term memory effect in stock prices: A comparative analysis with GPH test and Daubechies wavelets
    Studies in Economics and Finance, 2008, 25, (1), 38-48 Downloads View citations (4)
    See also Working Paper (2007)
  3. Multiscale Systematic Risk: an Application on the ISE-30
    Istanbul Stock Exchange Review, 2008, 10, (38), 1-24 Downloads
    See also Working Paper (2007)

2007

  1. Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Empirical Analysis with Asian Equity Markets
    The IUP Journal of Financial Economics, 2007, V, (3), 28-41
  2. Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma
    Iktisat Isletme ve Finans, 2007, 22, (254), 47-60
  3. The Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006)
    South East European Journal of Economics and Business, 2007, 2, (1), 15-24 Downloads View citations (5)
    See also Working Paper (2007)
  4. The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey
    Journal of BRSA Banking and Financial Markets, 2007, 1, (1), 7-34 Downloads View citations (3)
    See also Working Paper (2007)
 
Page updated 2022-11-16