Details about Yener Coskun

Access statistics for papers by Yener Coskun.

Last updated 2024-07-05. Update your information in the RePEc Author Service.

Short-id: pco541

Working Papers

2023

1. Stock Market Responses to COVID-19: The Behaviors of Mean Reversion, Dependence and Persistence
   MPRA Paper, University Library of Munich, Germany View citations (2)

2021

2. ESG Investing and the Financial Performance: A Panel Data Analysis of Developed REIT Markets
   MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung)
3. Stock Market Responses to COVID-19: Mean Reversion, Dependence and Persistence Behaviours
   MPRA Paper, University Library of Munich, Germany

2019

4. Multi-Horizon Financial and Housing Wealth Effects across the U.S. States
   Working Papers, University of Pretoria, Department of Economics
   See also Journal Article Multi-Horizon Financial and Housing Wealth Effects across the U.S. States, Sustainability, MDPI (2021) View citations (1) (2021)

2018

5. Impact of Volatility and Equity Market Uncertainty on Herd Behaviour: Evidence from UK REITs
   ERES, European Real Estate Society (ERES) View citations (10)
   Also in Working Papers, University of Pretoria, Department of Economics (2016) View citations (3)
6. Is there Convergence between the Brics and International Securitized Property Markets?
   AfRES, African Real Estate Society (AfRES)
7. Is there convergence between the BRICS and International REIT Markets?
   MPRA Paper, University Library of Munich, Germany View citations (1)

2017

8. Does Credit Composition Have Asymmetric Effects on Income Inequality?
   MPRA Paper, University Library of Munich, Germany

2016

9. Analysis of Herding in REITs of an Emerging Market: The Case of Turkey
   Working Papers, University of Pretoria, Department of Economics View citations (4)
   See also Journal Article Analysis of Herding in Reits of an Emerging Market: The Case of Turkey, Journal of Real Estate Portfolio Management, Taylor & Francis Journals (2018) (2018)

2015

10. A Comparative Study on REIT Returns in Istanbul Stock Exchange by Using Single Index and Fama-French Methods
    ERES, European Real Estate Society (ERES)
11. Testing for Bubbles in Turkish Housing Markets: A Comparison of Alternative Methods
    ERES, European Real Estate Society (ERES)

2013

12. Conditions of Mortgage Market Development in Turkey: A Critical Empirical Review
    ERES, European Real Estate Society (ERES) View citations (1)
13. Macroeconomic Change, Housing Affordability and Public Policies: The Case of Turkey
    ERES, European Real Estate Society (ERES)

2012

14. Financial Failures and Risk Management
    MPRA Paper, University Library of Munich, Germany View citations (1)
15. Housing loans and economic trends: An empirical analysis for Turkey
    ERES, European Real Estate Society (ERES)
16. How Dangerous is the Counterparty Risk of OTC Derivatives in Turkey?
    MPRA Paper, University Library of Munich, Germany

2011

17. Does Power of Political Economy and Regulation Make Istanbul a Financial Center? (Ekonomi Politik ve Düzenlemenin Gücü Istanbul’u Finans Merkezi Yapabilir Mi?)
    (Does Power of Political Economy and Regulation Make Istanbul a Financial Center?)
    MPRA Paper, University Library of Munich, Germany
18. Does Re-Design of the Policies on Housing Finance and Supply Help to Solve Housing Question of Turkey?
    ERES, European Real Estate Society (ERES)
    Also in MPRA Paper, University Library of Munich, Germany (2011)
19. Financial Engineering and Engineering of Financial Regulation
    MPRA Paper, University Library of Munich, Germany View citations (4)
20. Housing Policies and Urban Renewal Projects in Turkey Performance Criteria for Urban RenewalProject
    ERES, European Real Estate Society (ERES)
21. Küresel Kriz ve Finansal Aracılarda Risk Yönetimi: Beyaz Sayfa Mı?
    (Global Financial Crisis and Risk Management in Financial Intermediaries: Is It White Page?)
    MPRA Paper, University Library of Munich, Germany

2010

22. AN ANALYSIS OF THE OPPORTUNITIES AND WEAKNESSESS OF THE TURKISH REAL ESTATE MARKET
    ERES, European Real Estate Society (ERES)
23. An Analysis of the Strenghts and Weaknesses of the Turkish Real Estate Market
    MPRA Paper, University Library of Munich, Germany View citations (1)
24. Aracı Kurumların Risk Haritası (Risk Maps of Securities Firms)
    (Risk Maps of Securities Firms)
    MPRA Paper, University Library of Munich, Germany
25. Bay Ponzi’den Bay Madoff’a Ponzi Finansman (Ponzi Finance from Mr. Ponzi to Mr. Madoff)
    (Ponzi Finance from Mr. Ponzi to Mr. Madoff)
    MPRA Paper, University Library of Munich, Germany
26. Global Financial Crisis and Mortgage Finance and Valuation Problems: An Assesment of the US and Turkish Mortgage Systems
    (Global Financial Crisis and Mortgage Finance and Valuation Problems: An Assesment of the US and Turkish Mortgage Systems)
    MPRA Paper, University Library of Munich, Germany View citations (1)
27. Global Financial Crisis, Problems in Official Discipline and Designing Optimal Official Discipline Framework (Küresel Kriz, Resmi Disiplin Sorunları ve Optimal Resmi Disiplin Sisteminin Tasarımı)
    (Global Financial Crisis, Problems in Official Discipline and Designing Optimal Official Discipline Framework)
    MPRA Paper, University Library of Munich, Germany View citations (1)
28. Küresel Kriz Dersleri Işığında Aracı Kurumlarda Finansal Dayanıklılığı Artıran Düzenlemelerin Gözden Geçirilmesi
    (Review the Regulations of Financial Strength in Securities Firms in the Light of Global Crisis Lessons)
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2022

1. Housing affordability: an econometric framing for policy discussions
   International Journal of Housing Markets and Analysis, 2022, 16, (2), 374-407
2. Nonlinear responses of consumption to wealth, income, and interest rate shocks
   Empirical Economics, 2022, 63, (3), 1293-1335
3. Threshold effects of housing affordability and financial development on the house price‐consumption nexus
   International Journal of Finance & Economics, 2022, 27, (2), 1785-1806 View citations (1)

2021

4. Is There Convergence Between BRICS Listed Property Stocks and International REITs?
   Journal of Real Estate Portfolio Management, 2021, 27, (1), 29-42
5. Multi-Horizon Financial and Housing Wealth Effects across the U.S. States
   Sustainability, 2021, 13, (3), 1-20 View citations (1)
   See also Working Paper Multi-Horizon Financial and Housing Wealth Effects across the U.S. States, Working Papers (2019) (2019)
6. Why do Turkish REITs trade at discount to net asset value?
   Empirical Economics, 2021, 60, (5), 2227-2259

2020

7. Housing price dynamics and bubble risk: the case of Turkey
   Housing Studies, 2020, 35, (1), 50-86 View citations (20)
8. How do stocks in BRICS co-move with real estate stocks?
   International Review of Economics & Finance, 2020, 69, (C), 93-101 View citations (1)
9. Measuring homeownership affordability in emergent market context: an exploratory analysis for Turkey
   International Journal of Housing Markets and Analysis, 2020, 14, (3), 446-480

2018

10. A dynamic model for housing price spillovers with an evidence from the US and the UK markets
    Journal of Capital Markets Studies, 2018, 2, (1), 70-81
11. Analysis of Herding in Reits of an Emerging Market: The Case of Turkey
    Journal of Real Estate Portfolio Management, 2018, 24, (1), 65-81
    See also Working Paper Analysis of Herding in REITs of an Emerging Market: The Case of Turkey, Working Papers (2016) View citations (4) (2016)
12. Does Credit Composition have Asymmetric Effects on Income Inequality? New Evidence from Panel Data
    IJFS, 2018, 6, (4), 1-15 View citations (5)
13. Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets
    Eurasian Economic Review, 2018, 8, (2), 231-288 View citations (29)
14. Wealth Effects on Household Final Consumption: Stock and Housing Market Channels
    IJFS, 2018, 6, (2), 1-32 View citations (11)

2017

15. Capital market and economic growth nexus: Evidence from Turkey
    Central Bank Review, 2017, 17, (1), 19–29 View citations (21)
16. Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey
    Borsa Istanbul Review, 2017, 17, (4), 199-215 View citations (2)
17. Is there a Housing Bubble in Turkey?
    Real Estate Management and Valuation, 2017, 25, (1), 48-73 View citations (5)

2016

18. Cointegration Analysis Between Stock Exchange and TL/FX Saving Deposits, Gold, Housing Markets in Turkey
    Business and Economics Research Journal, 2016, 7, (1), 47-69 View citations (4)
19. Does financial development reduce income inequality and poverty? Evidence from emerging countries
    Emerging Markets Review, 2016, 26, (C), 34-63 View citations (99)
20. Fundamentals of market discipline and custody risk management
    Journal of Securities Operations & Custody, 2016, 8, (2), 163-175

2014

21. İpotekli Konut Finansmanı Sisteminde Gelir/Servet Kısıtı ve Sonuçları: Yoksulluk, Gecekondu Olgusu ve TOKİ İçin Bazı Öneriler
    Sosyoekonomi Journal, 2014, (21(21))
22. İpotekli Konut Finansmanı Sisteminin Gelişme Koşulları: Türkiye İçin Ampirik Bir Analiz
    Iktisat Isletme ve Finans, 2014, 29, (340), 27-68

2013

23. Financial engineering and engineering of financial regulation: Guidance for compliance and risk management
    Journal of Securities Operations & Custody, 2013, 6, (1), 81-94

2012

24. Repo and Reverse Repo Regulations in Turkey: Emergence of Regulations After 1982 Banking Crisis and Policy Suggestions in the Light of Financial Failure Lessons
    Business and Economics Research Journal, 2012, 3, (1), 59

2011

25. The limitations of transparency policy in OTC markets and derivatives trading
    Journal of Securities Operations & Custody, 2011, 4, (2), 122-133

2010

26. Why Turkish Securities Firms Have Not Transformed to Full Service Investment Banks?: An Assessment For the Near Future of the Turkish Securities Firms Industry
    Istanbul Stock Exchange Review, 2010, 12, (46), 15-48

Edited books

2022

1. Property Valuation and Market Cycle
   Springer Books, Springer

Chapters

2022

1. Introduction
   Springer
2. Property Market Cycle and Valuation…Filling the Gap
   Springer
3. Property Valuation in Uncertain and Cyclical Market Condition
   Springer
4. Role of Governments in Enhancing Green Digital Finance for Meeting the SDGs
   Springer