Details about Turalay Kenc

Access statistics for papers by Turalay Kenc.

Last updated 2010-03-01. Update your information in the RePEc Author Service.

Short-id: pke78

Working Papers

2009

1. Real Options with Priced Regime-Switching Risk
   Department of Economics Working Papers, Universidad Torcuato Di Tella View citations (3)

2008

2. On Model Selection and Markov-Switching: An Empirical Examination of Term Structure Models with Regime Shifts
   Department of Economics Working Papers, Universidad Torcuato Di Tella
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2004) View citations (2)

2006

3. A Structural Model of Credit Risk with Counter-Cyclical Risk Premia
   Computing in Economics and Finance 2006, Society for Computational Economics
4. Worst-case Robust Approach to the Equity Premium Puzzle
   Computing in Economics and Finance 2006, Society for Computational Economics

2005

5. Consumption, Growth and Asset Pricing: A Regime Switching and Robust Control
   Computing in Economics and Finance 2005, Society for Computational Economics

2004

6. Robust control, Regime Switching Risk and Asset Prices
   Computing in Economics and Finance 2004, Society for Computational Economics

2003

7. An Empirical Examination of Term Structure Models with Regime Shifts
   Royal Economic Society Annual Conference 2003, Royal Economic Society View citations (4)
   Also in Computing in Economics and Finance 2003, Society for Computational Economics (2003) View citations (6)
8. How does the spirit of capitalism affect stock market prices in a small-open economy
   Computing in Economics and Finance 2003, Society for Computational Economics View citations (1)

2002

9. Foreign Exchange Risk Premia
   Computing in Economics and Finance 2002, Society for Computational Economics View citations (3)
10. Merton-style option pricing under regime switching
    Computing in Economics and Finance 2002, Society for Computational Economics View citations (4)

1998

11. Transmission of Demographic Shock Effects from Large to Small
    GE, Growth, Math methods, University Library of Munich, Germany View citations (11)

1996

12. Demography, Pensions and Welfare: Fertility Shocks and the Finnish Economy
    Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics
    Also in Discussion Papers, VATT Institute for Economic Research (1996)
13. Pension Systems in Europe: A General Equilibrium Study
    Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics View citations (5)
14. Tax Policy and Financial Structure
    Archive Working Papers, Birkbeck, Department of Economics, Mathematics & Statistics

1995

15. European Pension Systems: A Simulation Analysis
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (4)
    See also Journal Article European pension systems: a simulation analysis, Fiscal Studies, Institute for Fiscal Studies (1997) View citations (3) (1997)
16. Replacing the U.K. Income Tax with a Progressive Consumption Tax
    Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge View citations (3)

Journal Articles

2009

1. The Effects of Different Parameterizations of Markov-Switching in a CIR Model of Bond Pricing
   Studies in Nonlinear Dynamics & Econometrics, 2009, 13, (1), 24 View citations (3)
2. Welfare cost of inflation in a stochastic balanced growth model
   Economic Modelling, 2009, 26, (3), 650-658 View citations (3)

2007

3. Do retail gasoline prices rise more readily than they fall?: A threshold cointegration approach
   Journal of Economics and Business, 2007, 59, (6), 560-574 View citations (58)
4. The spirit of capitalism, asset pricing and growth in a small open economy
   Journal of International Money and Finance, 2007, 26, (8), 1378-1402 View citations (7)

2005

5. Corporate bankruptcies and official bail-outs: A cost-benefit analysis
   Journal of International Financial Markets, Institutions and Money, 2005, 15, (5), 437-453

2004

6. FOREX risk premia and policy uncertainty: a recursive utility analysis
   Journal of International Financial Markets, Institutions and Money, 2004, 14, (1), 1-24
7. Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice
   Journal of Economic Dynamics and Control, 2004, 28, (8), 1511-1539 View citations (20)

2001

8. Demographic shock transmission from large to small countries: An overlapping generations CGE analysis
   Journal of Policy Modeling, 2001, 23, (6), 677-702 View citations (31)
9. Inflation and Sovereign Default
   IMF Staff Papers, 2001, 47, (3), 4 View citations (2)

1998

10. The Influence of Firms' Financial Policy on Tax Reform
    Oxford Economic Papers, 1998, 50, (4), 663-84 View citations (8)

1997

11. European pension systems: a simulation analysis
    Fiscal Studies, 1997, 18, (3), 249-277 View citations (3)
    See also Working Paper European Pension Systems: A Simulation Analysis, Cambridge Working Papers in Economics (1995) View citations (4) (1995)