Details about Doruk Küçüksaraç, PhD

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Last updated 2021-07-29. Update your information in the RePEc Author Service.

Short-id: pkk9

Working Papers

A Measure of Turkey's Sovereign and Banking Sector Credit Risk: Asset Swap Spreads
Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey
Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment
Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey
Modelling Sovereign Credit Risk: Binomial Approach
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey
Tahvil ve Doviz Swap Piyasalari Likidite Gostergesi
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey

Estimation of FX Option Implied Density Functions: Nonparametric-Malz Approach
Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (1)
Exchange Rate Sensitivity of Firm Value: Recent Evidence from Non-Financial Firms Listed on Borsa Istanbul
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey
The Determinants of FX Derivatives Use: Empirical Evidence from Turkish Non-Financial Firms in BIST
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey

Estimation of Currency Swap Yield Curve
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey
The Interaction between Yield Curve and Macroeconomic Factors
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey

A New Approach for Turkish Term Structure: Cubic B-Spline Basis with Variable Roughness Penalty
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey
Linkages Between Credit Spreads and Credit Ratings
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (1)
Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (2)
See also Journal Article Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve, Economics Bulletin, AccessEcon (2017) View citations (2) (2017)
The Sensitivity of CDS Premium to the Global Risk Factor: Evidence from Emerging Markets
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (3)

How Different are the Factors Affecting the Credit Ratings of Developed and Emerging Countries?
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (1)
Para Politikasi Faizlerinin ve Durusunun Kisa Vadeli Piyasa Faizlerine Geciskenligi
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey
Revisiting Capital Structure of Non-financial Public Firms in Turkey
Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (2)

Reserve Option Mechanism: Does it Work as an Automatic Stabilizer?
Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (3)
See also Journal Article Reserve Option Mechanism: Does It Work As An Automatic Stablizer?, Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey (2015) View citations (6) (2015)

Corporate Bond Yield Curve
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey
Gecelik Kur Takasi Faizleri ve BIST Gecelik Repo Faizleri
Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (1)
Gecelik Vadede Kur Takasi ve BIST Repo Faizleri Arasindaki Iliski
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (1)
Yield Curve Estimation for Corporate Bonds in Turkey
Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (1)

Are Swap and Bond Markets Alternatives to Each Other in Turkey?
Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (4)
Kuresel Kriz, Avrupa Borc Krizi ve Gelismekte Olan Piyasalarda Bulasicilik Etkisi
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey
Reserve Options Mechanism and Computation of Reserve Options Coefficients (Rezerv Opsiyonu Mekanizmasi ve Optimal Rezerv Opsiyonu Katsayilarinin Hesaplanmasi)
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey
Rezerv Opsiyonu Mekanizmasi ve Optimal Rezerv Opsiyonu Katsayilarinin Hesaplanmasi
Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey View citations (2)
Turkiyeâ€™nin Net Doviz Pozisyonu
CBT Research Notes in Economics, Research and Monetary Policy Department, Central Bank of the Republic of Turkey

The Overnight Currency Swap Rates and ISE Overnight Repo Rates
Journal of BRSA Banking and Financial Markets, 2013, 7, (2), 37-53