Details about Burak Saltoğlu

Access statistics for papers by Burak Saltoğlu.

Last updated 2025-01-07. Update your information in the RePEc Author Service.

Short-id: psa514

Working Papers

2022

1. A Comparative Analysis of Different Life-Cycle Investment Strategies for Turkey Abstract
   Working Papers, Bogazici University, Department of Economics

2021

2. Trading and Investment Performance of Pension Fund Investors: Evidence from an Emerging Market Abstract
   Working Papers, Bogazici University, Department of Economics

2016

3. Measures of Individual Risk Attitudes and Portfolio Choice: Evidence from Pension Participants*
   Working Papers, Bogazici University, Department of Economics
   See also Journal Article Measures of individual risk attitudes and portfolio choice: Evidence from pension participants, Journal of Economic Psychology, Elsevier (2017) View citations (8) (2017)

2014

4. Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation
   Working Papers, Bogazici University, Department of Economics View citations (1)

2013

5. Network Centrality Measures and Systemic Risk: An Application to the Turkish Financial Crisis
   Working Papers, Bogazici University, Department of Economics View citations (5)
   See also Journal Article Network centrality measures and systemic risk: An application to the Turkish financial crisis, Physica A: Statistical Mechanics and its Applications, Elsevier (2014) View citations (28) (2014)
6. Why is it so Difficult and Complex to Solve the Euro Problem?
   Centre for Growth and Business Cycle Research Discussion Paper Series, Economics, The University of Manchester
   Also in Working Papers, Bogazici University, Department of Economics (2013)

2010

7. Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash
   MPRA Paper, University Library of Munich, Germany View citations (4)

2009

8. MIDAS Volatility Forecast Performance Under Market Stress: Evidence from Emerging and Developed Stock Markets
   Working Papers, Bogazici University, Department of Economics View citations (3)
9. The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market
   MPRA Paper, University Library of Munich, Germany
   See also Journal Article The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market, Emerging Markets Finance and Trade, Taylor & Francis Journals (2012) View citations (2) (2012)

2008

10. Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets
    MPRA Paper, University Library of Munich, Germany View citations (17)

2003

11. Anatomy of a Market Crash: A Market Microstructure Analysis of the Turkish Overnight Liquidity Crisis
    FMG Discussion Papers, Financial Markets Group View citations (10)
    Also in LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library (2003) View citations (9)

Journal Articles

2024

1. Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction
   Finance Research Letters, 2024, 67, (PB) View citations (1)
2. Survey-based measures of risk attitudes and portfolio risk: Evidence from pension participants
   Journal of Behavioral and Experimental Finance, 2024, 43, (C)

2019

3. Performance evaluation of the Turkish pension fund system
   Journal of Capital Markets Studies, 2019, 3, (1), 18-33

2017

4. Measures of individual risk attitudes and portfolio choice: Evidence from pension participants
   Journal of Economic Psychology, 2017, 62, (C), 186-203 View citations (8)
   See also Working Paper Measures of Individual Risk Attitudes and Portfolio Choice: Evidence from Pension Participants*, Working Papers (2016) (2016)

2016

5. Macroeconomic Drivers of Loan Quality in Turkey
   Emerging Markets Finance and Trade, 2016, 52, (1), 98-109 View citations (3)
6. Systemic risk and heterogeneous leverage in banking networks
   Physica A: Statistical Mechanics and its Applications, 2016, 462, (C), 358-375 View citations (5)

2015

7. When does low interconnectivity cause systemic risk?
   Quantitative Finance, 2015, 15, (12), 1933-1942 View citations (2)

2014

8. Network centrality measures and systemic risk: An application to the Turkish financial crisis
   Physica A: Statistical Mechanics and its Applications, 2014, 405, (C), 203-215 View citations (28)
   See also Working Paper Network Centrality Measures and Systemic Risk: An Application to the Turkish Financial Crisis, Working Papers (2013) View citations (5) (2013)

2013

9. Turkish Banking Sector Current Status and the Future Challenges
   Atlantic Economic Journal, 2013, 41, (1), 75-86 View citations (1)

2012

10. MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets
    Economics Letters, 2012, 117, (2), 528-532 View citations (10)
11. The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market
    Emerging Markets Finance and Trade, 2012, 48, (S5), 48-63 View citations (2)
    See also Working Paper The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market, MPRA Paper (2009) (2009)

2007

12. Comparing density forecast models Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003; see Bao et al. (2004)
    Journal of Forecasting, 2007, 26, (3), 203-225 View citations (21)

2006

13. Emerging Markets in Financial Crisis: Capital Flows, Savings, Debt and Banking Reform by ŞAZIYE GAZIOǦLU
    The World Economy, 2006, 29, (9), 1295-1296
14. Evaluating predictive performance of value-at-risk models in emerging markets: a reality check
    Journal of Forecasting, 2006, 25, (2), 101-128 View citations (98)

2003

15. An empirical comparison of interest rates using an interest rate model and nonparametric methods
    Applied Economics Letters, 2003, 10, (10), 643-645
16. Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates
    Applied Financial Economics, 2003, 13, (3), 169-176 View citations (5)
17. Continuous time and nonparametric modelling of U.S. interest rate models
    International Review of Financial Analysis, 2003, 12, (1), 25-34 View citations (10)

2002

18. Assessing the risk forecasts for Japanese stock market
    Japan and the World Economy, 2002, 14, (1), 63-85 View citations (3)
19. Intra-Day Features of Realized Volatility: Evidence from an Emerging Market
    International Journal of Business and Economics, 2002, 1, (1), 17-24 View citations (10)

2000

20. Estimating a continuous time portfolio selection model: An application with UK data
    Empirical Economics, 2000, 25, (1), 93-109

1998

21. Speed of adjustment to the long-run equilibrium: an application with US Stock Price and Dividend data
    Applied Financial Economics, 1998, 8, (4), 367-375 View citations (2)