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Details about Ahmet Sensoy

Workplace:İşletme Fakültesi (Faculty of Business Administration), Bilkent Üniversitesi (Bilkent University), (more information at EDIRC)

Access statistics for papers by Ahmet Sensoy.

Last updated 2020-02-20. Update your information in the RePEc Author Service.

Short-id: pse604


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Working Papers

2019

  1. Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey Downloads
    See also Journal Article in International Review of Financial Analysis (2019)

2015

  1. European economic and monetary union sovereign debt markets
    Policy Research Working Paper Series, The World Bank Downloads View citations (3)

2014

  1. Dynamic spanning trees in stock market networks: The case of Asia-Pacific
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (8)
    See also Journal Article in Physica A: Statistical Mechanics and its Applications (2014)

2013

  1. How much random does European Union walk? A time-varying long memory analysis
    Working Papers Series, Central Bank of Brazil, Research Department Downloads View citations (1)

2012

  1. Analysis on Runs of Daily Returns in Istanbul Stock Exchange
    MPRA Paper, University Library of Munich, Germany Downloads

Journal Articles

2019

  1. Commonality in ask-side vs. bid-side liquidity
    Finance Research Letters, 2019, 28, (C), 198-207 Downloads
  2. Dynamic integration and network structure of the EMU sovereign bond markets
    Annals of Operations Research, 2019, 281, (1), 297-314 Downloads
  3. Energy, precious metals, and GCC stock markets: Is there any risk spillover?
    Pacific-Basin Finance Journal, 2019, 56, (C), 45-70 Downloads
  4. Financial Networks 2019
    Complexity, 2019, 2019, 1-2 Downloads
  5. High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets
    The North American Journal of Economics and Finance, 2019, 50, (C) Downloads
  6. Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis
    Finance Research Letters, 2019, 31, (C), 19-25 Downloads View citations (1)
  7. Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market
    International Review of Financial Analysis, 2019, 64, (C), 1-12 Downloads
    See also Working Paper (2019)
  8. The effectiveness of technical trading rules in cryptocurrency markets
    Finance Research Letters, 2019, 31, (C), 32-37 Downloads
  9. The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies
    Finance Research Letters, 2019, 28, (C), 68-73 Downloads View citations (9)

2018

  1. A tale of two risks in the EMU sovereign debt markets
    Economics Letters, 2018, 172, (C), 102-106 Downloads
  2. Financial Networks
    Complexity, 2018, 2018, 1-2 Downloads
  3. Implied volatility indices: A review and extension in the Turkish case
    International Review of Financial Analysis, 2018, 60, (C), 151-161 Downloads

2017

  1. Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes
    Applied Economics, 2017, 49, (25), 2456-2479 Downloads
  2. Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications
    Energy Economics, 2017, 67, (C), 454-475 Downloads View citations (11)
  3. Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market
    Journal of Financial Stability, 2017, 31, (C), 62-80 Downloads View citations (4)
  4. Not all emerging markets are the same: A classification approach with correlation based networks
    Journal of Financial Stability, 2017, 33, (C), 163-186 Downloads View citations (1)
  5. Predictability dynamics of emerging sovereign CDS markets
    Economics Letters, 2017, 161, (C), 5-9 Downloads View citations (3)

2016

  1. Commonality in liquidity: Effects of monetary policy and macroeconomic announcements
    Finance Research Letters, 2016, 16, (C), 125-131 Downloads View citations (7)
  2. Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe
    Economic Systems, 2016, 40, (4), 552-567 Downloads
  3. Dynamic efficiency of stock markets and exchange rates
    International Review of Financial Analysis, 2016, 47, (C), 353-371 Downloads View citations (8)
  4. Impact of sovereign rating changes on stock market co-movements: the case of Latin America
    Applied Economics, 2016, 48, (28), 2600-2610 Downloads View citations (1)
  5. Systematic Risk in Conventional and Islamic Equity Markets
    International Review of Finance, 2016, 16, (3), 457-466 Downloads View citations (10)

2015

  1. An alternative way to track the hot money in turbulent times
    Physica A: Statistical Mechanics and its Applications, 2015, 419, (C), 215-220 Downloads
  2. Cross-sectoral interactions in Islamic equity markets
    Pacific-Basin Finance Journal, 2015, 32, (C), 1-20 Downloads View citations (25)
  3. Dynamic convergence of commodity futures: Not all types of commodities are alike
    Resources Policy, 2015, 44, (C), 150-160 Downloads View citations (21)
  4. Predictability dynamics of Islamic and conventional equity markets
    The North American Journal of Economics and Finance, 2015, 31, (C), 222-248 Downloads View citations (18)
  5. Time-varying long term memory in the European Union stock markets
    Physica A: Statistical Mechanics and its Applications, 2015, 436, (C), 147-158 Downloads View citations (14)

2014

  1. A comparative analysis of the dynamic relationship between oil prices and exchange rates
    Journal of International Financial Markets, Institutions and Money, 2014, 32, (C), 397-414 Downloads View citations (22)
  2. A view to the long-run dynamic relationship between crude oil and the major asset classes
    International Review of Economics & Finance, 2014, 33, (C), 286-299 Downloads View citations (12)
  3. Constructing a financial fragility index for emerging countries
    Finance Research Letters, 2014, 11, (4), 410-419 Downloads View citations (4)
  4. Dynamic relationship between Turkey and European countries during the global financial crisis
    Economic Modelling, 2014, 40, (C), 290-298 Downloads View citations (8)
  5. Dynamic spanning trees in stock market networks: The case of Asia-Pacific
    Physica A: Statistical Mechanics and its Applications, 2014, 414, (C), 387-402 Downloads View citations (6)
    See also Working Paper (2014)
  6. Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey
    Economic Modelling, 2014, 43, (C), 448-457 Downloads View citations (11)
  7. Impact of short selling activity on market dynamics: Evidence from an emerging market
    Journal of Financial Stability, 2014, 15, (C), 53-62 Downloads View citations (6)
  8. Time-varying long range dependence in energy futures markets
    Energy Economics, 2014, 46, (C), 318-327 Downloads View citations (9)

2013

  1. Analysis of cross-correlations between financial markets after the 2008 crisis
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (20), 5027-5045 Downloads View citations (10)
  2. Dynamic relationship between precious metals
    Resources Policy, 2013, 38, (4), 504-511 Downloads View citations (40)
  3. Generalized Hurst exponent approach to efficiency in MENA markets
    Physica A: Statistical Mechanics and its Applications, 2013, 392, (20), 5019-5026 Downloads View citations (11)
 
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