Publications

2017

  1. Baillon, A., Bleichrodt, H., Keskin, U., l’Haridon, O. and Li, C., 2017. The effect of learning on ambiguity attitudes. Management Science (forthcoming). [Link]
  2. Atesagaoglu, O.E., Elgin, C. and Oztunali, O., 2017. TFP growth in Turkey revisited: The effect of informal sector. Central Bank Review, 17(1), pp.11-17. [Link]
  3. Beylunioglu, F.C., Stengos, T. and Yazgan, M.E., 2017. Detecting capital market convergence clubs. Studies in Nonlinear Dynamics & Econometrics,21(3). [Link]
  4. Zhang, K., Gençay, R. and Yazgan, M.E., 2017. Application of wavelet decomposition in time-series forecasting. Economics Letters, 158, pp.41-46. [Link]
  5. Yener, H., Stengos, T. and Yazgan, M.E., 2017. Analysis of the seeds of the debt crisis in Europe. The European Journal of Finance, 23(15), pp. 1589-1610 [Link]
  6. Soybilgen, B. and Yazgan, E., 2017. An evaluation of inflation expectations in Turkey. Central Bank Review, 17(1), pp.31-38. [Link]

2016

  1. Akca, K. and Ozturk, S.S., 2016. The Effect of 2008 Crisis on the volatility spillovers among six major markets. International Review of Finance, 16(1), pp. 169-178. [Link]
  2. Toraganlı, N. and Yazgan, M.E., 2016. Exchange rates and firm survival: An examination with Turkish firm-level data. Economic Systems, 40(3), pp. 433-443. [Link]
  3. Baglan, D., Yazgan, M.E. and Yilmazkuday, H., 2016. Relative price variability and inflation: New evidence. Journal of Macroeconomics, Vol. 48, pp. 263-282. [Link]
  4. Yazgan, M.E. and Yilmazkuday, H., 2016. High versus low inflation: implications for price-level convergence. Empirical Economics, 50(4), pp. 1527-1563. [Link]
  5. Modugno, M., Soybilgen, B. and Yazgan, E., 2016. Nowcasting Turkish GDP and News Decomposition. International Journal of Forecasting, 32(4), pp. 1369-1384. [Link]
  6. Özkan, H., Stengos, T. and Yazgan, E., 2016. Markov regime switching in mean and in fractional integration parameter. Communications in Statistics-Simulation and Computation (forthcoming). [Link]
  7. Eroğlu, B.A. and Yiğit, T., 2016. A nonparametric unit root test under nonstationary volatility. Economics Letters, 140, pp.6-10. [Link]
  8. Fas, G. and Şenel, K., 2016. Hedging Scenarios Under Competition: Exploring the Impact of Competitors’ Hedging Practices. In Risk Management, Risk Management, Strategic Thinking and Leadership in the Financial Services Industry, ed’ted by Hasan Dinçer, Ümit Hacıoğlu, pp. 225-244. [Link]

2015

  1. Erdogan, O., Bennett, P. and Ozyildirim, C. 2015. Recession prediction using yield curve and stock market liquidity deviation measures. Review of Finance, 19(1), pp. 407-422. [Link]
  2. Bleichrodt, H., Keskin, U., Rohde, K.I.M., Spinu, V. and Wakker, P. 2015. Discounted utility and present value-A close relation. Operations Research, 63(6), pp. 1420-1430. [Link]
  3. Atesagaoglu, O.E., Poveda, C.E., 2015. On the irrelevance of financial policy under market incompleteness and trading constraints. Economics Letters, Vol. 136, pp. 125-128. [Link]
  4. Atesagaoglu, O.E., Elgin, C., 2015. Cyclicality of labor wedge and informal sector. Economics Letters, Vol. 136, pp. 141-146. [Link]
  5. Ekinci, Y., & Ön, R. M., 2015. A Review on the Comparison of EU Countries Based on Research and Development Efficiencies. World Academy of Science, Engineering and Technology, International Journal of Social, Behavioral, Educational, Economic, Business and Industrial Engineering, 9(7), pp. 2400-2403. [Link]
  6. Yener, H., 2015. Maximizing survival, growth, and goal reaching under borrowing constraints. Quantitative Finance, 15(12), pp. 2053-2065. [Link]
  7. Ozturk, S.S. and Volkan, E., 2015. Intraindustry volatility spillovers in the MENA Region. Emerging Markets Finance and Trade, 51(6), pp. 1163-1174. [Link]
  8. Ozturk, S.S. and Richard, J.F., 2015. Stochastic volatility and leverage: Application to a panel of S&P500 stocks. Finance Research Letters, Vol. 12, February, pp. 67-76. [Link]
  9. Yazgan, M.E., 2015. MENA Economies: Reforms, Risk, and Development. Emerging Markets Finance and Trade, 51(6), pp. 1141-1143. [Link]
  10. Pinar, M., Stengos, T. and Yazgan, M.E., 2015. Measuring Human Development in the MENA Region. Emerging Markets Finance and Trade, 51(6), pp. 1179-1192. [Link]
  11. Özkan, H. and Yazgan, M.E., 2015. Is forecasting inflation easier under inflation targeting?. Empirical Economics, 48(2), pp. 609-626. [Link]
  12. Yazgan, M.E. and Özkan, H., 2015. Detecting structural changes using wavelets. Finance Research Letters, Vol. 12, pp. 23-37. [Link]
  13. Genc, T.S., Yazgan, E. and Pineau, P.O., 2015. Electricity Trade Patterns in a Network. In Progress in Clean Energy, Volume 2 (pp. 669-692). Springer International Publishing. [Link]

2014

  1. Kale, J., Reis E. and Venkateswaran A., 2014. Pay inequalities and management turnover. Journal of Empirical Finance, Vol. 27, June, pp. 21-39. [Link]
  2. Stengos, T. and Yazgan, M., 2014. Persistence in real exchange rate convergence. Studies in Nonlinear Dynamics and Econometrics, 18(1), pp. 73-88. [Link]
  3. Stengos, T. and Yazgan, M.E., 2014. Persistence in convergence. Macroeconomic Dynamics, 18(04), pp. 753-782. [Link]
  4. Kaya, H. and Yazgan, M.E., 2014. Probability forecasts of macroaggregates in the Turkish economy. Emerging Markets Finance and Trade, 50(2), pp. 214-229. [Link]
  5. Ozturk, S.S. and Stengos, T., 2014. Testing for structural breaks with local smoothers: A simulation study. Economics Letters, 125(1), pp. 119-122. [Link]
  6. Ozturk, S.S. and Ciftci, K., 2014. A sentiment analysis of twitter content as a predictor of exchange rate movements. Review of Economic Analysis, 6(2), pp. 132-140. [Link]
  7. Ekinci, Y., Uray, N., and Ulengin, F., 2014. A customer lifetime value model for the banking industry: A guide to marketing actions. European Journal of Marketing, 48 (3/4), pp. 761-784. [Link]
  8. Coşgun, Ö., Ekinci, Y., & Yanık, S., 2014. Fuzzy rule-based demand forecasting for dynamic pricing of a maritime company. Knowledge-Based Systems, 70, pp. 88-96. [Link]
  9. Yener, H. 2014. Minimizing the lifetime ruin under borrowing and short-selling constraints. Scandinavian Actuarial Journal, 2014(6), pp. 535-560. [Link]
  10. Yener, H. 2015. Erratum ``Minimizing the lifetime ruin under borrowing and short-selling constraints''. Scandinavian Actuarial Journal. [Link]

2013

  1. Falaye, O., Reis, E. and Venkateswaran A., 2013. The determinants and effects of CEO–employee pay ratios. Journal of Banking and Finance, 37(1), pp. 3258–3272. [Link]
  2. Akat, A.S. and Yazgan, E., 2013. Observations on Turkey’s recent economic performance. Atlantic Economic Journal, 41(1), pp. 1-27. [Link]
  3. Anagnostopoulos, A , Atesagaoglu, O.E., Poveda, C.E., 2013. Skill-Biased technological change and homeownership. Journal on Economic Dynamics and Control, 37(12), pp. 3012-3033. [Link]

2012

  1. Atesagaoglu, O.E., 2012. Taxes, regulations and the corporate debt market. International Economic Review, 53(3), pp. 979-1004. [Link]
  2. Ulku, N. and Ikizlerli, D., 2012. The interaction between foreigners' trading and emerging stock returns: Evidence from Turkey. Emerging Market Review, 13(2), pp. 381-409. [Link]
  3. Ikizlerli, D. and Ulku, N., 2012. Political risk and foreigners' trading: Evidence from an emerging stock market. Emerging Markets Finance and Trade, 48(3), pp. 106-121. [Link]
  4. Li, Q. and Reis, E., 2012. Managerial compensation and corporate spin-off evidence from spun-off firms. Corporate Ownership and Control, 9(3), pp. 69-79. [Link]
  5. Saltoglu, B. and Yazgan, M.E., 2012. The role of regime shifts in the term structure of interest rates: Further evidence from an emerging market. Emerging Markets Finance and Trade, 48(sup5), pp. 48-63. [Link]
  6. Ugurlu, S., Cosgun, O., and Ekinci, Y., 2012. A dynamic pricing model for a maritime transportation service provider. International Journal of Computational Intelligence Systems, 5(6), pp. 1109-1119. [Link]

2011

  1. Kaya, H. and Yazgan, M.E., 2011. Has ‘inflation targeting’ increased the predictive power of term structure about future inflation: evidence from Turkish experience?. Applied Financial Economics, 21(20), pp. 1539-1547.[Link]
  2. Yazgan, M.E. and Yilmazkuday, H., 2011. Price-level convergence: New evidence from US cities. Economics Letters, 110(2), pp. 76-78. [Link]
  3. Ozyildirim, C. and Ozdincer, B., 2011. The strategic implications of asset-liability allocation in the Turkish banking industry. Emerging Markets Finance and Trade, 47(1), pp. 101-112. [Link]

2010

  1. Kale, J., Reis E. and Venkateswaran A., 2010. Promotion incentives and corporate performance: Is there bright side to “overpaying” the CEO? Journal of Applied Corporate Finance, 22(1), pp. 119-128. [Link]
  2. Beyazit, M. F. and Koc, E., 2010. An analysis of snow options for ski resort establishments. Tourism Management, 31(5), pp. 676-683. [Link]
  3. Yazgan, M.E. and Zer-Toker, I., 2010. Currency substitution, policy rule and pass-through: evidence from Turkey. Applied Economics, 42(18), pp. 2365-2378. [Link]

2009

  1. Kale, J., Reis E. and Venkateswaran A., 2009. Rank order tournaments and incentive alignment: The effect on firm performance. Journal of Finance, 64(3), pp. 1479-1512. [Link]
  2. Tekin, R.B. and Yazgan, M.E., 2009. Exchange rate pass-through in Turkish export and import prices. Applied Economics, 41(17), pp. 2221-2228. [Link]
  3. Yilmazkuday, H. and Yazgan, M.E., 2009. Effects of credit and debit cards on the currency demand. Applied Economics, 41(17), pp. 2115-2123. [Link]
  4. Yazgan. M. E. and Yilmazkuday, H., 2009. Okun’s Convergence within the US. Letters in Spatial and Resource Sciences, 2(2), pp. 109-122. [Link]
  5. Yazgan, M.E. and Yilmazkuday, H., 2009. The IS Puzzle and Relative Risk Aversion in Turkey. Empirical Economics Letters, 9(2), pp. 131-138. [Link]