Access Statistics for Emrah İsmail Çevik

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Connectedness and risk spillovers between crude oil and clean energy stock markets 1 2 2 10 4 9 17 25
Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests 0 0 0 15 0 5 5 40
Finansal Dışa Açıklık İle Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi 0 0 0 59 1 7 10 107
Hysteresis in unemployment: evidence from sector-specific unemployment in Turkey 0 0 0 5 0 1 4 29
Return and Risk Spillovers between ESG Global Index and Stock Markets: Evidence from Time and Frequency Analysis 1 1 3 6 6 11 25 45
SPOT VE VADELİ İŞLEM FİYATLARININ VARYANSLARI ARASINDAKİ NEDENSELLİK TESTİ 0 0 0 6 0 9 10 41
Testing CAPM using Markov switching model: the case of coal firms 0 0 0 12 1 6 10 69
Testing for long memory in ISE using Arfima-Figarch model and structural break test 0 0 1 19 1 3 8 75
Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE 0 0 0 4 1 3 4 38
Testing the international capital asset pricing model with Markov switching model in emerging markets 0 0 0 9 1 5 12 63
The Evolving Impact of U.S. Monetary Policy on Real Oil Prices: A Time-Varying Granger and Local Projections Approach 11 16 16 16 4 10 10 10
Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği 0 0 0 15 1 4 9 61
İstanbul Menkul Kıymetler Borsası’nda etkin piyasa hipotezinin uzun hafıza modelleri ile analizi: sektörel bazda bir inceleme 0 0 0 3 1 4 9 51
Total Working Papers 13 19 22 179 21 77 133 654


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Analyzing of Relationship among stock markets of the US, Germany and Turkey with MS-VAR Model 0 0 0 59 0 3 3 172
Asymmetry in the Unemployment–Output Relationship Over the Business Cycle: Evidence from Transition Economies 0 0 0 30 0 1 2 110
Bank default indicators with volatility clustering 0 0 0 8 0 4 9 44
Bank lending channel under high policy rate volatility: Evidence from Türkiye 0 1 1 1 1 4 4 4
Business confidence and stock returns in the USA: a time-varying Markov regime-switching model 0 0 3 64 1 12 19 250
Cointegration Relations between Turkish and International Equity Markets and Portfolio Choices 0 0 0 33 1 4 4 115
Commodity market downturn: Systemic risk and spillovers during left tail events 0 0 1 1 4 7 10 10
Connectedness and risk spillovers between crude oil and clean energy stock markets 0 0 0 0 2 11 13 15
Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model 0 1 7 18 0 8 20 54
Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama 0 0 0 0 0 8 24 1,682
Downside business confidence spillovers in Europe: evidence from causality-in-risk tests 0 0 0 0 1 4 6 15
Dynamic relationship between international tourism, economic growth and environmental pollution in the OECD countries: evidence from panel VAR model 0 1 2 4 1 8 12 20
Eco-friendly technologies, international tourism and carbon emissions: Evidence from the most visited countries 1 1 4 16 2 6 13 41
Engagement of true intelligence in financial forecasting: interactions of blockchained sectors and artificial intelligence 0 1 1 1 1 2 2 2
Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital 0 0 1 1 3 9 15 24
Estimating volatility clustering and variance risk premium effects on bank default indicators 0 0 0 3 1 2 8 26
Financial conditions and monetary policy in the US 0 0 0 14 2 5 8 46
Financial stress and economic activity in some emerging Asian economies 1 1 2 55 1 8 10 186
Financial stress transmission between the U.S. and the Euro Area 0 0 2 16 2 8 14 49
Global Liquidity and Financial Stress: Evidence from Major Emerging Economies 0 1 1 7 0 4 7 36
Global corporate tax policy space 0 0 0 0 0 7 15 26
Gold, silver, and the US dollar as harbingers of financial calm and distress 0 0 2 6 7 10 17 31
Granger predictability of real oil prices by us money and inflation in Markov-switching regimes 0 0 3 3 0 6 18 18
Healthcare Expenditures Channel of Natural Resource Curse: The Case of Gulf Cooperation Council Countries 0 1 3 26 2 6 10 130
Identifying systemically important financial institutions in Turkey 0 0 0 17 0 3 4 68
Interconnectedness and systemic risk: Evidence from global stock markets 1 2 8 10 10 19 43 56
Investigating the Connectedness between Oil and Stock Markets in GCC countries: Evidence from Rolling-Window Frequency Domain Causality 0 0 1 1 1 6 7 7
Investor sentiments and stock markets during the COVID-19 pandemic 3 3 4 8 7 16 34 88
Is the Istanbul Stock Exchange Weak Form Efficient? A Markov-Switching ADF Test Approach 0 0 0 8 0 5 7 42
London Metal Exchange: Causality Relationship between the Price Series of Non-Ferrous Metal Contracts 0 0 0 14 2 5 7 75
Measuring financial stress in Turkey 0 0 1 50 1 6 9 177
Measuring financial stress in transition economies 0 0 1 77 0 5 9 237
Monetary and fiscal policy interactions: Evidence from emerging European economies 0 1 4 105 1 6 19 269
Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests 0 0 0 28 1 5 7 142
Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis 1 1 1 9 1 3 8 53
Oil prices, stock market returns and volatility spillovers: Evidence from Turkey 0 0 1 37 2 7 16 134
Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia 0 1 3 21 2 6 16 96
Para Politikasi Tercihleri Ile Issizlik Oranlari Arasindaki Iliski 0 0 0 19 0 2 2 75
Persistence and non-linearity in US unemployment: A regime-switching approach 0 0 0 24 2 9 10 118
Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test 0 0 3 8 1 7 13 28
Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets 0 0 0 10 0 6 10 47
Regime-dependent relation between Islamic and conventional financial markets 1 2 4 8 2 9 13 55
Renewable and non-renewable energy consumption and economic growth in the US: A Markov-Switching VAR analysis 0 1 4 24 1 7 17 62
Return and volatility spillovers among CIVETS stock markets 0 1 1 72 1 10 14 410
SPILLOVERS BETWEEN BUSINESS CONFIDENCE AND STOCK RETURNS IN GREECE, ITALY, PORTUGAL, AND SPAIN 0 0 0 0 0 0 1 66
Testing Capm using Markov Switching Model: The Case of Coal Firms 0 0 0 0 0 0 3 5
Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise 0 0 0 0 1 5 8 9
Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test 0 0 0 0 0 0 1 3
Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries 0 0 2 101 1 15 21 372
The Impact of Central Bank Interest Rate Releases on Financial Markets 0 0 0 38 0 1 10 120
The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex 0 0 0 42 0 2 2 125
The Impact of the fed monetary policy shocks on commodity markets: Evidence from time-varying local projections 1 1 1 1 3 12 12 12
The Relationship between Investor Attention and Stock Markets: An Application on ISE-100 Index 0 0 1 21 0 4 9 78
The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data 1 2 4 4 1 3 6 6
The effect of North Korean threats on financial markets in South Korea and Japan 0 1 2 42 0 5 9 143
The evolving impact of U.S. monetary policy on real oil prices: A time-varying Granger predictability and local projections approach 0 0 0 0 1 1 1 1
The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold 0 0 0 8 3 9 17 33
The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19 0 0 1 5 1 4 12 26
Time and frequency domain relationship between investor sentiment and sectoral cryptocurrencies 0 0 0 0 3 9 14 14
Time and quantile domain connectedness between the geopolitical risk of China and precious metals markets 0 0 1 3 3 7 9 14
Time-varying volatility spillovers between oil prices and precious metal prices 0 0 3 26 1 8 12 77
Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis 1 1 1 31 3 12 14 136
Unleashing power of financial technologies on mineral productivity in G-20 countries 0 0 3 3 1 8 16 23
VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi 0 0 0 0 0 2 4 580
Volatility Spillover Effect from Volatility Implied Index to Emerging Markets 0 3 3 125 0 9 11 337
Volatility Spillover Networks of Credit Risk: Evidence from ASW and CDS Spreads in Turkey and Brazil 0 0 0 1 0 3 5 7
Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time 0 0 2 15 2 10 20 63
Yaz Saati Uygulamasi Anomalisinin IMKB 100 Endeks Getirisine Etkisinin Test Edilmesi 0 0 1 21 0 3 5 162
Total Journal Articles 11 28 94 1,403 91 421 750 7,757
1 registered items for which data could not be found


Statistics updated 2026-03-04