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 0 0 0 8 1 4 5 12
Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests 0 0 0 15 0 0 3 35
Finansal Dışa Açıklık İle Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi 0 0 1 59 0 0 4 100
Hysteresis in unemployment: evidence from sector-specific unemployment in Turkey 0 0 0 5 0 0 3 27
Return and Risk Spillovers between ESG Global Index and Stock Markets: Evidence from Time and Frequency Analysis 1 2 3 5 3 8 22 32
SPOT VE VADELİ İŞLEM FİYATLARININ VARYANSLARI ARASINDAKİ NEDENSELLİK TESTİ 0 0 0 6 1 1 1 32
Testing CAPM using Markov switching model: the case of coal firms 0 0 0 12 1 1 3 61
Testing for long memory in ISE using Arfima-Figarch model and structural break test 0 0 1 19 1 2 5 71
Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE 0 0 0 4 0 0 0 34
Testing the international capital asset pricing model with Markov switching model in emerging markets 0 0 0 9 1 2 3 54
Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği 0 0 0 15 1 1 4 55
İstanbul Menkul Kıymetler Borsası’nda etkin piyasa hipotezinin uzun hafıza modelleri ile analizi: sektörel bazda bir inceleme 0 0 0 3 2 3 5 46
Total Working Papers 1 2 5 160 11 22 58 559


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 1 59 0 0 4 169
Asymmetry in the Unemployment–Output Relationship Over the Business Cycle: Evidence from Transition Economies 0 0 0 30 1 1 1 109
Bank default indicators with volatility clustering 0 0 0 8 2 4 4 39
Business confidence and stock returns in the USA: a time-varying Markov regime-switching model 1 1 2 63 1 1 3 234
Cointegration Relations between Turkish and International Equity Markets and Portfolio Choices 0 0 0 33 0 0 0 111
Commodity market downturn: Systemic risk and spillovers during left tail events 0 0 1 1 0 1 3 3
Connectedness and risk spillovers between crude oil and clean energy stock markets 0 0 0 0 1 1 4 4
Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model 0 3 6 16 1 5 14 44
Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama 0 0 0 0 3 3 25 1,673
Downside business confidence spillovers in Europe: evidence from causality-in-risk tests 0 0 0 0 0 0 1 9
Dynamic relationship between international tourism, economic growth and environmental pollution in the OECD countries: evidence from panel VAR model 0 0 2 3 2 3 6 12
Eco-friendly technologies, international tourism and carbon emissions: Evidence from the most visited countries 0 2 4 15 0 4 10 33
Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital 0 0 0 0 0 2 13 13
Estimating volatility clustering and variance risk premium effects on bank default indicators 0 0 1 3 0 0 1 18
Financial conditions and monetary policy in the US 0 0 0 14 2 3 4 41
Financial stress and economic activity in some emerging Asian economies 0 0 1 54 0 0 5 177
Financial stress transmission between the U.S. and the Euro Area 1 1 2 15 2 2 4 37
Global Liquidity and Financial Stress: Evidence from Major Emerging Economies 0 0 0 6 0 0 3 31
Global corporate tax policy space 0 0 0 0 1 2 8 17
Gold, silver, and the US dollar as harbingers of financial calm and distress 1 2 2 6 1 6 7 21
Granger predictability of real oil prices by us money and inflation in Markov-switching regimes 1 2 3 3 2 4 11 11
Healthcare Expenditures Channel of Natural Resource Curse: The Case of Gulf Cooperation Council Countries 0 0 2 24 1 1 4 122
Identifying systemically important financial institutions in Turkey 0 0 0 17 0 0 2 65
Interconnectedness and systemic risk: Evidence from global stock markets 0 2 6 7 2 6 22 32
Investor sentiments and stock markets during the COVID-19 pandemic 0 1 1 5 2 7 26 69
Is the Istanbul Stock Exchange Weak Form Efficient? A Markov-Switching ADF Test Approach 0 0 0 8 0 0 2 36
London Metal Exchange: Causality Relationship between the Price Series of Non-Ferrous Metal Contracts 0 0 1 14 0 0 5 70
Measuring financial stress in Turkey 1 1 2 50 1 1 5 171
Measuring financial stress in transition economies 0 1 2 77 1 2 8 231
Monetary and fiscal policy interactions: Evidence from emerging European economies 0 0 4 104 1 2 11 259
Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests 0 0 0 28 0 0 2 136
Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis 0 0 1 8 2 3 5 48
Oil prices, stock market returns and volatility spillovers: Evidence from Turkey 0 0 1 37 1 6 10 127
Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia 1 1 3 20 3 5 11 88
Para Politikasi Tercihleri Ile Issizlik Oranlari Arasindaki Iliski 0 0 1 19 0 0 1 73
Persistence and non-linearity in US unemployment: A regime-switching approach 0 0 0 24 0 0 2 108
Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test 0 0 2 7 1 1 6 20
Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets 0 0 0 10 0 0 2 38
Regime-dependent relation between Islamic and conventional financial markets 0 0 1 5 0 1 3 44
Renewable and non-renewable energy consumption and economic growth in the US: A Markov-Switching VAR analysis 0 2 7 23 3 7 17 54
Return and volatility spillovers among CIVETS stock markets 0 0 0 71 1 1 3 399
SPILLOVERS BETWEEN BUSINESS CONFIDENCE AND STOCK RETURNS IN GREECE, ITALY, PORTUGAL, AND SPAIN 0 0 0 0 0 1 2 66
Testing Capm using Markov Switching Model: The Case of Coal Firms 0 0 0 0 1 2 3 5
Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise 0 0 0 0 2 2 3 4
Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test 0 0 0 0 1 1 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 1 2 101 1 2 6 356
The Impact of Central Bank Interest Rate Releases on Financial Markets 0 0 2 38 3 5 10 118
The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex 0 0 0 42 0 0 0 123
The Relationship between Investor Attention and Stock Markets: An Application on ISE-100 Index 0 0 1 21 1 1 3 72
The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data 1 1 1 1 1 1 1 1
The effect of North Korean threats on financial markets in South Korea and Japan 0 0 3 41 0 2 5 137
The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold 0 0 0 8 0 1 6 21
The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19 0 0 3 5 2 2 11 21
Time and frequency domain relationship between investor sentiment and sectoral cryptocurrencies 0 0 0 0 0 3 3 3
Time and quantile domain connectedness between the geopolitical risk of China and precious metals markets 0 0 2 3 1 1 3 7
Time-varying volatility spillovers between oil prices and precious metal prices 0 0 2 25 0 0 4 68
Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis 0 0 0 30 0 0 2 123
Unleashing power of financial technologies on mineral productivity in G-20 countries 0 1 3 3 0 1 9 11
VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi 0 0 0 0 1 2 4 578
Volatility Spillover Effect from Volatility Implied Index to Emerging Markets 0 0 0 122 2 2 4 328
Volatility Spillover Networks of Credit Risk: Evidence from ASW and CDS Spreads in Turkey and Brazil 0 0 1 1 1 1 3 3
Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time 1 1 4 15 2 2 10 50
Yaz Saati Uygulamasi Anomalisinin IMKB 100 Endeks Getirisine Etkisinin Test Edilmesi 1 1 1 21 1 2 2 159
Total Journal Articles 9 24 84 1,364 58 119 373 7,253
1 registered items for which data could not be found


Statistics updated 2025-11-08