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 1 3 11 0 7 24 32
Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests 0 0 0 15 0 1 6 41
Finansal Dışa Açıklık İle Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi 0 0 0 59 0 5 12 112
Hysteresis in unemployment: evidence from sector-specific unemployment in Turkey 0 0 0 5 0 1 3 30
Return and Risk Spillovers between ESG Global Index and Stock Markets: Evidence from Time and Frequency Analysis 1 2 5 8 3 7 33 55
SPOT VE VADELİ İŞLEM FİYATLARININ VARYANSLARI ARASINDAKİ NEDENSELLİK TESTİ 0 0 0 6 0 3 13 44
Testing CAPM using Markov switching model: the case of coal firms 0 0 0 12 0 1 10 70
Testing for long memory in ISE using Arfima-Figarch model and structural break test 0 0 0 19 1 4 13 82
Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE 0 0 0 4 0 3 8 42
Testing the international capital asset pricing model with Markov switching model in emerging markets 1 1 1 10 2 4 18 70
The Evolving Impact of U.S. Monetary Policy on Real Oil Prices: A Time-Varying Granger and Local Projections Approach 1 1 17 17 3 5 16 16
Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği 1 1 1 16 4 6 14 67
İstanbul Menkul Kıymetler Borsası’nda etkin piyasa hipotezinin uzun hafıza modelleri ile analizi: sektörel bazda bir inceleme 0 1 1 4 0 5 14 57
Total Working Papers 4 7 28 186 13 52 184 718


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 1 1 6 175
Asymmetry in the Unemployment–Output Relationship Over the Business Cycle: Evidence from Transition Economies 0 0 1 31 0 0 3 111
Bank default indicators with volatility clustering 0 0 0 8 0 5 14 49
Bank lending channel under high policy rate volatility: Evidence from Türkiye 1 1 3 3 3 3 8 8
Business confidence and stock returns in the USA: a time-varying Markov regime-switching model 0 1 3 65 0 3 21 254
Cointegration Relations between Turkish and International Equity Markets and Portfolio Choices 0 0 0 33 0 2 6 117
Commodity market downturn: Systemic risk and spillovers during left tail events 0 0 1 1 0 5 16 17
Connectedness and risk spillovers between crude oil and clean energy stock markets 0 0 0 0 0 4 16 19
Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model 0 1 6 19 0 5 22 60
Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama 0 0 0 0 0 7 25 1,690
Downside business confidence spillovers in Europe: evidence from causality-in-risk tests 0 0 0 0 0 0 7 16
Dynamic relationship between international tourism, economic growth and environmental pollution in the OECD countries: evidence from panel VAR model 1 1 3 5 1 4 16 24
Eco-friendly technologies, international tourism and carbon emissions: Evidence from the most visited countries 0 0 3 16 1 6 19 48
Engagement of true intelligence in financial forecasting: interactions of blockchained sectors and artificial intelligence 0 0 1 1 2 6 8 8
Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital 0 0 1 1 1 10 27 37
Estimating volatility clustering and variance risk premium effects on bank default indicators 1 1 1 4 1 3 13 31
Financial conditions and monetary policy in the US 0 0 0 14 0 5 14 52
Financial stress and economic activity in some emerging Asian economies 0 0 2 56 2 3 14 191
Financial stress transmission between the U.S. and the Euro Area 0 0 2 16 2 8 24 59
Global Liquidity and Financial Stress: Evidence from Major Emerging Economies 0 0 1 7 0 1 6 37
Global corporate tax policy space 0 0 0 0 0 1 12 27
Gold, silver, and the US dollar as harbingers of financial calm and distress 0 1 3 7 0 7 27 42
Granger predictability of real oil prices by us money and inflation in Markov-switching regimes 0 0 3 3 1 3 19 25
Healthcare Expenditures Channel of Natural Resource Curse: The Case of Gulf Cooperation Council Countries 0 0 2 26 0 8 18 139
Identifying systemically important financial institutions in Turkey 0 0 0 17 0 4 7 72
Interconnectedness and systemic risk: Evidence from global stock markets 1 1 7 12 3 15 54 75
Investigating the Connectedness between Oil and Stock Markets in GCC countries: Evidence from Rolling-Window Frequency Domain Causality 0 1 2 2 0 3 10 10
Investor sentiments and stock markets during the COVID-19 pandemic 0 2 6 10 3 20 51 111
Is the Istanbul Stock Exchange Weak Form Efficient? A Markov-Switching ADF Test Approach 0 0 0 8 0 1 7 43
London Metal Exchange: Causality Relationship between the Price Series of Non-Ferrous Metal Contracts 0 0 0 14 0 0 5 75
Measuring financial stress in Turkey 0 0 1 50 1 6 13 183
Measuring financial stress in transition economies 0 1 2 78 2 4 15 243
Monetary and fiscal policy interactions: Evidence from emerging European economies 0 1 4 106 0 8 28 282
Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests 0 0 0 28 0 1 8 143
Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis 0 0 1 9 0 1 10 55
Oil prices, stock market returns and volatility spillovers: Evidence from Turkey 0 0 0 37 0 7 24 143
Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia 0 0 2 21 1 5 21 103
Para Politikasi Tercihleri Ile Issizlik Oranlari Arasindaki Iliski 0 0 0 19 0 1 3 76
Persistence and non-linearity in US unemployment: A regime-switching approach 1 1 1 25 1 3 15 123
Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test 0 1 2 9 1 5 20 37
Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets 0 0 0 10 0 2 12 50
Regime-dependent relation between Islamic and conventional financial markets 0 0 4 9 0 3 16 59
Renewable and non-renewable energy consumption and economic growth in the US: A Markov-Switching VAR analysis 2 2 5 26 4 7 24 70
Return and volatility spillovers among CIVETS stock markets 0 0 1 72 1 4 17 415
SPILLOVERS BETWEEN BUSINESS CONFIDENCE AND STOCK RETURNS IN GREECE, ITALY, PORTUGAL, AND SPAIN 0 0 0 0 0 4 7 72
Testing Capm using Markov Switching Model: The Case of Coal Firms 0 0 0 0 0 4 6 9
Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise 0 0 0 0 0 1 10 11
Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test 0 0 0 0 0 1 2 4
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 1 101 0 4 22 376
The Impact of Central Bank Interest Rate Releases on Financial Markets 0 0 0 38 0 3 10 123
The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex 0 0 0 42 0 0 2 125
The Impact of the fed monetary policy shocks on commodity markets: Evidence from time-varying local projections 0 1 2 2 1 13 28 28
The Relationship between Investor Attention and Stock Markets: An Application on ISE-100 Index 0 0 1 22 0 1 9 80
The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data 0 0 4 4 0 3 9 9
The effect of North Korean threats on financial markets in South Korea and Japan 0 0 1 42 0 4 13 148
The evolving impact of U.S. monetary policy on real oil prices: A time-varying Granger predictability and local projections approach 1 1 1 1 1 8 13 13
The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold 0 0 0 8 0 4 18 37
The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19 0 0 0 5 0 1 10 28
Time and frequency domain relationship between investor sentiment and sectoral cryptocurrencies 0 0 0 0 2 8 26 26
Time and quantile domain connectedness between the geopolitical risk of China and precious metals markets 0 0 2 4 0 4 16 21
Time-varying volatility spillovers between oil prices and precious metal prices 0 0 1 26 2 9 21 89
Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis 0 0 1 31 1 6 20 143
Unleashing power of financial technologies on mineral productivity in G-20 countries 0 0 2 4 0 4 22 32
VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi 0 0 0 0 0 4 8 584
Volatility Spillover Effect from Volatility Implied Index to Emerging Markets 0 1 5 127 1 5 18 344
Volatility Spillover Networks of Credit Risk: Evidence from ASW and CDS Spreads in Turkey and Brazil 0 0 0 1 0 2 7 9
Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time 0 0 1 15 2 16 39 86
Yaz Saati Uygulamasi Anomalisinin IMKB 100 Endeks Getirisine Etkisinin Test Edilmesi 0 0 1 21 0 1 6 163
Total Journal Articles 8 19 97 1,431 42 310 1,063 8,164
1 registered items for which data could not be found


Statistics updated 2026-07-10