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 0 0 1 8
Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests 0 0 0 15 0 2 3 35
Finansal Dışa Açıklık İle Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi 0 0 2 59 0 0 2 97
Hysteresis in unemployment: evidence from sector-specific unemployment in Turkey 0 0 0 5 0 1 1 25
Return and Risk Spillovers between ESG Global Index and Stock Markets: Evidence from Time and Frequency Analysis 0 0 1 3 1 6 16 21
SPOT VE VADELİ İŞLEM FİYATLARININ VARYANSLARI ARASINDAKİ NEDENSELLİK TESTİ 0 0 0 6 0 0 0 31
Testing CAPM using Markov switching model: the case of coal firms 0 0 1 12 0 1 2 59
Testing for long memory in ISE using Arfima-Figarch model and structural break test 0 0 1 18 0 0 3 67
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 1 3 52
Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği 0 0 0 15 0 0 2 52
İstanbul Menkul Kıymetler Borsası’nda etkin piyasa hipotezinin uzun hafıza modelleri ile analizi: sektörel bazda bir inceleme 0 0 0 3 0 1 2 42
Total Working Papers 0 0 5 157 2 12 35 523


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 2 59 0 1 7 169
Asymmetry in the Unemployment–Output Relationship Over the Business Cycle: Evidence from Transition Economies 0 0 1 30 0 0 3 108
Bank default indicators with volatility clustering 0 0 0 8 0 0 5 35
Business confidence and stock returns in the USA: a time-varying Markov regime-switching model 0 0 0 61 0 0 0 231
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 0 0 0 0 0 0
Connectedness and risk spillovers between crude oil and clean energy stock markets 0 0 0 0 1 1 3 3
Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model 0 1 2 11 0 3 8 34
Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama 0 0 0 0 1 4 29 1,659
Downside business confidence spillovers in Europe: evidence from causality-in-risk tests 0 0 0 0 0 1 1 9
Dynamic relationship between international tourism, economic growth and environmental pollution in the OECD countries: evidence from panel VAR model 0 0 2 2 0 1 6 8
Eco-friendly technologies, international tourism and carbon emissions: Evidence from the most visited countries 0 1 3 12 0 2 9 28
Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital 0 0 0 0 0 9 9 9
Estimating volatility clustering and variance risk premium effects on bank default indicators 0 0 1 3 0 0 5 18
Financial conditions and monetary policy in the US 0 0 3 14 0 0 7 38
Financial stress and economic activity in some emerging Asian economies 0 0 1 53 0 2 10 176
Financial stress transmission between the U.S. and the Euro Area 0 0 5 14 0 0 7 35
Global Liquidity and Financial Stress: Evidence from Major Emerging Economies 0 0 0 6 0 1 3 29
Global corporate tax policy space 0 0 0 0 1 1 12 12
Gold, silver, and the US dollar as harbingers of financial calm and distress 0 0 1 4 1 1 6 15
Healthcare Expenditures Channel of Natural Resource Curse: The Case of Gulf Cooperation Council Countries 0 0 2 23 0 0 4 120
Identifying systemically important financial institutions in Turkey 0 0 1 17 0 1 3 64
Interconnectedness and systemic risk: Evidence from global stock markets 0 1 2 2 0 3 13 13
Investor sentiments and stock markets during the COVID-19 pandemic 0 0 1 4 2 7 30 56
Is the Istanbul Stock Exchange Weak Form Efficient? A Markov-Switching ADF Test Approach 0 0 0 8 0 0 1 35
London Metal Exchange: Causality Relationship between the Price Series of Non-Ferrous Metal Contracts 0 0 1 14 1 1 6 69
Measuring financial stress in Turkey 0 1 3 49 0 2 7 168
Measuring financial stress in transition economies 0 0 3 76 0 3 10 228
Monetary and fiscal policy interactions: Evidence from emerging European economies 0 1 5 101 2 4 10 252
Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests 0 0 0 28 0 0 2 135
Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis 0 1 1 8 0 2 2 45
Oil prices, stock market returns and volatility spillovers: Evidence from Turkey 0 0 0 36 0 1 2 118
Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia 0 1 6 18 0 2 25 80
Para Politikasi Tercihleri Ile Issizlik Oranlari Arasindaki Iliski 0 1 1 19 0 1 1 73
Persistence and non-linearity in US unemployment: A regime-switching approach 0 0 0 24 0 1 2 108
Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test 1 1 2 6 1 1 6 16
Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets 0 0 0 10 1 2 2 38
Regime-dependent relation between Islamic and conventional financial markets 0 0 0 4 0 1 1 42
Renewable and non-renewable energy consumption and economic growth in the US: A Markov-Switching VAR analysis 0 1 8 20 0 5 15 45
Return and volatility spillovers among CIVETS stock markets 0 0 1 71 0 0 2 396
SPILLOVERS BETWEEN BUSINESS CONFIDENCE AND STOCK RETURNS IN GREECE, ITALY, PORTUGAL, AND SPAIN 0 0 0 0 0 1 1 65
Testing Capm using Markov Switching Model: The Case of Coal Firms 0 0 0 0 1 1 2 3
Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise 0 0 0 0 0 0 0 1
Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test 0 0 0 0 0 0 0 2
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 99 0 0 4 351
The Impact of Central Bank Interest Rate Releases on Financial Markets 0 0 3 38 2 2 5 112
The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex 0 0 2 42 0 0 3 123
The Relationship between Investor Attention and Stock Markets: An Application on ISE-100 Index 0 0 0 20 0 0 1 69
The effect of North Korean threats on financial markets in South Korea and Japan 0 0 4 40 0 0 4 134
The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold 0 0 1 8 2 2 7 18
The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19 0 0 4 4 1 2 10 15
Time and quantile domain connectedness between the geopolitical risk of China and precious metals markets 0 1 2 2 0 1 4 5
Time-varying volatility spillovers between oil prices and precious metal prices 1 1 2 24 1 2 5 66
Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis 0 0 1 30 0 0 7 122
Unleashing power of financial technologies on mineral productivity in G-20 countries 0 0 0 0 0 1 7 7
VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi 0 0 0 0 0 1 4 576
Volatility Spillover Effect from Volatility Implied Index to Emerging Markets 0 0 1 122 0 2 5 326
Volatility Spillover Networks of Credit Risk: Evidence from ASW and CDS Spreads in Turkey and Brazil 0 0 1 1 0 0 2 2
Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time 0 0 2 13 1 2 9 44
Yaz Saati Uygulamasi Anomalisinin IMKB 100 Endeks Getirisine Etkisinin Test Edilmesi 0 0 0 20 0 0 0 157
Total Journal Articles 2 12 82 1,311 19 81 354 7,026
1 registered items for which data could not be found


Statistics updated 2025-04-04