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 8 8 0 0 7 7
Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests 0 0 0 15 0 0 0 32
Finansal Dışa Açıklık İle Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi 0 0 2 57 0 0 6 95
Hysteresis in unemployment: evidence from sector-specific unemployment in Turkey 0 0 0 5 0 0 2 24
Return and Risk Spillovers between ESG Global Index and Stock Markets: Evidence from Time and Frequency Analysis 0 0 2 2 0 0 5 5
SPOT VE VADELİ İŞLEM FİYATLARININ VARYANSLARI ARASINDAKİ NEDENSELLİK TESTİ 0 0 0 6 0 0 1 31
Testing CAPM using Markov switching model: the case of coal firms 1 2 3 12 1 2 4 58
Testing for long memory in ISE using Arfima-Figarch model and structural break test 0 1 2 17 0 3 6 64
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 0 1 2 50
Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği 0 0 0 15 0 0 1 50
İstanbul Menkul Kıymetler Borsası’nda etkin piyasa hipotezinin uzun hafıza modelleri ile analizi: sektörel bazda bir inceleme 0 0 0 3 0 0 1 40
Total Working Papers 1 3 17 153 1 6 35 490


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 57 0 0 5 162
Asymmetry in the Unemployment–Output Relationship Over the Business Cycle: Evidence from Transition Economies 0 0 2 29 1 1 3 106
Bank default indicators with volatility clustering 0 0 3 8 0 2 7 32
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 1 111
Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model 1 1 4 10 2 2 10 28
Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama 0 0 0 0 4 7 30 1,636
Downside business confidence spillovers in Europe: evidence from causality-in-risk tests 0 0 0 0 0 0 0 8
Dynamic relationship between international tourism, economic growth and environmental pollution in the OECD countries: evidence from panel VAR model 0 0 0 0 1 1 3 3
Eco-friendly technologies, international tourism and carbon emissions: Evidence from the most visited countries 1 2 4 10 1 2 9 20
Estimating volatility clustering and variance risk premium effects on bank default indicators 0 0 0 2 0 0 3 13
Financial conditions and monetary policy in the US 0 0 1 11 0 2 6 33
Financial stress and economic activity in some emerging Asian economies 0 0 2 52 0 0 4 166
Financial stress transmission between the U.S. and the Euro Area 0 1 5 10 0 1 13 29
Global Liquidity and Financial Stress: Evidence from Major Emerging Economies 0 0 1 6 1 1 2 27
Gold, silver, and the US dollar as harbingers of financial calm and distress 1 1 1 4 1 4 8 13
Healthcare Expenditures Channel of Natural Resource Curse: The Case of Gulf Cooperation Council Countries 0 0 2 21 1 1 8 117
Identifying systemically important financial institutions in Turkey 1 1 5 17 1 1 7 62
Investor sentiments and stock markets during the COVID-19 pandemic 0 2 3 4 2 8 18 33
Is the Istanbul Stock Exchange Weak Form Efficient? A Markov-Switching ADF Test Approach 0 0 1 8 0 0 2 34
London Metal Exchange: Causality Relationship between the Price Series of Non-Ferrous Metal Contracts 0 0 0 13 1 1 1 64
Measuring financial stress in Turkey 0 0 2 46 1 1 6 162
Measuring financial stress in transition economies 0 1 6 74 0 5 16 220
Monetary and fiscal policy interactions: Evidence from emerging European economies 0 1 14 97 0 2 23 243
Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests 0 0 2 28 0 0 9 133
Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis 0 1 1 7 0 1 1 43
Oil prices, stock market returns and volatility spillovers: Evidence from Turkey 0 0 1 36 0 0 3 116
Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia 2 2 8 14 5 12 26 65
Para Politikasi Tercihleri Ile Issizlik Oranlari Arasindaki Iliski 0 0 0 18 0 1 3 72
Persistence and non-linearity in US unemployment: A regime-switching approach 0 0 0 24 0 0 0 106
Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test 0 1 2 4 1 2 6 11
Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets 0 0 1 10 0 0 3 36
Regime-dependent relation between Islamic and conventional financial markets 0 0 0 4 0 0 1 41
Renewable and non-renewable energy consumption and economic growth in the US: A Markov-Switching VAR analysis 0 1 3 13 0 1 8 31
Return and volatility spillovers among CIVETS stock markets 0 1 5 71 0 1 24 395
SPILLOVERS BETWEEN BUSINESS CONFIDENCE AND STOCK RETURNS IN GREECE, ITALY, PORTUGAL, AND SPAIN 0 0 0 0 0 0 0 64
Testing Capm using Markov Switching Model: The Case of Coal Firms 0 0 0 0 0 0 1 1
Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise 0 0 0 0 0 0 1 1
Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test 0 0 0 0 0 0 2 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 1 1 99 0 1 6 348
The Impact of Central Bank Interest Rate Releases on Financial Markets 1 1 2 36 1 1 4 108
The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex 0 0 2 40 0 0 5 120
The Relationship between Investor Attention and Stock Markets: An Application on ISE-100 Index 0 0 1 20 0 0 2 68
The effect of North Korean threats on financial markets in South Korea and Japan 0 0 2 36 0 0 6 130
The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold 0 0 2 7 1 1 5 12
The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19 0 0 0 0 2 3 7 7
Time and quantile domain connectedness between the geopolitical risk of China and precious metals markets 0 0 0 0 1 2 2 2
Time-varying volatility spillovers between oil prices and precious metal prices 1 2 2 23 3 4 7 64
Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis 0 1 2 30 1 2 12 117
VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi 0 0 0 0 1 2 6 574
Volatility Spillover Effect from Volatility Implied Index to Emerging Markets 1 2 3 122 1 2 6 322
Volatility Spillover Networks of Credit Risk: Evidence from ASW and CDS Spreads in Turkey and Brazil 0 2 2 2 1 3 3 3
Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time 0 0 2 11 1 2 6 37
Yaz Saati Uygulamasi Anomalisinin IMKB 100 Endeks Getirisine Etkisinin Test Edilmesi 0 0 1 20 0 0 1 157
Total Journal Articles 9 25 101 1,248 36 83 351 6,739


Statistics updated 2024-06-06