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 6 9 17
Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests 0 0 0 15 3 3 5 38
Finansal Dışa Açıklık İle Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi 0 0 0 59 3 3 6 103
Hysteresis in unemployment: evidence from sector-specific unemployment in Turkey 0 0 0 5 1 2 5 29
Return and Risk Spillovers between ESG Global Index and Stock Markets: Evidence from Time and Frequency Analysis 0 1 2 5 3 8 22 37
SPOT VE VADELİ İŞLEM FİYATLARININ VARYANSLARI ARASINDAKİ NEDENSELLİK TESTİ 0 0 0 6 4 5 5 36
Testing CAPM using Markov switching model: the case of coal firms 0 0 0 12 1 4 6 64
Testing for long memory in ISE using Arfima-Figarch model and structural break test 0 0 1 19 1 3 6 73
Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE 0 0 0 4 0 1 1 35
Testing the international capital asset pricing model with Markov switching model in emerging markets 0 0 0 9 2 7 9 60
Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği 0 0 0 15 0 3 5 57
İstanbul Menkul Kıymetler Borsası’nda etkin piyasa hipotezinin uzun hafıza modelleri ile analizi: sektörel bazda bir inceleme 0 0 0 3 1 4 7 48
Total Working Papers 0 1 3 160 20 49 86 597


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 2 2 3 171
Asymmetry in the Unemployment–Output Relationship Over the Business Cycle: Evidence from Transition Economies 0 0 0 30 0 1 1 109
Bank default indicators with volatility clustering 0 0 0 8 1 4 6 41
Business confidence and stock returns in the USA: a time-varying Markov regime-switching model 0 2 3 64 5 10 12 243
Cointegration Relations between Turkish and International Equity Markets and Portfolio Choices 0 0 0 33 2 2 2 113
Commodity market downturn: Systemic risk and spillovers during left tail events 0 0 1 1 0 0 3 3
Connectedness and risk spillovers between crude oil and clean energy stock markets 0 0 0 0 1 2 3 5
Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model 0 1 7 17 4 7 19 50
Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama 0 0 0 0 6 10 25 1,680
Downside business confidence spillovers in Europe: evidence from causality-in-risk tests 0 0 0 0 1 3 4 12
Dynamic relationship between international tourism, economic growth and environmental pollution in the OECD countries: evidence from panel VAR model 1 1 2 4 4 6 9 16
Eco-friendly technologies, international tourism and carbon emissions: Evidence from the most visited countries 0 0 4 15 1 3 10 36
Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital 0 1 1 1 1 3 16 16
Estimating volatility clustering and variance risk premium effects on bank default indicators 0 0 0 3 0 6 6 24
Financial conditions and monetary policy in the US 0 0 0 14 1 3 4 42
Financial stress and economic activity in some emerging Asian economies 0 0 1 54 0 1 4 178
Financial stress transmission between the U.S. and the Euro Area 0 2 2 16 1 7 7 42
Global Liquidity and Financial Stress: Evidence from Major Emerging Economies 1 1 1 7 3 4 7 35
Global corporate tax policy space 0 0 0 0 2 5 10 21
Gold, silver, and the US dollar as harbingers of financial calm and distress 0 1 2 6 2 3 9 23
Granger predictability of real oil prices by us money and inflation in Markov-switching regimes 0 1 3 3 3 6 15 15
Healthcare Expenditures Channel of Natural Resource Curse: The Case of Gulf Cooperation Council Countries 1 2 3 26 1 4 5 125
Identifying systemically important financial institutions in Turkey 0 0 0 17 1 1 3 66
Interconnectedness and systemic risk: Evidence from global stock markets 1 2 8 9 3 10 30 40
Investigating the Connectedness between Oil and Stock Markets in GCC countries: Evidence from Rolling-Window Frequency Domain Causality 0 1 1 1 4 5 5 5
Investor sentiments and stock markets during the COVID-19 pandemic 0 0 1 5 2 7 25 74
Is the Istanbul Stock Exchange Weak Form Efficient? A Markov-Switching ADF Test Approach 0 0 0 8 2 3 4 39
London Metal Exchange: Causality Relationship between the Price Series of Non-Ferrous Metal Contracts 0 0 0 14 3 3 5 73
Measuring financial stress in Turkey 0 1 2 50 1 2 6 172
Measuring financial stress in transition economies 0 0 1 77 0 2 7 232
Monetary and fiscal policy interactions: Evidence from emerging European economies 1 1 5 105 2 7 17 265
Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests 0 0 0 28 1 2 3 138
Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis 0 0 1 8 0 4 7 50
Oil prices, stock market returns and volatility spillovers: Evidence from Turkey 0 0 1 37 4 5 14 131
Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia 0 1 3 20 2 7 14 92
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 1 2 3 110
Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test 0 1 3 8 2 4 8 23
Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets 0 0 0 10 0 3 5 41
Regime-dependent relation between Islamic and conventional financial markets 0 1 2 6 3 5 8 49
Renewable and non-renewable energy consumption and economic growth in the US: A Markov-Switching VAR analysis 0 0 4 23 1 5 16 56
Return and volatility spillovers among CIVETS stock markets 1 1 1 72 5 7 9 405
SPILLOVERS BETWEEN BUSINESS CONFIDENCE AND STOCK RETURNS IN GREECE, ITALY, PORTUGAL, AND SPAIN 0 0 0 0 0 0 2 66
Testing Capm using Markov Switching Model: The Case of Coal Firms 0 0 0 0 0 1 3 5
Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise 0 0 0 0 4 6 7 8
Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test 0 0 0 0 0 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 0 2 101 1 3 7 358
The Impact of Central Bank Interest Rate Releases on Financial Markets 0 0 0 38 0 4 9 119
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 4 6 75
The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data 0 2 2 2 0 3 3 3
The effect of North Korean threats on financial markets in South Korea and Japan 1 1 2 42 4 5 8 142
The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold 0 0 0 8 3 6 11 27
The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19 0 0 1 5 1 4 10 23
Time and frequency domain relationship between investor sentiment and sectoral cryptocurrencies 0 0 0 0 3 5 8 8
Time and quantile domain connectedness between the geopolitical risk of China and precious metals markets 0 0 2 3 0 1 3 7
Time-varying volatility spillovers between oil prices and precious metal prices 0 1 3 26 1 2 6 70
Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis 0 0 0 30 3 4 5 127
Unleashing power of financial technologies on mineral productivity in G-20 countries 0 0 3 3 4 8 13 19
VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi 0 0 0 0 1 2 4 579
Volatility Spillover Effect from Volatility Implied Index to Emerging Markets 2 2 2 124 3 5 7 331
Volatility Spillover Networks of Credit Risk: Evidence from ASW and CDS Spreads in Turkey and Brazil 0 0 0 1 1 3 3 5
Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time 0 1 2 15 6 11 17 59
Yaz Saati Uygulamasi Anomalisinin IMKB 100 Endeks Getirisine Etkisinin Test Edilmesi 0 1 1 21 1 2 3 160
Total Journal Articles 9 29 85 1,384 115 256 506 7,451
1 registered items for which data could not be found


Statistics updated 2026-01-09