Access Statistics for Atilla Cifter

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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Estimating the Effects of Interest Rates on Share Prices Using Multi-scale Causality Test in Emerging Markets: Evidence from Turkey 0 1 2 133 1 2 9 495
Filtered Extreme Value Theory for Value-At-Risk Estimation 0 0 0 266 1 2 11 730
Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets 0 0 0 159 0 1 5 553
Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) 0 1 3 115 2 3 13 280
Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey 0 0 0 178 2 2 9 667
Multiscale Systematic Risk: An Application on ISE-30 0 0 0 52 0 1 7 213
Nonlinear Combination of Financial Forecast with Genetic Algorithm 0 0 0 263 0 2 5 739
Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas 0 0 0 255 0 0 4 556
The Effect of Scale on Productivity of Turkish Banks in the Post-Crises Period: An Application of Data Envelopment Analysis 0 0 0 84 0 0 4 252
The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets 0 0 0 49 0 1 5 210
The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey 0 0 0 77 0 0 9 227
Total Working Papers 0 2 5 1,631 6 14 81 4,922


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A wavelet network model for analysing exchange rate effects on interest rates 0 0 3 42 0 0 6 139
Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey 0 1 6 78 3 6 25 231
Bank concentration and non-performing loans in Central and Eastern European countries 1 1 5 22 2 2 11 70
Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Empirical Analysis with Asian Equity Markets 0 0 0 0 1 2 3 528
Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test 0 0 0 63 3 6 7 168
Exchange rate exposure at the firm and industry levels: Evidence from Turkey 1 1 8 57 2 5 33 176
Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey 0 0 0 9 0 0 0 30
Gender differences in macroeconomic expectations: evidence from Turkey 0 0 0 7 0 0 2 44
Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma 0 0 0 0 0 1 10 287
Modeling long-term memory effect in stock prices: A comparative analysis with GPH test and Daubechies wavelets 0 0 0 31 0 1 2 119
Multiscale Systematic Risk: an Application on the ISE-30 0 0 0 3 0 0 6 36
Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach 0 0 1 13 0 1 11 83
The Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) 0 1 2 31 2 3 9 60
The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey 0 0 0 24 0 1 6 117
Turkish tourism, exchange rates and income 0 0 0 0 1 3 4 4
Value-at-risk estimation with wavelet-based extreme value theory: Evidence from emerging markets 1 1 2 29 2 2 6 80
Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa 0 0 0 187 1 1 4 431
Total Journal Articles 3 5 27 596 17 34 145 2,603


Statistics updated 2021-01-03