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 0 0 135 2 5 10 519
Filtered Extreme Value Theory for Value-At-Risk Estimation 0 0 0 270 3 3 20 770
Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets 0 0 0 164 1 1 14 579
Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) 0 0 0 118 2 4 12 308
Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey 0 0 1 180 3 4 11 694
Multiscale Systematic Risk: An Application on ISE-30 0 0 0 53 1 1 5 233
Nonlinear Combination of Financial Forecast with Genetic Algorithm 0 0 0 265 0 0 6 751
Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas 0 0 0 261 1 2 8 586
The Effect of Scale on Productivity of Turkish Banks in the Post-Crises Period: An Application of Data Envelopment Analysis 0 0 0 85 2 4 8 271
The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets 0 0 0 49 1 2 12 239
The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey 0 0 0 77 0 0 8 245
Total Working Papers 0 0 1 1,657 16 26 114 5,195


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 0 47 1 1 9 162
Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey 0 0 2 100 4 4 15 285
Bank concentration and non-performing loans in Central and Eastern European countries 0 0 0 33 3 4 13 108
Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test 0 0 0 67 2 4 15 197
Exchange rate exposure at the firm and industry levels: Evidence from Turkey 0 1 4 69 3 8 30 239
Filtered extreme‐value theory for value‐at‐risk estimation: evidence from Turkey 0 0 0 0 1 2 9 10
Gender differences in macroeconomic expectations: evidence from Turkey 0 0 0 8 0 0 3 59
Hisse senedi getirilerinde global ve yerel faiz oranı riski: Kısmi çokdeğişkenli GARCH modeliyle İstanbul Menkul Kıymetler Borsası üzerine bir çalışma 0 0 0 0 1 1 7 319
Modeling long‐term memory effect in stock prices 0 0 0 32 0 0 1 127
Multiscale Systematic Risk: an Application on the ISE-30 0 0 0 4 1 2 12 57
Oil Prices and Stock Returns in the MENA Countries: A Firm-level Data Analysis 0 0 0 4 1 1 5 14
Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets 0 0 3 28 3 7 21 109
Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach 0 0 0 1 2 5 8 13
The Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) 0 0 0 37 2 2 3 80
The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey 0 0 0 24 3 3 5 133
Turkish tourism, exchange rates and income 0 0 1 6 2 4 13 38
Value-at-risk estimation with wavelet-based extreme value theory: Evidence from emerging markets 0 0 0 32 4 7 12 107
Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa 0 0 0 189 6 7 20 466
Total Journal Articles 0 1 10 681 39 62 201 2,523
3 registered items for which data could not be found


Statistics updated 2026-05-06