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 1 135 0 0 1 507
Filtered Extreme Value Theory for Value-At-Risk Estimation 0 0 1 270 0 0 2 750
Modeling Long-Term Memory Effect in Stock Prices: A Comparative Analysis with GPH Test and Daubechies Wavelets 0 0 0 164 0 0 0 564
Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) 0 0 0 118 0 0 0 295
Multi-scale Causality between Energy Consumption and GNP in Emerging Markets: Evidence from Turkey 0 0 0 179 0 0 0 682
Multiscale Systematic Risk: An Application on ISE-30 0 0 0 53 0 1 1 228
Nonlinear Combination of Financial Forecast with Genetic Algorithm 0 0 0 265 0 0 0 745
Portfolio Value-at-Risk with Time-Varying Copula: Evidence from the Americas 0 0 2 261 0 0 3 578
The Effect of Scale on Productivity of Turkish Banks in the Post-Crises Period: An Application of Data Envelopment Analysis 0 0 0 85 1 2 2 262
The Effects of International F/X Markets on Domestic Currencies Using Wavelet Networks: Evidence from Emerging Markets 0 0 0 49 0 0 1 226
The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey 0 0 0 77 0 0 1 236
Total Working Papers 0 0 4 1,656 1 3 11 5,073


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 0 0 0 151
Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey 0 0 1 98 0 0 3 269
Bank concentration and non-performing loans in Central and Eastern European countries 0 0 1 32 1 2 5 94
Estimating Portfolio Risk with Conditional Joe-Clayton Copula: An Empirical Analysis with Asian Equity Markets 0 0 0 0 0 0 2 537
Estimating the Effects of Interest Rates on Share Prices in Turkey Using a Multi-Scale Causality Test 0 0 0 67 1 1 1 181
Exchange rate exposure at the firm and industry levels: Evidence from Turkey 0 0 1 65 1 2 5 208
Filtered extreme‐value theory for value‐at‐risk estimation: evidence from Turkey 0 0 0 0 0 0 0 1
Gender differences in macroeconomic expectations: evidence from Turkey 0 0 0 8 1 1 6 56
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 4 312
Modeling long‐term memory effect in stock prices 0 0 0 32 0 0 0 126
Multiscale Systematic Risk: an Application on the ISE-30 0 0 0 4 1 2 2 45
Oil Prices and Stock Returns in the MENA Countries: A Firm-level Data Analysis 0 0 0 4 0 0 1 9
Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets 0 0 5 22 1 1 11 83
Stock Returns, Inflation, and Real Activity in Developing Countries: A Markov-Switching Approach 0 0 0 0 0 1 3 3
The Monetary Transmission Mechanism in the New Economy: Evidence from Turkey (1997-2006) 0 0 2 37 0 0 3 77
The Predictive Performance of Asymmetric Normal Mixture GARCH in Risk Management: Evidence from Turkey 0 0 0 24 0 0 1 128
Turkish tourism, exchange rates and income 0 1 3 4 0 1 4 23
Value-at-risk estimation with wavelet-based extreme value theory: Evidence from emerging markets 0 0 0 32 0 1 3 95
Volatility Forecasting with Asymmetric Normal Mixture Garch Model: Evidence from South Africa 0 0 0 189 1 1 2 446
Total Journal Articles 0 1 13 665 7 14 56 2,844
2 registered items for which data could not be found


Statistics updated 2025-03-03