Access Statistics for Burak Saltoğlu

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
Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash 0 0 0 190 2 2 10 373
Anatomy of a Market Crash: A Market Microstructure Analysis of the Turkish Overnight Liquidity Crisis 0 0 0 119 0 0 4 318
Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis 0 0 0 0 0 0 5 35
Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets 0 0 10 456 2 4 33 1,181
MIDAS Volatility Forecast Performance Under Market Stress: Evidence from Emerging and Developed Stock Markets 1 4 10 260 4 9 27 582
Network Centrality Measures and Systemic Risk: An Application to the Turkish Financial Crisis 0 2 7 138 1 7 28 248
Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation 2 5 8 160 3 7 17 232
The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market 0 0 1 143 0 0 2 275
Why is it so Difficult and Complex to Solve the Euro Problem? 1 2 4 263 4 18 37 806
Total Working Papers 4 13 40 1,729 16 47 163 4,050


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An empirical comparison of interest rates using an interest rate model and nonparametric methods 0 0 1 172 0 0 4 434
Assessing the risk forecasts for Japanese stock market 0 0 1 56 1 2 6 224
Comparing density forecast models Previous versions of this paper have been circulated with the title, 'A Test for Density Forecast Comparison with Applications to Risk Management' since October 2003; see Bao et al. (2004) 0 1 1 117 1 3 7 454
Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates 0 0 1 104 0 0 7 450
Continuous time and nonparametric modelling of U.S. interest rate models 0 0 0 54 0 1 2 149
Emerging Markets in Financial Crisis: Capital Flows, Savings, Debt and Banking Reform by ŞAZIYE GAZIOǦLU 0 0 0 0 0 0 0 1
Estimating a continuous time portfolio selection model: An application with UK data 0 0 0 187 0 0 1 839
Evaluating predictive performance of value-at-risk models in emerging markets: a reality check 0 0 2 272 1 6 20 750
Intra-Day Features of Realized Volatility: Evidence from an Emerging Market 0 0 0 13 0 0 2 89
MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets 0 0 1 41 0 0 7 268
Macroeconomic Drivers of Loan Quality in Turkey 0 0 1 8 0 0 6 40
Measures of individual risk attitudes and portfolio choice: Evidence from pension participants 0 1 2 10 1 2 12 53
Network centrality measures and systemic risk: An application to the Turkish financial crisis 1 1 3 20 4 6 15 68
Speed of adjustment to the long-run equilibrium: an application with US Stock Price and Dividend data 0 1 2 35 0 4 6 139
Systemic risk and heterogeneous leverage in banking networks 0 1 1 16 1 2 8 53
The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market 0 0 0 16 0 0 0 80
Turkish Banking Sector Current Status and the Future Challenges 1 2 3 52 2 5 10 128
When does low interconnectivity cause systemic risk? 0 0 0 6 0 0 0 15
Total Journal Articles 2 7 19 1,179 11 31 113 4,234


Statistics updated 2021-01-03