Access Statistics for Ahmet Sensoy

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
Analysis on Runs of Daily Returns in Istanbul Stock Exchange 0 0 1 34 0 2 5 63
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 1 1 39 0 2 4 68
European economic and monetary union sovereign debt markets 0 0 0 94 0 1 8 138
How much random does European Union walk? A time-varying long memory analysis 0 0 0 43 0 0 11 80
Intraday Volume-Volatility Nexus in the FX Markets: Evidence from an Emerging Market 0 0 15 15 3 5 16 16
Total Working Papers 0 1 17 225 3 10 44 365


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A comparative analysis of the dynamic relationship between oil prices and exchange rates 0 0 5 52 4 10 35 209
A tale of two risks in the EMU sovereign debt markets 0 0 1 2 0 4 15 17
A view to the long-run dynamic relationship between crude oil and the major asset classes 1 4 7 41 4 10 23 183
An alternative way to track the hot money in turbulent times 0 0 1 8 0 2 5 32
Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes 0 0 0 6 0 0 5 15
Analysis of cross-correlations between financial markets after the 2008 crisis 0 0 2 15 0 1 7 59
Commonality in ask-side vs. bid-side liquidity 1 1 2 2 2 7 20 20
Commonality in liquidity: Effects of monetary policy and macroeconomic announcements 0 0 1 10 0 3 7 45
Constructing a financial fragility index for emerging countries 0 2 7 30 1 5 20 83
Cross-sectoral interactions in Islamic equity markets 0 1 1 15 0 7 9 54
Do sovereign rating announcements have an impact on regional stock market co-movements? The case of Central and Eastern Europe 0 0 1 5 1 1 6 30
Dynamic convergence of commodity futures: Not all types of commodities are alike 0 0 2 21 0 1 9 70
Dynamic efficiency of stock markets and exchange rates 0 0 3 5 1 3 28 68
Dynamic integration and network structure of the EMU sovereign bond markets 0 0 0 0 0 2 3 3
Dynamic relationship between Turkey and European countries during the global financial crisis 0 0 0 24 1 2 6 100
Dynamic relationship between precious metals 0 0 3 40 0 0 14 132
Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications 0 0 5 15 2 4 26 72
Dynamic spanning trees in stock market networks: The case of Asia-Pacific 0 0 1 9 0 1 4 38
Effects of volatility shocks on the dynamic linkages between exchange rate, interest rate and the stock market: The case of Turkey 0 2 4 26 1 5 19 125
Energy, precious metals, and GCC stock markets: Is there any risk spillover? 1 3 5 5 7 14 16 16
Financial Networks 0 0 0 1 0 0 0 1
Financial Networks 2019 1 3 3 3 1 5 5 5
Firm size, ownership structure, and systematic liquidity risk: The case of an emerging market 1 2 5 16 2 5 20 72
Generalized Hurst exponent approach to efficiency in MENA markets 0 3 3 16 1 5 7 55
High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets 1 1 1 1 2 2 2 2
Impact of short selling activity on market dynamics: Evidence from an emerging market 0 1 5 16 0 4 20 76
Impact of sovereign rating changes on stock market co-movements: the case of Latin America 0 0 0 4 1 4 6 17
Implied volatility indices: A review and extension in the Turkish case 0 1 4 5 3 9 31 37
Intraday downward/upward multifractality and long memory in Bitcoin and Ethereum markets: An asymmetric multifractal detrended fluctuation analysis 0 0 0 0 0 0 0 0
Intraday volume-volatility nexus in the FX markets: Evidence from an emerging market 0 1 3 3 3 6 15 15
Not all emerging markets are the same: A classification approach with correlation based networks 1 1 3 8 1 4 16 40
Predictability dynamics of Islamic and conventional equity markets 0 0 0 17 0 0 6 54
Predictability dynamics of emerging sovereign CDS markets 0 0 3 7 2 4 20 43
Systematic Risk in Conventional and Islamic Equity Markets 0 0 1 5 0 0 3 21
The effectiveness of technical trading rules in cryptocurrency markets 0 0 0 0 1 1 1 1
The inefficiency of Bitcoin revisited: A high-frequency analysis with alternative currencies 0 0 5 5 0 2 18 18
Time-varying long range dependence in energy futures markets 0 0 1 13 1 2 25 76
Time-varying long term memory in the European Union stock markets 0 0 1 14 0 6 12 42
Total Journal Articles 7 26 89 465 42 141 484 1,946


Statistics updated 2020-03-04