フォロー
Kamil Yilmaz
Kamil Yilmaz
Professor of Economics, Koç University, Istanbul, Turkey
確認したメール アドレス: ku.edu.tr - ホームページ
タイトル
引用先
引用先
Better to give than to receive: Predictive directional measurement of volatility spillovers
FX Diebold, K Yilmaz
International Journal of Forecasting 28 (1), 57, 2012
43692012
On the network topology of variance decompositions: Measuring the connectedness of financial firms
FX Diebold, K Yılmaz
Journal of Econometrics 182 (1), 119-134, 2014
36482014
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets*
FX Diebold, K Yilmaz
The Economic Journal 119 (534), 158-171, 2009
32662009
Estimating Global Bank Network Connectedness
M Demirer, FX Diebold, L Liu, K Yilmaz
Journal of Applied Econometrics 33 (1), 1-15, 2018
5932018
Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring
FX Diebold, K Yilmaz
Oxford University Press, 2015
4462015
Trans-Atlantic Equity Volatility Connectedness: US and European Financial Institutions, 2004-2014
FX Diebold, K Yılmaz
Journal of Financial Econometrics 14 (1), 81-127, 2015
3812015
Return and volatility spillovers among the East Asian equity markets
K Yilmaz
Journal of Asian Economics 21 (3), 304-313, 2010
3522010
On cointegration and exchange rate dynamics
FX Diebold, J Gardeazabal, K Yilmaz
The Journal of Finance 49 (2), 727-735, 1994
2811994
Macroeconomic volatility and stock market volatility, worldwide
FX Diebold, K Yilmaz
Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle …, 2010
2102010
Commodity Connectedness
FX Diebold, L Liu, K Yilmaz
Central Bank of Chile 25, 097-136, 2018
1712018
How connected is the global sovereign credit risk network?
G Bostanci, K Yilmaz
Journal of Banking & Finance 113, 105761, 2020
1642020
Measuring Dynamic Connectedness with Large Bayesian VAR Models
D Korobilis, K Yilmaz
Essex Finance Centre Working Papers, 2018
1242018
Measuring the Dynamics of Global Business Cycle Connectedness
FX Diebold, K Yılmaz
Unobserved Components and Time Series Econometrics, 45-70, 2015
1212015
Productivity and trade orientation: turkish manufacturing industry before and after the customs union
E Taymaz, K Yilmaz
Journal of International Trade and Diplomacy 1 (1), 127-154, 2007
942007
Imported machinery for export competitiveness
A Mody, K Yilmaz
The World Bank Economic Review 16 (1), 23-48, 2002
902002
Türkiye için doğrudan yabancı yatırım stratejisine doğru
K Yılmaz
YASED Uluslararası Yatırımcılar Dernegi, 2006
782006
Volatility and contagion: evidence from the Istanbul stock exchange
CE Alper, K Yilmaz
Economic systems 28 (4), 353-367, 2004
762004
Türkiye Imalat Sanayiinde Yapısal Dönüşüm, Üretkenlik ve Teknolojik Değişme Dinamikleri
E Taymaz, E Voyvoda, K Yılmaz
752008
Martingale property of exchange rates and central bank interventions
K Yilmaz
Journal of Business & Economic Statistics 21 (3), 2003
752003
Turkey’s recent trade and foreign direct investment performance’
Ü İzmen, K Yılmaz
Turkey and the Global Economy. London: Routledge, 173-204, 2009
702009
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