Research Website Financial and Macroeconomic Connectedness
- Dennis J. Aigner Award for Applied Econometrics, Honorable Mention, Second best paper published in Journal of Econometrics in 2013-2014, January 2016
- Best Paper Award 2012-2013, International Journal of Forecasting, June 2015
Recent Publications/Working Papers
- Estimating Global Bank Network Connectedness, Journal of Applied Econometrics, Forthcoming, 2017. (with M. Demirer, F. X. Diebold and L. Liu)
- Mixed-Frequency Macro-Financial Spillovers, KU-TUSIAD ERF Working Paper, No. 1704, February 2017. (with J.Cotter and M. Hallam)
- Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004-2014 Journal of Financial Econometrics, 2016, VOL. 14, nO. 1, 81-127. (with F. X. Diebold)
- How Connected is the Global Sovereign Credit Risk Network?, KU-TUSIAD ERF Working Paper, No. 1515, August 2015. (with G. Bostanci)
Recent Conference/Workshop/Seminar Presentations
- "Big Data in Predictive Dynamic Econometric Modeling," University of Pennsylvania, May 18-19, 2017.
- "Toulouse Financial Econometrics Conference," Toulouse School of Economics, May 12-13, 2017.
- Research Seminar, Asia Business School, Kuala Lumpur, Malaysia, 10 March 2017.
- SEACEN Centre, 4th Research Week Workshop ("Bank Volatility Connectedness in the Southeast Asia,"), Kuala Lumpur, Malaysia, March 9-10, 2017.
- Pouey Ungphakorn Institute for Economic Research (PIER) Research Seminar, Bank of Thailand, 7 March 2017.
- "Financial Globalization and Its Spillovers: A Jean Monnet Workshop," TH Cologne and Maastricht University, 16-17 February 2017.
- 9th International Conference of the Computational and Methodological Statistics (CMS), University of Seville, 9-11 December 2016
- Seminar, Department of Economics, Mannheim University, 29 November 2016
- "Systemic Risk in the Insurance Industry: Models, Measures and Reality" Conference, International Center for Insurance Regulation (ICIR), Goethe University, Frankfurt, 16-17 November 2016
- Lectures on "Macroeconomic and Financial Connectedness" Second Research Week, SEACEN (South East Asian Central Banks) Research and Training Centre, Kuala Lumpur, Malaysia, 17-20 October 2016
- Econometric Society European Meetings 2016, Geneva, Switzerland, 22-26 August 2016
- International Association for Applied Econometrics (IAAE) 2016 Annual Conference, University of Milano-Bicocca, 22-25 June 2016
Address: Koç University, Rumelifeneri Yolu, Sarıyer, Istanbul 34450,Turkey e-mail: email@example.com Phone: 90-212 338 1458 Fax: 90-212 338 1653
Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring
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