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
- 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)
- Estimating Global Bank Network Connectedness, KU-TUSIAD ERF Working Paper, No. 1512, July 2015. (with M. Demirer, F. X. Diebold and L. Liu)
Recent Conference/Worksop Presentations, Lectures
- Ninth Computational and Financial Eonometrics Conference, University of London, December 12-14, 2015
- Third Economic Networks and Finance Conference, Systemic Risk Centre, London School of Economics, December 11, 2015
- Seminar, School of Central Banking, Central Bank of Republic of Turkey, December 1, 2015
- 14th National Social Sciences Conference, METU, Ankara, 23-25 November 2015.
- Comparative Analysis of Enterprise Data Conference, Istanbul, October 23-25, 2015.
- NBER-NSF Time Series Conference, Economics and Business University of Vienna, September 25-26, 2015.
- IMF Institute for Capacity Development Lectures, Measuring and Monitoring Network Connectedness in Financial Markets, Washington DC, June 29-30, 2015.
- Discussant, NBER International Seminar on Macroeconomics, Swiss National Bank, Zurich, June 25-26, 2015.
- Second Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance, Institute of Advanced Studies, Vienna, May 21-22, 2015.
- Macroeconomic, Financial and International Linkages Workshop, University of York, May 14-15, 2015, (invited).
- "Honoring Fikret Şenses: Turkish Economy and Development Economics" Workshop, METU Northern Cyprus Campus, April 2-4, 2015.
- Second Workshop on "The Analysis of Enterprise Data," Sabanci University-TUSIAD Competitiveness Forum, March 27, 2015.
- Marmara University, 6th Department of Economics PhD Workshop, Istanbul, February 28, 2015 (invited).
- Econometric Society Winter Meetings, Boston, MA, January 3-5, 2015.
Address: Koç University, Rumelifeneri Yolu, Sarıyer, Istanbul 34450,Turkey e-mail: firstname.lastname@example.org Phone: 90-212 338 1458 Fax: 90-212 338 1653
Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring
Innovation, Globalization and Firm Dynamics: Lessons for Enterprise Policy