Research Website Financial and Macroeconomic Connectedness
Recent Publications/Working Papers
- Financial Sector Volatility Connectedness and Equity Returns, KU-TUSIAD ERF Working Paper, No. 1803, January 2018. (with M. Demirer and U. Gokcen)
- Measuring Dynamic Connectedness with Large Bayesian VAR Models, KU-TUSIAD ERF Working Paper, No. 1802, January 2018. (with D. Korobilis)
- Commodity Connectedness, in E. Mendoza, D. Saravia and E. Pasten (eds.), Monetary Policy and Global Spillovers: Mechanisms, Effects and Policy Measures, Santiago: Bank of Chile Central Banking Series, Volume 21. (in press) with F. X. Diebold and L. Liu.
- Bank Volatility Connectedness in the SouthEast Asia (SEACEN) Region, SEACEN Centre Research Studies Paper, RP101, July 2107.
- Estimating Global Bank Network Connectedness, Journal of Applied Econometrics, Forthcoming, 2018. (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)
Recent Conference/Workshop/Seminar Presentations
- Istanbul Policy Center (IPC) and Mercator, Revitalizing Turkey-EU-Germany Relations, Track II Diplomacy Working Group Meeting II, Mercator Center, Berlin, January 12, 2018.
- Istituto Affari Internazionali (IAI), European Union Institute for Security Studies (EUISS), Istanbul Policy Center (IPC) and Stiftung Mercator, Roundtable Discussion on “Modernizing the Customs Union: A Key to Reinvigorate A Rules-Based EU-Turkey Relationship?” EUISS, Paris, December 15, 2017.
- 6th National Productivity Congress, Ministry of Industry, Ankara, December 7, 2017.
- Economics Seminar, IPAG Business School, Paris, October 6, 2017.
- United Nations Department of Economic and Social Affairs (UNDESA), Project LINK Fall Meeting 2017, UNCTAD, Palais des Nations, Geneva, October 3-5, 2017.
- Istanbul Policy Center (IPC), Revitalizing Turkey-EU-Germany Relations, Track II Diplomacy Working Group Meeting I, Sabanci university, July 4, 2017.
- Society for Financial Econometrics (SoFiE) Annual Conference, New York University, June 21-23, 2017.
- "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.
- Economic Development Foundation (IKV) and Istanbul Policy Center (IPC) Roundtable Expert Panel on Turkey-EU Relations, Brussels, March 17, 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.
- 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
Address: Koç University, Rumelifeneri Yolu, Sarıyer, Istanbul 34450,Turkey e-mail: email@example.com Phone: 90-212 338 1458 Fax: 90-212 338 1653
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