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/Workshop Presentations, Lectures
- International Association for Applied Econometrics (IAAE) 2016 Annual Conference, University of Milano-Bicocca, 22-25 June 2016
- Macroeconomic and Financial Connectedness Lectures, Macroprudential Policy Department, Bank Indonesia, Bali, Indonesia, 18-19 May 2016.
- Macroeconomic and Financial Connectedness Lectures, The South East Asian Central Banks (SEACEN) Research and Training Centre, Bali, Indonesia, 21-22 April 2016.
- Seminar, Smurfit School of Business, University College Dublin, 7 April 2016
- Economic Risk Seminar,School of Economics and Business, Humboldt University, Berlin, 4 April 2016
- Seminar, IESEG School of Management, Paris, 31 March 2016
- Seminar, Özyeğin University, 9 March 2016
- Seminar, Marmara University, 23 December 2015
- Ninth Computational and Financial Eonometrics Conference, University of London, 12-14 December 2015
- Third Economic Networks and Finance Conference, Systemic Risk Centre, London School of Economics, 11 December 2015
- Seminar, School of Central Banking, Central Bank of Republic of Turkey, 1 December 2015
- 14th National Social Sciences Conference, METU, Ankara, 23-25 November 2015.
- Comparative Analysis of Enterprise Data Conference, Istanbul, 23-25 October 2015.
- NBER-NSF Time Series Conference, Economics and Business University of Vienna, 25-26 September 2015.
- IMF Institute for Capacity Development Lectures, Measuring and Monitoring Network Connectedness in Financial Markets, Washington DC, 29-30 June 2015.
- Discussant, NBER International Seminar on Macroeconomics, Swiss National Bank, Zurich, 25-26 June 2015.
- Second Vienna Workshop on High Dimensional Time Series in Macroeconomics and Finance, Institute of Advanced Studies, Vienna, 21-22 May 2015.
- Macroeconomic, Financial and International Linkages Workshop, University of York, 14-15 May 2015, (invited).
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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