Research Website Financial and Macroeconomic Connectedness
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
- 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.
- Discussion of Correlated Beliefs, Correlated Returns, and the Cross-Section of Stock Market Volatility, by D. Joel and I. Simonovska, 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.
- Annual Conference of the Center for Economics and Econometrics (CEE), "Advances in Economics," Bogazici University, December 15, 2014 (invited).
- (EC)2 Annual Conference, "Advances in Forecasting," University of Pompeu Fabra, Barcelona, December 12-13, 2014.
- Workshop on "Networks in Economics and Finance," Universite Catholique de Louvain, Louvain School of Management, December 4-5. 2014 (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
Innovation, Globalization and Firm Dynamics: Lessons for Enterprise Policy