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An empirical note on demand for speculation and futures risk premium : a Kalman filter application

Kocagil, Ahmet Enis - In: Review of financial economics : RFE 6 (1997) 1, pp. 77-93

Persistent link: https://www.econbiz.de/10001223314

An examination of the relationship between the equilibrium price of oil and its determinants : DCF versus OPM

Kocagil, Ahmet Enis - In: Journal of energy finance & development 1 (1996) 2, pp. 205-221

Persistent link: https://www.econbiz.de/10001256409

Is there a cycle component in US real wages : an empirical investigation

Topyan, Kudret - In: New York economic review : journal of the New York … 27 (1996), pp. 43-55

Persistent link: https://www.econbiz.de/10001254262

Levered-beta and cost of capital sensitivities : an experimental investigation in capital structure

Topyan, Kudret - In: Journal of risk and financial management : JRFM 14 (2021) 4, pp. 1-14

Using US firms with over $5b market cap, this paper tests the impact of levered beta on the firm’s market value and optimal capital structure. Using the synthetic rating method in a recursive model, the paper shows the current and optimal weighted average cost of capital sensitivities as the...

Persistent link: https://www.econbiz.de/10012520552

Return-volume dynamics in futures markets

Kocagil, Ahmet Enis - In: The journal of futures markets 18 (1998) 4, pp. 399-426

Persistent link: https://www.econbiz.de/10001242640

Interdependence and dynamics in currency future markets : a multivariate analysis of intraday data

Elyasiani, Elyas; Kocagil, Ahmet Enis - In: Journal of banking & finance 25 (2001) 6, pp. 1161-1186

Persistent link: https://www.econbiz.de/10001580912

A new definition for time-dependent price mean reversion in commodity markets

Kocagil, Ahmet Enis; Swanson, Norman R.; Zeng, Tian - In: Economics letters 71 (2001) 1, pp. 9-16

Persistent link: https://www.econbiz.de/10001564044

Does futures speculation stabilize spot prices? : Evidence from metals markets

Kocagil, Ahmet Enis - In: Applied financial economics 7 (1997) 1, pp. 115-125

Persistent link: https://www.econbiz.de/10001219226

Impacts of new environmental standards on mining industry : the case of Peru

Kocagil, Ahmet Enis - In: Resource and energy economics 18 (1996) 3, pp. 291-310

Persistent link: https://www.econbiz.de/10015175900

Information transmission and spillover in currency markets : a generalized variance decomposition analysis

Elyasiani, Elyas; Kocagil, Ahmet Enis; Mansur, Iqbal - In: The quarterly review of economics and finance : journal … 47 (2007) 2, pp. 312-330

Persistent link: https://www.econbiz.de/10003492912