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Detecting contagion with correlation : volatility and timing matter

Dungey, Mardi H.; Yalama, Abdullah - 2010

Persistent link: https://www.econbiz.de/10009384425

Detecting contagion with correlation : volatility and timing matter

Dungey, Mardi H.; Yalama, Abdullah - In: International journal of applied business and economic … 10 (2012) 1, pp. 85-95

Persistent link: https://www.econbiz.de/10009676058

The cross market effects of short sale restrictions

Dungey, Mardi H.; McKenzie, Michael D.; Yalama, Abdullah - In: The North American journal of economics and finance : a … 26 (2013), pp. 53-71

Persistent link: https://www.econbiz.de/10010364821

Detecting contagion with correlation : volatility and timing matter

Dungey, Mardi H.; Yalama, Abdullah - 2010

Persistent link: https://www.econbiz.de/10008698087

Detecting contagion with correlation : volatility and timing matter

Dungey, Mardi H.; Yalama, Abdullah - 2009

Persistent link: https://www.econbiz.de/10003882203

Stock market linkages in emerging markets : evidence from Turkey and Brazil

Yalama, Abdullah - In: Banks and bank systems : international research journal 4 (2009) 3, pp. 71-78

Persistent link: https://www.econbiz.de/10003990860

The relationship between intellectual capital and banking performance in Turkey : evidence from panel data

Yalama, Abdullah - In: International journal of learning and intellectual … 10 (2013) 1, pp. 71-87

Persistent link: https://www.econbiz.de/10009722803

Empirical Modeling of Contagion : A Review of Methodologies

Dungey, Mardi H. - 2004

The existing literature suggests a number of alternative methods to test for the presence of contagion during financial market crises. This paper reviews those methods and shows how they are related in a unified framework. A number of extensions are also suggested that allow for multivariate...

Persistent link: https://www.econbiz.de/10014401432

The dynamics of real wages and productivity in public and private sectors : an empirical investigation for 1963-2007 period in Turkey

Aslan, Murat; Aslan, Halil Kürşad; Yalama, Abdullah - In: Investment management and financial innovations 6 (2009) 3, pp. 179-185

Persistent link: https://www.econbiz.de/10003920550

Financial development and investment : cointegration and causality analysis for the case of Turkey

Nazlıoğlu, Saban; Yalama, Abdullah; Aslan, Murat - In: International journal of economic perspectives : IJEP 3 (2009) 2, pp. 107-119

Persistent link: https://www.econbiz.de/10003984703