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On Cointegration and Exchange Rate Dynamics
Diebold, Francis X.; Gardeazabal, Javier; Yilmaz, Kamil - In: The journal of finance : the journal of the American … 49 (1994) 2, pp. 727-736
Persistent link: https://www.econbiz.de/10006600358
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MEASURING FINANCIAL ASSET RETURN AND VOLATILITY SPILLOVERS, WITH APPLICATION TO GLOBAL EQUITY MARKETS
Diebold, Francis X.; Yilmaz, Kamil - 2008
Persistent link: https://www.econbiz.de/10007978542
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Better to give than to receive: Predictive directional measurement of volatility spillovers
Diebold, Francis X.; Yilmaz, Kamil - In: International journal of forecasting 28 (2012) 1, pp. 57-67
Persistent link: https://www.econbiz.de/10009818675
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Efectos derrame en los mercados de valores del continente americano
Diebold, Francis X.; Yilmaz, Kamil - In: Economía chilena 12 (2009) 2, pp. 55-65
Persistent link: https://www.econbiz.de/10009907448
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Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation
Tan, Baris; Yilmaz, Kamil - In: European journal of operational research : EJOR 137 (2002) 3, pp. 524-543
Persistent link: https://www.econbiz.de/10006656119
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ON THE NETWORK TOPOLOGY OF VARIANCE DECOMPOSITIONS: MEASURING THE CONNECTEDNESS OF FINANCIAL FIRMS
Diebold, Francis X; Yilmaz, Kamil - 2011
Persistent link: https://www.econbiz.de/10009802626
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Martingale Property of Exchange Rates and Central Bank Interventions
Yilmaz, Kamil - In: Journal of business & economic statistics : JBES ; a … 21 (2003) 3, pp. 383-395
Persistent link: https://www.econbiz.de/10008215395
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How much should primary commodity exports be taxed? Nash and Stackelberg equilibria in the Global Cocoa Market
Yilmaz, Kamil - In: The journal of international trade & economic development 15 (2006) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10007225499
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Volatility and contagion : evidence from the Istanbul stock exchange
Alper, C.Emre; Yilmaz, Kamil - In: Economic systems 28 (2004) 4, pp. 353-367
Persistent link: https://www.econbiz.de/10007647537
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Imported Machinery for Export Competitiveness
Mody, Ashoka; Yilmaz, Kamil - In: The World Bank economic review 16 (2002) 1, pp. 23-48
Persistent link: https://www.econbiz.de/10007477640