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Market risk of developed and emerging countries during the global financial crisis

Köksal, Bülent; Orhan, Mehmet - In: Emerging markets finance & trade : a journal of the … 49 (2013) 3, pp. 20-34

Persistent link: https://www.econbiz.de/10010200887

Are sovereign ratings by CRAs consistent?

Hami, Saka; Orhan, Mehmet - In: Panoeconomicus 65 (2018) 1, pp. 95-115

Persistent link: https://www.econbiz.de/10011894539

Impact of US federal reserve policies on frontier markets

Orhan, Mehmet; Sabdenaliyev, B.; Oskenbayev, Y. - In: Handbook of frontier markets : evidence from Mittle …, (pp. 219-244). 2016

Persistent link: https://www.econbiz.de/10011549458

Market Risk of Developed and Emerging Countries During the Global Financial Crisis

Köksal, Bülent - 2013

This study compares the performance of the widely used risk measure Value-at-Risk (VaR) across a large sample of developed and emerging countries. The performance of the VaR is assessed by both unconditional and conditional tests of Kupiec and Christoffersen, respectively, as well as the...

Persistent link: https://www.econbiz.de/10013091310

Gold demand by central banks : a comparative study of emerging market and advanced economies

Öztunç, Hakan; Orhan, Mehmet - In: Emerging markets, finance & trade : a journal of the … 57 (2021) 9, pp. 2687-2698

Persistent link: https://www.econbiz.de/10012549942

Policy implications of the Lucas Critique empirically tested along the global financial crisis

Karimova, Amira; Simsek, Esra; Orhan, Mehmet - In: Journal of policy modeling : JPMOD ; a social science … 42 (2020) 1, pp. 153-172

Persistent link: https://www.econbiz.de/10012498595