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Real options with priced regime-switching risk

Driffill, John; Kenç, Turalay; Sola, Martin - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-30

Persistent link: https://www.econbiz.de/10009784006

Estimating volatility clustering and variance risk premium effects on bank default indicators

Kenç, Turalay; Cevik, Emrah Ismail - In: Review of quantitative finance and accounting 57 (2021) 4, pp. 1373-1392

Persistent link: https://www.econbiz.de/10012660703

Business cycles and energy real options valuation

Kenç, Turalay; Ekinci, Mehmet Fatih - In: Applied operations research and financial modelling in …, (pp. 173-200). 2021

Persistent link: https://www.econbiz.de/10012660735

Bank default indicators with volatility clustering

Kenç, Turalay; Cevik, Emrah Ismail; Dibooglu, Sel - In: Annals of finance 17 (2021) 1, pp. 127-151

Persistent link: https://www.econbiz.de/10012489940

Implementing real options valuation under macroeconomic risk and normally distributed cash flows

Instefjord, Norvald; Kenç, Turalay - In: International econometric review 16 (2024) 1, pp. 50-67

The paper highlights the encountered problems in implementing real options under more realistic assumptions such as business cycle risk and normally distributed cash flows. The problems considered include (i) estimating empirical distribution of cash flows from real option investments; (ii)...

Persistent link: https://www.econbiz.de/10015375466