Narrow search
Showing 1 - 5 of 5
Cover Image
FOREX risk premia and policy uncertainty :. a recursive utility analysis
Evans, Lynne; Kenç, Turalay - In: Journal of international financial markets, … 14 (2004) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10001868695
Cover Image
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
Cover Image
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
Cover Image
Enhancing banking systemic risk indicators by incorporating volatility clustering, variance risk premiums, and considering distance-to-capital
Cevik, Emrah Ismail; Kenç, Turalay; Goodell, John W.; … - In: International review of economics & finance : IREF 97 (2025), pp. 1-23
Persistent link: https://www.econbiz.de/10015327028
Cover Image
On the sources of the aggregate risk premium : risk aversion, bubbles or regime-switching?
Caravello, Tomás E.; Driffill, John; Kenç, Turalay; … - In: Journal of economic dynamics & control 166 (2024), pp. 1-25
Persistent link: https://www.econbiz.de/10015051271