← All authors Kamil Yılmaz Koç University (per OpenAlex) · ORCID · OpenAlex
31 papers in scope · 31 published · 1 on the econ.EM arXiv · 14,695 citations · h-index 18 (over the papers listed here)
Related authors The 20 authors closest to this one in our weighted citation graph, most related first.
Julia Manso Daniele Girolimetto Michael J. Puma Francis Ludlow Wei-Xing Zhou Yun-Shi Dai Peng-Fei Dai Pengfei Dai Stéphane Goutte Duc Khuong Nguyen Francis X. Diebold Kiet Tuan Duong Emanuele Lopetuso Massimiliano Caporin Eugene Dettaa Endong Wang Elynn Chen Ivan Ricardo Jean-Marie Dufour Rong Chen Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md .
Papers (2 of 31)
published 2026 · Journal of Econometrics · 5 citations
Is there a virtuous cycle between wages and productivity? Turkish experience after the transition to democracy
published 2023 · World Development · 3 citations
with Erol Taymaz, Ebru Voyvoda
Macro-financial spillovers
published 2023 · Journal of International Money and Finance · 30 citations · first circulated 2020
with John Cotter, Mark Hallam
published 2023 · Journal of Econometrics · 82 citations · first circulated 2022
Survey data, expectations and the macroeconomy
published 2022
with Joscha Beckmann, Robert Czudaj
Measuring real–financial connectedness in the U.S. economy
published 2021 · The North American Journal of Economics and Finance · 7 citations
with Erhan Uluceviz
How connected is the global sovereign credit risk network?
published 2020 · Journal of Banking & Finance · 39 citations · first circulated 2015
with Gorkem Bostanci
Real-financial connectedness in the Swiss economy
published 2020 · Zeitschrift für schweizerische Statistik und Volkswirtschaft/Schweizerische Zeitschrift für Volkswirtschaft und Statistik/Swiss journal of economics and statistics · 24 citations
with Erhan Uluceviz
Estimating global bank network connectedness
published 2017 · Journal of Applied Econometrics · 598 citations · first circulated 2015
Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014
published 2015 · Journal of Financial Econometrics · 204 citations
Reprint of: On the network topology of variance decompositions: Measuring the connectedness of financial firms
published 2014 · Journal of Econometrics · 4500 citations · first circulated 2011
The Impact Of Fdi On Firm Survival And Employment: A Comparative Analysis For Turkey And Italy
published 2013 · ERSA conference papers · 1 citations
with Anna Maria Ferragina, Fernanda Mazzotta, Erol Taymaz
no link
Asymmetric response to monetary policy surprises at the long-end of the yield curve
published 2012 · Journal of Macroeconomics · 6 citations · first circulated 2009
with Selva Demiralp
The EU–Turkey Customs Union Fifteen Years Later: Better, Yet not the Best Alternative
published 2011 · South European Society & Politics · 33 citations
Better to give than to receive: Predictive directional measurement of volatility spillovers
published 2011 · International Journal of Forecasting · 5586 citations · first circulated 2010
Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi
published 2010 · İktisat İşletme ve Finans · 11 citations
with Selva Demiralp
Return and volatility spillovers among the East Asian equity markets
published 2009 · Journal of Asian Economics · 43 citations
Productivity response to reduction in trade barriers: evidence from Turkish manufacturing plants
published 2009 · Review of World Economics · 31 citations · first circulated 2007
with Şule Özler
Efectos Derrame en los Mercados de Valores del Continente Americano
published 2009 · Economía chilena · 6 citations
no link
Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets
published 2008 · The Economic Journal · 3045 citations
History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry
published 2008 · World Development · 44 citations · first circulated 2007
with Şule Özler, Erol Taymaz
How much should primary commodity exports be taxed? Nash and Stackelberg equilibria in the Global Cocoa Market
published 2006 · Journal of International Trade & Economic Development · 5 citations
Volatility and contagion: evidence from the Istanbul stock exchange
published 2004 · Economic Systems · 51 citations
with C. Emre Alper
Martingale Property of Exchange Rates and Central Bank Interventions
published 2003 · Journal of Business and Economic Statistics · 53 citations · first circulated 2001
4 Domestic Needs for Foreign Finance and Exchange Rate Regime Choice in Developing Countries, with Special Reference to the Turkish Experience
published 2003 · Turkish Studies · 1 citations
with C. Emre Alper
Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation
published 2002 · European Journal of Operational Research · 38 citations · first circulated 1999
with Barış Tan
Yüksek Enflasyon Sürecinde Siyasi Elitlerin Rolü: Arjantin, Brezilya, İsrail Ve Türkiye Deneyimlerinin Karşılaştırmalı Analizi
published 2001 · İktisat İşletme ve Finans · 1 citations
Optimal export taxes in a multicountry framework
published 1999 · Journal of Development Economics · 30 citations · first circulated 1997
Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries
published 1997 · Journal of Development Economics · 15 citations · first circulated 1994
with Ashoka Mody
Privatisation and Stock Market Efficiency: The British Experience
published 1997 · Scottish Journal of Political Economy · 9 citations
with Aydin Hayri
On Cointegration and Exchange Rate Dynamics
published 1994 · The Journal of Finance · 194 citations
Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.
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