Personal Details
First Name: Kamil
Middle Name:
Last Name: Yilmaz
Suffix:
RePEc Short-ID: pyi43
Email:
Homepage:
http://home.ku.edu.tr/~kyilmaz
Postal Address:
Phone:
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
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Working papers
- Kamil Yilmaz, 2009.
"International Business Cycle Spillovers,"
TÃSİAD-Koç University Economic Research Forum Working Papers
0903, TUSIAD-Koc University Economic Research Forum.
[Downloadable!]
- Kamil Yilmaz & Umit Izmen, 2009.
"Turkey's Recent Trade and Foreign Direct Investment Performance,"
TÃSİAD-Koç University Economic Research Forum Working Papers
0902, TUSIAD-Koc University Economic Research Forum.
[Downloadable!]
- Francis X. Diebold & Kamil Yilmaz, 2008.
"Measuring financial asset return and volatility spillovers, with application to global equity markets,"
Working Papers
08-16, Federal Reserve Bank of Philadelphia.
[Downloadable!]
Published as: - Francis X. Diebold & Kamil Yilmaz, 2008.
"Macroeconomic Volatility and Stock Market Volatility, Worldwide,"
NBER Working Papers
14269, National Bureau of Economic Research, Inc.
[Downloadable!] (restricted)
Other versions: - Erol Taymaz & Kamil Yılmaz, 2008.
"Integration with the Global Economy: The Case of Turkish Automobile and Consumer Electronics Industries,"
TÃSİAD-Koç University Economic Research Forum Working Papers
0801, TUSIAD-Koc University Economic Research Forum.
[Downloadable!]
- Kamil Yılmaz & Şule Özler, 2007.
"Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants,"
TÃSİAD-Koç University Economic Research Forum Working Papers
0704, TUSIAD-Koc University Economic Research Forum.
[Downloadable!]
- Sule Ozler & Erol Taymaz & Kamil Yilmaz, 2007.
"History Matters for the Export Decision Plant Level Evidence from Turkish Manufacturing Industry,"
ERC Working Papers
0704, ERC - Economic Research Center, Middle East Technical University, revised Mar 2007.
[Downloadable!]
Other versions:
Published as: - Francis X. Diebold & Kamil Yılmaz, 2007.
"Macroeconomic Volatility and Stock Market Volatility,World-Wide,"
TÃSİAD-Koç University Economic Research Forum Working Papers
0711, TUSIAD-Koc University Economic Research Forum.
[Downloadable!]
- Francis X. Diebold & Kamil Yilmaz, 2007.
"Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets,"
PIER Working Paper Archive
07-002, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.
[Downloadable!]
Other versions: - Yilmaz, K., 1999.
"Nash and Stackelberg Optimum Export Taxes,"
Papers
99/04, Koc University.
- Tan, B. & Yilmaz, K., 1999.
"Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation,"
Papers
99/03, Koc University.
Published as: - Yilmaz, K. & Altug, S., 1998.
"Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey,"
Papers
1998/03, Koc University.
- Mody, A. & Yilmaz, K., 1997.
"Machinery Investment and Export Competitiveness,"
Papers
1997/07, Koc University.
- Mody, Ashoka & Yilmaz, Kamil & DEC, 1994.
"Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries,"
Policy Research Working Paper Series
1276, The World Bank.
[Downloadable!]
Published as: - Francis X. Diebold & Javier Gardeazabal & Kamil Yilmaz, 1993.
"On cointegration and exchange rate dynamics,"
Working Papers
93-2, Federal Reserve Bank of Philadelphia.
Published as:
Articles
- FrancisX. Diebold & Kamil Yilmaz, 2009.
"Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets,"
Economic Journal,
Royal Economic Society, vol. 119(534), pages 158-171, 01.
[Downloadable!] (restricted)
Other versions: - Özler, Sule & Taymaz, Erol & YIlmaz, Kamil, 2009.
"History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry,"
World Development,
Elsevier, vol. 37(2), pages 479-488, February.
[Downloadable!] (restricted)
Other versions: - Kamil Yilmaz, 2006.
"How much should primary commodity exports be taxed? Nash and Stackelberg equilibria in the Global Cocoa Market,"
Journal of International Trade & Economic Development,
Taylor and Francis Journals, vol. 15(1), pages 1-26, March.
[Downloadable!] (restricted)
- Alper, C. Emre & Yilmaz, Kamil, 2004.
"Volatility and contagion: evidence from the Istanbul stock exchange,"
Economic Systems,
Elsevier, vol. 28(4), pages 353-367, December.
[Downloadable!] (restricted)
- Yilmaz, Kamil, 2003.
"Martingale Property of Exchange Rates and Central Bank Interventions,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 21(3), pages 383-95, July.
- Tan, Baris & Yilmaz, Kamil, 2002.
"Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation,"
European Journal of Operational Research,
Elsevier, vol. 137(3), pages 524-543, March.
[Downloadable!] (restricted)
Other versions: - Ashoka Mody & Kamil Yilmaz, 2002.
"Imported Machinery for Export Competitiveness,"
World Bank Economic Review,
Oxford University Press, vol. 16(1), pages 23-48, June.
- Kamil YILMAZ, 2001.
"Yuksek Enflasyon Surecinde Siyasi Elitlerin Rolu: Arjantin, Brezilya, Israil Ve Turkiye Deneyimlerinin Karsilastirmali Analizi,"
Iktisat Isletme ve Finans,
Bilgesel Yayincilik, vol. 16(183), pages 15-36.
- Yilmaz, Kamil, 1999.
"Optimal export taxes in a multicountry framework,"
Journal of Development Economics,
Elsevier, vol. 60(2), pages 439-465, December.
[Downloadable!] (restricted)
- Hayri, Aydin & Yilmaz, Kamil, 1997.
"Privatisation and Stock Market Efficiency: The British Experience,"
Scottish Journal of Political Economy,
Scottish Economic Society, vol. 44(2), pages 113-33, May.
[Downloadable!] (restricted)
- Mody, Ashoka & Yilmaz, Kamil, 1997.
"Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries,"
Journal of Development Economics,
Elsevier, vol. 53(2), pages 447-470, August.
[Downloadable!] (restricted)
Other versions: - Diebold, Francis X & Gardeazabal, Javier & Yilmaz, Kamil, 1994.
" On Cointegration and Exchange Rate Dynamics,"
Journal of Finance,
American Finance Association, vol. 49(2), pages 727-35, June.
[Downloadable!] (restricted)
Other versions:
NEP Fields
13 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-BEC: Business Economics (7) 2007-01-23 2007-11-17 2007-11-24 2008-02-16 2008-08-31 2008-09-29 2009-04-13 Author is listed
- NEP-CBA: Central Banking (1) 2009-04-13
- NEP-CFN: Corporate Finance (2) 2007-01-23 2007-11-24
- NEP-CWA: Central & Western Asia (5) 2007-05-26 2007-11-17 2007-11-17 2008-02-23 2009-03-14 Author is listed
- NEP-EFF: Efficiency & Productivity (1) 2007-11-17
- NEP-ETS: Econometric Time Series (2) 2007-11-17 2007-11-24
- NEP-FMK: Financial Markets (2) 2008-02-16 2008-09-29
- NEP-INT: International Trade (3) 2007-05-26 2007-11-17 2007-11-17
- NEP-MAC: Macroeconomics (4) 2007-11-24 2008-08-31 2008-08-31 2009-04-13 Author is listed
- NEP-OPM: Open MacroEconomics (1) 2009-03-14
- NEP-RMG: Risk Management (2) 2007-11-24 2008-08-31
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