Bora Aktan

Personal Details

First Name:	Bora
Middle Name:
Last Name:	Aktan
Suffix:
RePEc Short-ID:	pak119
	[This author has chosen not to make the email address public]
	http://www.uob.edu.bh/en/
	University of Bahrain, College of Business P.O. Box 32038 Isa Town, Kingdom of Bahrain

Affiliation

(90%) College of Business Administration
University of Bahrain

Sakhir, Bahrain
http://www.uob.edu.bh/index.php/colleges/business-college-ar
RePEc:edi:cbuobbh (more details at EDIRC)

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

Sorry, no citations of working papers recorded.

Articles

1. Omar Masood & Bora Aktan & Beata Gavurová & Bachar Fakhry & Manuela Tvaronavičienė & Raimonda Martinkutė-Kaulienė, 2017. "The impact of regime-switching behaviour of price volatility on efficiency of the US sovereign debt market," Economic Research-Ekonomska Istraživanja, Taylor & Francis Journals, vol. 30(1), pages 1865-1881, January.

   Cited by:

   1. Dejan Živkov & Boris Kuzman & Jonel Subić, 2020. "What Bayesian quantiles can tell about volatility transmission between the major agricultural futures?," Agricultural Economics, Czech Academy of Agricultural Sciences, vol. 66(5), pages 215-225.

2. Sinem Peker & Manuela Tvaronavičienė & Bora Aktan, 2014. "Sustainable risk management: fuzzy approach to volatility and application on FTSE 100 index," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 2(1), pages 30-36, September.

   Cited by:

   1. Manuela Tvaronavičienė, 2016. "Entrepreneurship and energy consumption patterns: case of hoseholds in selected countries," Entrepreneurship and Sustainability Issues, VsI Entrepreneurship and Sustainability Center, vol. 4(1), pages 74-82, September.

3. Sok Gee Chan & Mohd Zaini Abd Karim & Bruce Burton & Bora Aktan, 2014. "Efficiency and risk in commercial banking: empirical evidence from East Asian countries," The European Journal of Finance, Taylor & Francis Journals, vol. 20(12), pages 1114-1132, December.

   Cited by:

   1. Alessandra Ferrari & Vo Huyen Trang Tran, 2021. "Banking, transition and financial reforms: a long-term analysis of Vietnam," Journal of Banking Regulation, Palgrave Macmillan, vol. 22(1), pages 1-10, March.
   2. Chan, Sok-Gee & Aktan, Bora & Burton, Bruce & Koh, Eric H.Y., 2021. "The impact of soft information and institutional quality on foreign bank efficiency – Evidence from ASEAN-5 countries," International Review of Economics & Finance, Elsevier, vol. 74(C), pages 23-32.
   3. Luo, Yun & Tanna, Sailesh & De Vita, Glauco, 2016. "Financial openness, risk and bank efficiency: Cross-country evidence," Journal of Financial Stability, Elsevier, vol. 24(C), pages 132-148.
   4. Chaiporn Vithessonthi, 2016. "Consequences of Bank Loan Growth: Evidence from Asia," PIER Discussion Papers 19, Puey Ungphakorn Institute for Economic Research.
      • Vithessonthi, Chaiporn, 2023. "The consequences of bank loan growth: Evidence from Asia," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 252-270.

4. Jamal Ali Al‐Khasawneh & Karima Bassedat & Bora Aktan & Priya Darshini Pun Thapa, 2012. "Efficiency of Islamic banks: case of North African Arab countries," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 4(2/3), pages 228-239, August.

   Cited by:

   1. Simar, Léopold & Wilson, Paul W., 2020. "Technical, allocative and overall efficiency: Estimation and inference," European Journal of Operational Research, Elsevier, vol. 282(3), pages 1164-1176.
   2. Rosman, Romzie & Wahab, Norazlina Abd & Zainol, Zairy, 2014. "Efficiency of Islamic banks during the financial crisis: An analysis of Middle Eastern and Asian countries," Pacific-Basin Finance Journal, Elsevier, vol. 28(C), pages 76-90.
   3. Othman, Norfaizah & Abdul-Majid, Mariani & Abdul-Rahman, Aisyah, 2017. "Partnership financing and bank efficiency," Pacific-Basin Finance Journal, Elsevier, vol. 46(PA), pages 1-13.
   4. Adeabah, David & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2023. "How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis," Emerging Markets Review, Elsevier, vol. 55(C).
   5. Lutfi, & Suyatno,, 2019. "Determinants of Bank Efficiency: Evidence from Regional Development Banks," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 53(3), pages 59-74.

5. Zikovic, Sasa & Aktan, Bora, 2011. "Decay factor optimisation in time weighted simulation -- Evaluating VaR performance," International Journal of Forecasting, Elsevier, vol. 27(4), pages 1147-1159, October.

   Cited by:

   1. Gery Geenens & Richard Dunn, 2017. "A nonparametric copula approach to conditional Value-at-Risk," Papers 1712.05527, arXiv.org, revised Oct 2019.
   2. Saša ŽIKOVIÆ & Randall K. FILER, 2013. "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 63(4), pages 327-359, August.
      • Sasa Zikovic & Randall Filer, 2012. "Ranking of VaR and ES Models: Performance in Developed and Emerging Markets," CESifo Working Paper Series 3980, CESifo.
   3. Geenens, Gery & Dunn, Richard, 2022. "A nonparametric copula approach to conditional Value-at-Risk," Econometrics and Statistics, Elsevier, vol. 21(C), pages 19-37.
   4. Zolotko, Mikhail & Okhrin, Ostap, 2012. "Modelling general dependence between commodity forward curves," SFB 649 Discussion Papers 2012-060, Humboldt University Berlin, Collaborative Research Center 649: Economic Risk.
      • Zolotko, Mikhail & Okhrin, Ostap, 2014. "Modelling the general dependence between commodity forward curves," Energy Economics, Elsevier, vol. 43(C), pages 284-296.
   5. Nieto, Maria Rosa & Ruiz, Esther, 2016. "Frontiers in VaR forecasting and backtesting," International Journal of Forecasting, Elsevier, vol. 32(2), pages 475-501.

6. Sasa Zikovic & Bora Aktan, 2009. "Global financial crisis and VaR performance in emerging markets: A case of EU candidate states - Turkey and Croatia," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 27(1), pages 149-170.

   Cited by:

   1. Nikola RADIVOJEVIĆ & Luka FILIPOVI & Тomislav D. BRZAKOVIĆ, 2020. "A New Semiparametric Mirrored Historical Simulation Value-At-Risk Model," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 5-21, March.
   2. Jean-Paul Laurent & Hassan Omidi Firouzi, 2022. "Market Risk and Volatility Weighted Historical Simulation After Basel III," Working Papers hal-03679434, HAL.
   3. Lidija Barjaktarović & Maja Paunović & Dejan Ječmenica, 2013. "Development of the Banking Sector in CEE Countries – Comparative Analysis," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 2(2), pages 93-114.
   4. Siva Kiran GUPTHA. K & Prabhakar RAO. R, 2019. "GARCH based VaR estimation: An empirical evidence from BRICS stock markets," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(4(621), W), pages 201-218, Winter.
   5. Abad, Pilar & Benito, Sonia, 2013. "A detailed comparison of value at risk estimates," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 94(C), pages 258-276.
   6. Imed Gammoudi & Lotfi BelKacem & Mohamed El Ghourabi, 2014. "Value at Risk Estimation for Heavy Tailed Distributions," The International Journal of Business and Finance Research, The Institute for Business and Finance Research, vol. 8(3), pages 109-125.
   7. Goran Andjelic & Ivana Milosev & Vladimir Djakovic, 2010. "Extreme Value Theory In Emerging Markets," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 55(185), pages 63-106, April - J.
   8. Halkos, George & Tsirivis, Apostolos, 2019. "Using Value-at-Risk for effective energy portfolio risk management," MPRA Paper 91674, University Library of Munich, Germany.
   9. Shcherba, Alexandr, 2012. "Market risk valuation modeling for the European countries at the financial crisis of 2008," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 27(3), pages 20-35.
   10. Mirjana Miletić & Siniša Miletić, 2016. "Performance of VaR in Developed and CEE Countries during the Global Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(1), pages 54-75, March.
   11. Kakade, Kshitij & Jain, Ishan & Mishra, Aswini Kumar, 2022. "Value-at-Risk forecasting: A hybrid ensemble learning GARCH-LSTM based approach," Resources Policy, Elsevier, vol. 78(C).
   12. Bucevska Vesna, 2013. "An Empirical Evaluation of GARCH Models in Value-at-Risk Estimation: Evidence from the Macedonian Stock Exchange," Business Systems Research, Sciendo, vol. 4(1), pages 49-64, March.
   13. Beata Zyznarska-Dworczak, 2018. "The Development Perspectives of Sustainable Management Accounting in Central and Eastern European Countries," Sustainability, MDPI, vol. 10(5), pages 1-21, May.
   14. Julija Cerović & Vesna Karadžić, 2015. "Extreme Value Theory In Emerging Markets: Evidence From Montenegrin Stock Exchange," Economic Annals, Faculty of Economics and Business, University of Belgrade, vol. 60(206), pages 87-116, July - Se.
   15. Cerović Julija & Lipovina-Božović Milena & Vujošević Saša, 2015. "A Comparative Analysis of Value at Risk Measurement on Emerging Stock Markets: Case of Montenegro," Business Systems Research, Sciendo, vol. 6(1), pages 36-55, March.

7. Bora Aktan & Mustafa Ozturk, 2009. "Empirical examination of REITs in Turkey: an emerging market perspective," Journal of Property Investment & Finance, Emerald Group Publishing Limited, vol. 27(4), pages 373-403, July.

   Cited by:

   1. Yener Cos‚kun & A. Sevtap Selcuk-Kestel & Bilgi Yilmaz, 2017. "Diversification benefit and return performance of REITs using CAPM and Fama-French: Evidence from Turkey," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, vol. 17(4), pages 199-215, December.

8. Huseyin Ince & Bora Aktan, 2009. "A comparison of data mining techniques for credit scoring in banking: A managerial perspective," Journal of Business Economics and Management, Taylor & Francis Journals, vol. 10(3), pages 233-240, March.

   Cited by:

   1. Römer, Ulf & Mußhoff, Oliver, 2017. "Can agricultural credit scoring for microfinance institutions be implemented and improved by weather data?," Department of Agricultural and Rural Development (DARE) Discussion Papers 260766, Georg-August-Universitaet Goettingen, Department of Agricultural Economics and Rural Development (DARE).
      • Ulf Römer & Oliver Musshoff, 2017. "Can agricultural credit scoring for microfinance institutions be implemented and improved by weather data?," Agricultural Finance Review, Emerald Group Publishing Limited, vol. 78(1), pages 83-97, December.
      • Römer, Ulf & Mußhoff, Oliver, 2017. "Can agricultural credit scoring for microfinance institutions be implemented and improved by weather data?," DARE Discussion Papers 1703, Georg-August University of Göttingen, Department of Agricultural Economics and Rural Development (DARE).
   2. Omar H. Fares & Irfan Butt & Seung Hwan Mark Lee, 2023. "Utilization of artificial intelligence in the banking sector: a systematic literature review," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 28(4), pages 835-852, December.
   3. Antonio Blanco-Oliver & Ana Irimia-Dieguez & María Oliver-Alfonso & Nicholas Wilson, 2015. "Systemic Sovereign Risk and Asset Prices: Evidence from the CDS Market, Stressed European Economies and Nonlinear Causality Tests," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(2), pages 144-166, April.
   4. Oguz Koc & Omur Ugur & A. Sevtap Kestel, 2023. "The Impact of Feature Selection and Transformation on Machine Learning Methods in Determining the Credit Scoring," Papers 2303.05427, arXiv.org.
   5. Aneta Dzik-Walczak & Mateusz Heba, 2019. "A comparison of credit scoring techniques in Peer-to-Peer lending," Working Papers 2019-16, Faculty of Economic Sciences, University of Warsaw.
   6. J. Lara‐Rubio & A. Blanco‐Oliver & R. Pino‐Mejías, 2017. "Promoting Entrepreneurship at the Base of the Social Pyramid via Pricing Systems: A case Study," Intelligent Systems in Accounting, Finance and Management, John Wiley & Sons, Ltd., vol. 24(1), pages 12-28, January.
   7. Aneta Dzik-Walczak & Mateusz Heba, 2021. "An implementation of ensemble methods, logistic regression, and neural network for default prediction in Peer-to-Peer lending," Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics, University of Rijeka, Faculty of Economics and Business, vol. 39(1), pages 163-197.
   8. Patricia Durango-Gutiérrez & Juan Lara-Rubio & Andrés Navarro-Galera & Dionisio Buendía-Carrillo, 2024. "Microcredit Pricing Model for Microfinance Institutions under Basel III Banking Regulations," IJFS, MDPI, vol. 12(3), pages 1-21, September.
   9. Hossein Hassani & Xu Huang & Emmanuel Silva & Mansi Ghodsi, 2020. "Deep Learning and Implementations in Banking," Annals of Data Science, Springer, vol. 7(3), pages 433-446, September.

9. Omar Masood & Bora Aktan & Qazi Awais Amin, 2009. "Islamic banking: a study of customer satisfaction and preferences in non-Islamic countries," International Journal of Monetary Economics and Finance, Inderscience Enterprises Ltd, vol. 2(3/4), pages 261-285.

   Cited by:

   1. Asma Abdul Rehman & Omar Masood, 2012. "Why do customers patronize Islamic banks? A case study of Pakistan," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 4(2/3), pages 130-141, August.
   2. Sarwar Uddin Ahmed & Md. Ashikur Rahman & Samiul Parvez Ahmed & G. M. Wali Ullah, 2014. "Pricing Linkage between Islamic Banking and Conventional Banking:The Case of Bangladesh," International Journal of Finance & Banking Studies, Center for the Strategic Studies in Business and Finance, vol. 3(4), pages 84-97, October.
   3. Riaz, Umair & Burton, Bruce & Monk, Lissa, 2017. "Perceptions on Islamic banking in the UK—Potentialities for empowerment, challenges and the role of scholars," CRITICAL PERSPECTIVES ON ACCOUNTING, Elsevier, vol. 47(C), pages 39-60.
   4. Walid Mansour & Mohamed Ben Abdelhamid & Omar Masood & G.S.K. Niazi, 2010. "Islamic banking and customers' preferences: the case of the UK," Qualitative Research in Financial Markets, Emerald Group Publishing Limited, vol. 2(3), pages 185-199, October.

More information

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Statistics

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Co-authorship network on CollEc

Featured entries

This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:

1. Islamic Ecomonics
2. Turkish Economists

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