Uğur Namık Kücük
(Ugur Namik Kucuk)
Personal Details
First Name: | Ugur |
Middle Name: | Namik |
Last Name: | Kucuk |
Suffix: | |
RePEc Short-ID: | pkk4 |
| |
http://sites.google.com/site/ugurkucuk | |
Facolta di Economia, a/o Sig.ra Patrizia Marta, Universita di Roma, Tor Vergata, 00133, Rome, Italy | |
Affiliation
(in no particular order)
Facoltà di Economia (Faculty of Economics)
Università degli Studi di Roma "Tor Vergata" (Tor Vergata University of Rome)
Roma, Italyhttps://economia.uniroma2.it/
RePEc:edi:ferotit (more details at EDIRC)
Dipartimento del Tesoro (Department of the Treasury)
Ministero dell'Economia e delle Finanze (Ministry of Economic Affairs and Finance)
Government of Italy
Roma, Italyhttp://www.dt.mef.gov.it/
RePEc:edi:tesgvit (more details at EDIRC)
Research output
Jump to: Working papersWorking papers
- Kucuk, Ugur N., 2010. "Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market," MPRA Paper 27428, University Library of Munich, Germany.
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
- Kucuk, Ugur N., 2010.
"Non-default Component of Sovereign Emerging Market Yield Spreads and its Determinants: Evidence from Credit Default Swap Market,"
MPRA Paper
27428, University Library of Munich, Germany.
Cited by:
- Küçük, Ugur N., 2009. "Emerging Market Local Currency Bond Market, Too Risky to Invest?," MPRA Paper 21878, University Library of Munich, Germany.
- Augustin, Patrick & Subrahmanyam, Marti G. & Tang, Dragon Yongjun & Wang, Sarah Qian, 2014. "Credit Default Swaps: A Survey," Foundations and Trends(R) in Finance, now publishers, vol. 9(1-2), pages 1-196, December.
- Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2014.
"Linkages between Financial Sector CDS Spreads and Macroeconomic Influence in a Nonlinear Setting,"
Working Papers
201456, University of Pretoria, Department of Economics.
- Lahiani, Amine & Hammoudeh, Shawkat & Gupta, Rangan, 2016. "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," International Review of Economics & Finance, Elsevier, vol. 43(C), pages 443-456.
- Amine Lahiani & Shawkat Hammoudeh & Rangan Gupta, 2016. "Linkages between financial sector CDS spreads and macroeconomic influence in a nonlinear setting," Post-Print hal-03531142, HAL.
- Kucuk, Ugur N., 2009. "Dynamic Sources of Sovereign Bond Market Liquidity," MPRA Paper 19677, University Library of Munich, Germany.
- Patrick Augustin, 2012. "Sovereign Credit Default Swap Premia," Working Papers 12-10, New York University, Leonard N. Stern School of Business, Department of Economics.
- Frolova, Elvina & Fantazzini, Dean, 2012. "Credit default swaps and CDS-bond basis with Russian companies: a review and an analysis of the effects of the short selling ban during the second great contraction," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 25(1), pages 3-24.
- Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011.
"Risk Spillovers in Oil-Related CDS, Stock and Credit Markets,"
Documentos de Trabajo del ICAE
2011-12, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Hammoudeh, Shawkat & Liu, Tengdong & Chang, Chia-Lin & McAleer, Michael, 2013. "Risk spillovers in oil-related CDS, stock and credit markets," Energy Economics, Elsevier, vol. 36(C), pages 526-535.
- Hammoudeh, S.M. & Liu, T. & Chang, C-L. & McAleer, M.J., 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Econometric Institute Research Papers EI 2011-15, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," Working Papers in Economics 11/17, University of Canterbury, Department of Economics and Finance.
- Shawkat Hammoudeh & Tengdong Liu & Chia-Lin Chang & Michael McAleer, 2011. "Risk Spillovers in Oil-Related CDS, Stock and Credit Markets," KIER Working Papers 772, Kyoto University, Institute of Economic Research.
More information
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