Faruk Selcuk
(deceased)Personal Details
First Name: | Faruk |
Middle Name: | |
Last Name: | Selcuk |
Suffix: | |
RePEc Short-ID: | pse79 |
http://www.bilkent.edu.tr/~faruk | |
This person is deceased (Date: 22 Feb 2005) |
Research output
Jump to: Working papers Articles BooksWorking papers
- Ramazan Gençay & Nikola Gradojevic & Richard Olsen & Faruk Selçuk, 2015.
"Informed traders' arrival in foreign exchange markets: Does geography matter?,"
Post-Print
hal-01563055, HAL.
- Ramazan Gençay & Nikola Gradojevic & Richard Olsen & Faruk Selçuk, 2015. "Informed traders’ arrival in foreign exchange markets: Does geography matter?," Empirical Economics, Springer, vol. 49(4), pages 1431-1462, December.
- Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk, 2009. "Profitability in an Electronic Foreign Exchange Market: Informed Trading or Differences in Valuation?," Working Paper series 25_09, Rimini Centre for Economic Analysis.
- Ramazan Gencay & Faruk Selcuk, 2004.
"Asymmetry of Information Flow Between Volatilities Across Time Scales,"
Econometric Society 2004 North American Winter Meetings
90, Econometric Society.
- Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2010. "Asymmetry of information flow between volatilities across time scales," Quantitative Finance, Taylor & Francis Journals, vol. 10(8), pages 895-915.
- Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2009. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Working Paper series 27_09, Rimini Centre for Economic Analysis.
- Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon, 2004. "Information flow between volatilities across time scales," MPRA Paper 10355, University Library of Munich, Germany.
- Faruk Selcuk & Ramazan Gencay, 2001.
"Overnight Borrowing, Interest Rates and Extreme Value Theory,"
Working Papers
0103, Department of Economics, Bilkent University.
- Gencay, Ramazan & Selcuk, Faruk, 2006. "Overnight borrowing, interest rates and extreme value theory," European Economic Review, Elsevier, vol. 50(3), pages 547-563, April.
- Faruk Selcuk & Erinc Yeldan, 2000.
"On The Macroeconomic Impact Of The August, 1999 Earthquake In Turkey: A First Assessment,"
Working Papers
2001, Economic Research Forum, revised 01 Jun 2000.
- Faruk Selcuk & Erinc Yeldan, 2001. "On the macroeconomic impact of the August 1999 earthquake in Turkey: a first assessment," Applied Economics Letters, Taylor & Francis Journals, vol. 8(7), pages 483-488.
- Serdar Sayan & Faruk Selcuk & Ramazan Gencay, 1998. "A Visual Test for Noise Filtering in Nonlinear Time Series," Working Papers 9806, Department of Economics, Bilkent University.
- Faruk Selcuk & Ramazan Gencay, 1998.
"A Visual Goodness-of-Fit Test for Econometric Models,"
Working Papers
9808, Department of Economics, Bilkent University.
- Gençay Ramazan & Selçuk Faruk, 1998. "A Visual Goodness-of-Fit Test for Econometric Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(3), pages 1-13, October.
- R.Gencay & Faruk Selcuk, 1998. "A Visual Test of Normality for Econometric Models," Working Papers 9803, Department of Economics, Bilkent University.
- Faruk Selcuk, 1997. "A Brief Account of the Turkish Economy, 1987-1996," Working Papers 9701, Department of Economics, Bilkent University.
- Faruk Selcuk, 1996. "Seignorage and Dollarization in a High Inflation Economy : Evidence from Turkey," Working Papers 9607, Department of Economics, Bilkent University.
- Faruk Selcuk, 1996. "Current Account and Consumption Smoothing : The Turkish Experience, 1987-1995," Working Papers 9608, Department of Economics, Bilkent University.
Articles
- Ramazan Gençay & Nikola Gradojevic & Richard Olsen & Faruk Selçuk, 2015.
"Informed traders’ arrival in foreign exchange markets: Does geography matter?,"
Empirical Economics, Springer, vol. 49(4), pages 1431-1462, December.
- Ramazan Gençay & Nikola Gradojevic & Richard Olsen & Faruk Selçuk, 2015. "Informed traders' arrival in foreign exchange markets: Does geography matter?," Post-Print hal-01563055, HAL.
- Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2010.
"Asymmetry of information flow between volatilities across time scales,"
Quantitative Finance, Taylor & Francis Journals, vol. 10(8), pages 895-915.
- Ramazan Gencay & Faruk Selcuk, 2004. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Econometric Society 2004 North American Winter Meetings 90, Econometric Society.
- Ramazan Gencay & Nikola Gradojevic & Faruk Selcuk & Brandon Whitcher, 2009. "Asymmetry of Information Flow Between Volatilities Across Time Scales," Working Paper series 27_09, Rimini Centre for Economic Analysis.
- Selçuk, Faruk & Gençay, Ramazan, 2006. "Intraday dynamics of stock market returns and volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 367(C), pages 375-387.
- Gencay, Ramazan & Selcuk, Faruk, 2006.
"Overnight borrowing, interest rates and extreme value theory,"
European Economic Review, Elsevier, vol. 50(3), pages 547-563, April.
- Faruk Selcuk & Ramazan Gencay, 2001. "Overnight Borrowing, Interest Rates and Extreme Value Theory," Working Papers 0103, Department of Economics, Bilkent University.
- Oya Pınar Ardıc & Faruk Selcuk, 2006. "The dynamics of a newly floating exchange rate: the Turkish case," Applied Economics, Taylor & Francis Journals, vol. 38(8), pages 931-941.
- Faruk Selçuk, 2005. "The Policy Challenge with Floating Exchange Rates: Turkey’s Recent Experience," Open Economies Review, Springer, vol. 16(3), pages 295-312, July.
- Gencay, Ramazan & Selcuk, Faruk & Whitcher, Brandon, 2005. "Multiscale systematic risk," Journal of International Money and Finance, Elsevier, vol. 24(1), pages 55-70, February.
- Selçuk, Faruk, 2004. "Free float and stochastic volatility: the experience of a small open economy," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 342(3), pages 693-700.
- Gencay, Ramazan & Selcuk, Faruk, 2004. "Extreme value theory and Value-at-Risk: Relative performance in emerging markets," International Journal of Forecasting, Elsevier, vol. 20(2), pages 287-303.
- Selçuk, Faruk, 2004. "Financial earthquakes, aftershocks and scaling in emerging stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 333(C), pages 306-316.
- Gencay, Ramazan & Selcuk, Faruk & Ulugulyagci, Abdurrahman, 2003. "High volatility, thick tails and extreme value theory in value-at-risk estimation," Insurance: Mathematics and Economics, Elsevier, vol. 33(2), pages 337-356, October.
- Selcuk, Faruk, 2003. "Currency substitution: new evidence from emerging economies," Economics Letters, Elsevier, vol. 78(2), pages 219-224, February.
- Gençay Ramazan & Selçuk Faruk & Ulugülyagci Abdurrahman, 2001. "EVIM: A Software Package for Extreme Value Analysis in MATLAB," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 5(3), pages 1-29, October.
- Gençay, Ramazan & Selçuk, Faruk & Whitcher, Brandon, 2001. "Scaling properties of foreign exchange volatility," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 289(1), pages 249-266.
- Gençay, Ramazan & Selçuk, Faruk & Whitcher, Brandon, 2001. "Differentiating intraday seasonalities through wavelet multi-scaling," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 289(3), pages 543-556.
- Gencay, Ramazan & Selcuk, Faruk, 2001. "Software reviews," International Journal of Forecasting, Elsevier, vol. 17(2), pages 305-317.
- Faruk Selcuk & Erinc Yeldan, 2001.
"On the macroeconomic impact of the August 1999 earthquake in Turkey: a first assessment,"
Applied Economics Letters, Taylor & Francis Journals, vol. 8(7), pages 483-488.
- Faruk Selcuk & Erinc Yeldan, 2000. "On The Macroeconomic Impact Of The August, 1999 Earthquake In Turkey: A First Assessment," Working Papers 2001, Economic Research Forum, revised 01 Jun 2000.
- Gençay Ramazan & Selçuk Faruk, 1998.
"A Visual Goodness-of-Fit Test for Econometric Models,"
Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 3(3), pages 1-13, October.
- Faruk Selcuk & Ramazan Gencay, 1998. "A Visual Goodness-of-Fit Test for Econometric Models," Working Papers 9808, Department of Economics, Bilkent University.
- Faruk SELÇUK, 1995. "Faiz Hadlerinin Vade Yapısı," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 10(109), pages 34-41.
- Faruk SELÇUK, 1994. "Döviz Kurlarının Endekslenmesi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 9(104), pages 4-9.
- Faruk SELÇUK, 1993.
"Reel Döviz Kurları Üzerine,"
Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 8(84), pages 9-18.
RePEc:taf:apfiec:v:15:y:2005:i:12:p:867-874 is not listed on IDEAS
Books
- Kibritçioğlu, Aykut & Rittenberg, Libby & Selçuk, Faruk & Akçay, O. Cevdet & Alper, C. Emre & Berument, M. Hakan & Dibooğlu, Selahattin & Erlat, Haluk & Ertuğrul, Ahmet & Malatyalı, N. Kamuran & Nas, , 2002. "Inflation and Disinflation in Turkey," EconStor Books, ZBW - Leibniz Information Centre for Economics, number 110203.
- Gençay, Ramazan & Gençay, Ramazan & Selçuk, Faruk & Whitcher, Brandon J., 2001. "An Introduction to Wavelets and Other Filtering Methods in Finance and Economics," Elsevier Monographs, Elsevier, edition 1, number 9780122796708.
More information
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NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-IFN: International Finance (1) 2002-04-15
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