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Selçuk Bayracı
(Selcuk Bayraci)

Personal Details

First Name:Selcuk
Middle Name:
Last Name:Bayraci
Suffix:
RePEc Short-ID:pba1284

Affiliation

Ticari Bilimler Fakültesi
Yeditepe Üniversitesi

İstanbul, Turkey
http://www.yeditepe.edu.tr/fakulteler/ticari-bilimler-fakultesi
RePEc:edi:tfyedtr (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bayraci, Selcuk, 2015. "Return, shock and volatility co-movements between the bond markets of Turkey and developed countries," MPRA Paper 65758, University Library of Munich, Germany.
  2. Bayraci, Selcuk & Demiralay, Sercan, 2013. "Conditional Autoregregressive Range (CARR) Based Volatility Spillover Index For the Eurozone Markets," MPRA Paper 51909, University Library of Munich, Germany.
  3. Bayraci, Selcuk & Ari, Yakup & Yildirim, Yavuz, 2011. "A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets," MPRA Paper 30475, University Library of Munich, Germany.
  4. Bayraci, Selcuk & UNAL, GAZANFER, 2010. "Continuous time modeling of interest rates: An empirical study on the Turkish short rate," MPRA Paper 28091, University Library of Munich, Germany.
  5. Bayraci, Selcuk, 2010. "Econometric testing of the CAPM: A granger causality analysis on the Turkish banking industry," MPRA Paper 30839, University Library of Munich, Germany, revised 10 May 2011.
  6. Bayraci, Selcuk, 2007. "Modeling the volatility of FTSE All Share Index Returns," MPRA Paper 28095, University Library of Munich, Germany.

Articles

  1. Sercan Demiralay & Selcuk Bayraci, 2015. "Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(5), pages 411-430, October.

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

  1. Bayraci, Selcuk & Ari, Yakup & Yildirim, Yavuz, 2011. "A Vector Auto-Regressıve (VAR) Model for the Turkish Financial Markets," MPRA Paper 30475, University Library of Munich, Germany.

    Cited by:

    1. Katarzyna Mamcarz, 2019. "Gold Market and Selected Stock Markets–Granger Causality Analysis," Springer Proceedings in Business and Economics, in: Waldemar Tarczyński & Kesra Nermend (ed.), Effective Investments on Capital Markets, chapter 0, pages 405-422, Springer.

Articles

  1. Sercan Demiralay & Selcuk Bayraci, 2015. "Central and Eastern European Stock Exchanges under Stress: A Range-Based Volatility Spillover Framework," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 65(5), pages 411-430, October.

    Cited by:

    1. Dejan Živkov & Suzana Balaban & Marko Pećanac, 2021. "Assessing the multiscale “meteor shower” effect from oil to the central and eastern European stock indices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1855-1870, April.
    2. Tihana Škrinjarić & Zrinka Orlović, 2020. "Economic Policy Uncertainty and Stock Market Spillovers: Case of Selected CEE Markets," Mathematics, MDPI, vol. 8(7), pages 1-33, July.
    3. Costola, Michele & Lorusso, Marco, 2021. "Spillovers among Energy Commodities and the Russian Stock Market," MPRA Paper 108990, University Library of Munich, Germany.
    4. Harald Schmidbauer & Angi Rösch & Erhan Uluceviz & Narod Erkol, 2016. "The Russian Stock Market during the Ukrainian Crisis: A Network Perspective," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(6), pages 478-509, December.
    5. Yakup Arı, 2022. "Chasing Volatility of USD/TRY Foreign Exchange Rate: The Comparison of CARR, EWMA, and GARCH Models," EKOIST Journal of Econometrics and Statistics, Istanbul University, Faculty of Economics, vol. 0(37), pages 107-127, December.
    6. contact_cb@yahoo.com. & Simona STAMULE & Iulian Cornel LOLEA, 2021. "The Spillover Effect on the CEE Equity Markets and the Financial Contagion in the Context of Financial Integration," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(4), pages 155-170, December.
    7. RNuket Kirci Cevik & Sel Dibooglu & Ali M. Kutan, 2016. "Real and Financial Sector Studies in Central and Eastern Europe: A Review," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 66(1), pages 2-31, February.
    8. Arı, Yakup, 2022. "USD/TRY and foreign banks in Turkey: Evidence by TVP-VAR," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 67, pages 5-26.

More information

Research fields, statistics, top rankings, if available.

Statistics

Access and download statistics for all items

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers 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.
  1. NEP-ARA: MENA - Middle East and North Africa (3) 2011-01-30 2011-05-07 2015-08-01
  2. NEP-CWA: Central and Western Asia (2) 2011-01-30 2015-08-01
  3. NEP-EEC: European Economics (1) 2013-12-15
  4. NEP-ETS: Econometric Time Series (1) 2013-12-15
  5. NEP-FMK: Financial Markets (1) 2015-08-01
  6. NEP-FOR: Forecasting (1) 2011-05-07
  7. NEP-MIC: Microeconomics (1) 2011-05-07
  8. NEP-MON: Monetary Economics (1) 2011-01-30

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