Murat Duran
Personal Details
First Name: | Murat |
Middle Name: | |
Last Name: | Duran |
Suffix: | |
RePEc Short-ID: | pdu264 |
| |
http://metu.academia.edu/MuratDuran | |
Affiliation
(80%) Türkiye Cumhuriyet Merkez Bankası
Ankara, Turkeyhttp://www.tcmb.gov.tr/
RePEc:edi:tcmgvtr (more details at EDIRC)
(20%) İktisat Bölümü
İktisadi ve İdari Bilimler Fakültesi
Orta Doğu Teknik Üniversitesi
Ankara, Turkeyhttp://www.econ.metu.edu.tr/
RePEc:edi:demettr (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Murat Duran, 2018. "Explaining Exchange Rate Movements Using Yield Curves in Emerging Countries," Working Papers 1820, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Murat Duran & Doruk Kucuksarac, 2017. "Linkages Between Credit Spreads and Credit Ratings," CBT Research Notes in Economics 1701, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Doruk Kucuksarac & Murat Duran, 2016. "How Different are the Factors Affecting the Credit Ratings of Developed and Emerging Countries?," CBT Research Notes in Economics 1609, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Murat Duran, 2014. "Getiri Egrilerinin Doviz Kuru Tahmininde Kullanilmasi," CBT Research Notes in Economics 1416, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Murat Duran & Eda Gulsen & Orhun Sevinc, 2013. "Cesitli Enflasyon Beklentisi Olcutleri Kullanilarak Genel Bir Enflasyon Beklentisi Gostergesi Elde Edilmesi," CBT Research Notes in Economics 1313, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Murat Duran & Doruk Kucuksarac, 2012. "Are Swap and Bond Markets Alternatives to Each Other in Turkey?," Working Papers 1223, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Murat Duran & Eda Gulsen & Refet Gurkaynak, 2011. "Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi," Working Papers 1122, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Murat Duran & Eda Gulsen & Refet Gurkaynak, 2011. "Turkiye'de Endeksli Bonolar Kullanilarak Enflasyon Telafisi Olculmesi," CBT Research Notes in Economics 1115, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Murat Duran & Gulserim Ozcan & Pinar Ozlu & Deren Unalmis, 2010. "Measuring the Impact of Monetary Policy on Asset Prices in Turkey (Turkiye�de Para Politikasinin Finansal Varlik Fiyatlari Uzerine Etkisi)," Working Papers 1017, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Murat Duran & Refet Gurkaynak & Pinar Ozlu & Deren Unalmis, 2010. "TCMB Faiz Kararlarinin Piyasa Faizleri Ve Hisse Senedi Piyasalari Uzerine Etkisi," CBT Research Notes in Economics 1008, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
Articles
- Duran, Murat & Gülşen, Eda, 2013. "Estimating inflation compensation for Turkey using yield curves," Economic Modelling, Elsevier, vol. 32(C), pages 592-601.
- Duran, Murat & Özcan, Gülserim & Özlü, Pınar & Ünalmış, Deren, 2012. "Measuring the impact of monetary policy on asset prices in Turkey," Economics Letters, Elsevier, vol. 114(1), pages 29-31.
- Murat Duran & Pinar Ozlu & Deren Unalmis, 2010. "TCMB Faiz Kararlarinin Hisse Senedi Piyasalari Uzerine Etkisi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 10(2), pages 23-32.
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
- Murat Duran & Doruk Kucuksarac, 2017.
"Linkages Between Credit Spreads and Credit Ratings,"
CBT Research Notes in Economics
1701, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
Cited by:
- Yaser A. AlKulaib & Musaed S. AlAli, 2021. "Examining the Factors Affecting Sovereign Credit Rating of Gulf Cooperation Council Countries," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 12(1), pages 12-22, January.
- Doruk Kucuksarac & Murat Duran, 2016.
"How Different are the Factors Affecting the Credit Ratings of Developed and Emerging Countries?,"
CBT Research Notes in Economics
1609, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
Cited by:
- Murat Duran & Doruk Kucuksarac, 2017. "Linkages Between Credit Spreads and Credit Ratings," CBT Research Notes in Economics 1701, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Murat Duran & Doruk Kucuksarac, 2012.
"Are Swap and Bond Markets Alternatives to Each Other in Turkey?,"
Working Papers
1223, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
Cited by:
- Salih Fendo?lu & Eda Gül?en & José-Luis Peydró, 2019.
"Global Liquidity and Impairment of Local Monetary Policy,"
Working Papers
1131, Barcelona School of Economics.
- Fendoglu, Salih & Gulsen, Eda & Peydró, José-Luis, 2019. "Global Liquidity and Impairment of Local Monetary Policy," EconStor Preprints 216794, ZBW - Leibniz Information Centre for Economics.
- Salih Fendoğlu & Eda Gülşen & José-Luis Peydró, 2019. "Global liquidity and impairment of local monetary policy," Economics Working Papers 1680, Department of Economics and Business, Universitat Pompeu Fabra.
- Peydró, José-Luis & Fendoglu, Salih & Gulsen, Eda, 2020. "Global Liquidity and Impairment of Local Monetary Policy," CEPR Discussion Papers 15273, C.E.P.R. Discussion Papers.
- Salih Fendo?lu & Eda Gül?en & José-Luis Peydró, 2019.
"Global Liquidity and Impairment of Local Monetary Policy,"
Working Papers
1131, Barcelona School of Economics.
- Murat Duran & Eda Gulsen & Refet Gurkaynak, 2011.
"Turkiye'de Endeksli Bonolar Kullanilarak Enflasyon Telafisi Olculmesi,"
CBT Research Notes in Economics
1115, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
Cited by:
- Güler, Mustafa Haluk & Keleş, Gürsu & Polat, Tandoğan, 2017. "An empirical decomposition of the liquidity premium in breakeven inflation rates," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 185-192.
- Murat Duran & Refet Gurkaynak & Pinar Ozlu & Deren Unalmis, 2010.
"TCMB Faiz Kararlarinin Piyasa Faizleri Ve Hisse Senedi Piyasalari Uzerine Etkisi,"
CBT Research Notes in Economics
1008, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
Cited by:
- Murat Duran & Pinar Ozlu & Deren Unalmis, 2010. "TCMB Faiz Kararlarinin Hisse Senedi Piyasalari Uzerine Etkisi," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 10(2), pages 23-32.
- Yıldız AKKAYA & Refet S. GÜRKAYNAK, 2012. "Cari açık, bütçe dengesi, finansal istikrar ve para politikası: Heyecanlı bir dönemin izi," Iktisat Isletme ve Finans, Bilgesel Yayincilik, vol. 27(315), pages 93-119.
- ERER, Elif & ERER, Deniz, 2017. "Long Memory In Turkish Stock Market And Effects Of Central Banks’ Announcements," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 21(3), pages 6-18.
Articles
- Duran, Murat & Gülşen, Eda, 2013.
"Estimating inflation compensation for Turkey using yield curves,"
Economic Modelling, Elsevier, vol. 32(C), pages 592-601.
Cited by:
- Murat Duran & Eda Gulsen & Orhun Sevinc, 2013. "Cesitli Enflasyon Beklentisi Olcutleri Kullanilarak Genel Bir Enflasyon Beklentisi Gostergesi Elde Edilmesi," CBT Research Notes in Economics 1313, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Flavia Antonacci & Cristina Costantini & Marco Papi, 2021. "Short-Term Interest Rate Estimation by Filtering in a Model Linking Inflation, the Central Bank and Short-Term Interest Rates," Mathematics, MDPI, vol. 9(10), pages 1-20, May.
- Duran, Murat & Özcan, Gülserim & Özlü, Pınar & Ünalmış, Deren, 2012.
"Measuring the impact of monetary policy on asset prices in Turkey,"
Economics Letters, Elsevier, vol. 114(1), pages 29-31.
Cited by:
- Pinar Ozlu & Deren Unalmis, 2012. "Makroekonomik Gostergelerin Doviz Kurlari Uzerine Etkisi," CBT Research Notes in Economics 1221, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Wright, Jonathan & Gürkaynak, Refet, 2013.
"Identification and Inference Using Event Studies,"
CEPR Discussion Papers
9388, C.E.P.R. Discussion Papers.
- Refet S. Gürkaynak & Jonathan H. Wright, 2013. "Identification and Inference Using Event Studies," Manchester School, University of Manchester, vol. 81, pages 48-65, September.
- A. Edwin Prabu & Indranil Bhattacharyya & Partha Ray, 2020. "Impact of monetary policy on the Indian stock market: Does the devil lie in the detail?," Indian Economic Review, Springer, vol. 55(1), pages 27-50, June.
- Mustafa Bulut & Hatice Gokce Karasoy, 2016.
"Para Politikasi Belirsizligi Altinda Aktarim Mekanizmasi : Turkiye ornegi,"
CBT Research Notes in Economics
1621, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Bulut, Mustafa & Karasoy, Hatice Gökçe, 2016. "Para Politikası Belirsizliği Altında Aktarım Mekanizması: Türkiye Örneği [Transmission Mechanism Under Monetary Policy Uncertainty: The Case of Turkey]," MPRA Paper 71215, University Library of Munich, Germany.
- Amir Khordehfrosh Dilmaghani & Amir Mansour Tehranchian, 2015. "The Impact of Monetary Policies on the Exchange Rate: A GMM Approach," Iranian Economic Review (IER), Faculty of Economics,University of Tehran.Tehran,Iran, vol. 19(2), pages 177-191, Spring.
- Pavel Solís, 2023. "Does the Exchange Rate Respond to Monetary Policy in Mexico? Solving an Exchange Rate Puzzle in Emerging Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(8), pages 2093-2113, December.
- Guray Kucukkocaoglu & Deren Unalmis & Ibrahim Unalmis, 2013. "How do Banks� Stock Returns Respond to Monetary Policy Committee Announcements in Turkey? Evidence from Traditional versus New Monetary Policy Episodes," Working Papers 1330, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Demiralp, Selva & Kara, Hakan & Özlü, Pınar, 2012. "Monetary policy communication in Turkey," European Journal of Political Economy, Elsevier, vol. 28(4), pages 540-556.
- Burak Eroglu & Secil Yildirim-Karaman, 2017. "Responses Of Term Structure Of Interest Rates And Asset Prices To Monetary Policy Shocks: Evidence From Turkey," Working Papers 1705, The Center for Financial Studies (CEFIS), Istanbul Bilgi University.
- Ahmed Samour, Aliya Zhakanova Isiksal, Turgut Türsoy, 2023. "Effects of the domestic and ECB interest rates on Türkiye's stock market: Empirical evidence from a newly developed combined co-integration and causality analysis," European Journal of Comparative Economics, Cattaneo University (LIUC), vol. 20(2), pages 223-238, December.
- Fu, Liang & Ho, Chun-Yu, 2022. "Monetary policy surprises and interest rates under China's evolving monetary policy framework," Emerging Markets Review, Elsevier, vol. 52(C).
- ERER, Elif & ERER, Deniz, 2017. "Long Memory In Turkish Stock Market And Effects Of Central Banks’ Announcements," Studii Financiare (Financial Studies), Centre of Financial and Monetary Research "Victor Slavescu", vol. 21(3), pages 6-18.
- Tamgac, Unay, 2021. "Emerging market exchange rates during quantitative tapering: The effect of US and domestic news," Research in International Business and Finance, Elsevier, vol. 57(C).
- Fatih OKUR & Ömer AKKUŞ & Atakan DURMAZ, 2019. "The effectiveness of the monetary transmission mechanism channel in Turkey," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, vol. 10, pages 161-180, June.
- Küçükkocaoğlu, Güray & Ünalmış, Deren & Ünalmış, İbrahim, 2013. "How do banks' stock returns respond to monetary policy committee announcements in Turkey? Evidence from traditional versus new monetary policy episodes," Economic Modelling, Elsevier, vol. 35(C), pages 536-545.
- Prabu A, Edwin & Bhattacharyya, Indranil & Ray, Partha, 2016. "Is the stock market impervious to monetary policy announcements: Evidence from emerging India," International Review of Economics & Finance, Elsevier, vol. 46(C), pages 166-179.
- Murat Duran & Pinar Ozlu & Deren Unalmis, 2010.
"TCMB Faiz Kararlarinin Hisse Senedi Piyasalari Uzerine Etkisi,"
Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 10(2), pages 23-32.
Cited by:
- Umut UYAR & Sinem KANGALLI UYAR & Altan GOKCE, 2016. "Gosterge Faiz Orani Dalgalanmalari Ve Bist Endeksleri Arasindaki Iliskinin Esanli Kantil Regresyon Ile Analizi," Ege Academic Review, Ege University Faculty of Economics and Administrative Sciences, vol. 16(4), pages 587-598.
- Duran, Murat & Özcan, Gülserim & Özlü, Pınar & Ünalmış, Deren, 2012. "Measuring the impact of monetary policy on asset prices in Turkey," Economics Letters, Elsevier, vol. 114(1), pages 29-31.
- Guray Kucukkocaoglu & Deren Unalmis & Ibrahim Unalmis, 2013. "How do Banks� Stock Returns Respond to Monetary Policy Committee Announcements in Turkey? Evidence from Traditional versus New Monetary Policy Episodes," Working Papers 1330, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
- Küçükkocaoğlu, Güray & Ünalmış, Deren & Ünalmış, İbrahim, 2013. "How do banks' stock returns respond to monetary policy committee announcements in Turkey? Evidence from traditional versus new monetary policy episodes," Economic Modelling, Elsevier, vol. 35(C), pages 536-545.
- Murat Duran & Gulserim Ozcan & Pinar Ozlu & Deren Unalmis, 2010. "Measuring the Impact of Monetary Policy on Asset Prices in Turkey (Turkiye�de Para Politikasinin Finansal Varlik Fiyatlari Uzerine Etkisi)," Working Papers 1017, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
Co-authorship network on CollEc
Featured entries
This author is featured on the following reading lists, publication compilations, Wikipedia, or ReplicationWiki entries:NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 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.- NEP-ARA: MENA - Middle East and North Africa (4) 2010-11-13 2011-11-28 2012-09-22 2015-10-04
- NEP-CWA: Central and Western Asia (3) 2011-11-28 2015-10-04 2016-07-30
- NEP-MAC: Macroeconomics (3) 2010-11-13 2011-11-21 2019-02-18
- NEP-CBA: Central Banking (1) 2010-11-13
- NEP-FMK: Financial Markets (1) 2012-09-22
- NEP-MON: Monetary Economics (1) 2010-11-13
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Murat Duran should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.