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Kaya, Orcun's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
245 |
Total
Citations
1 |
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1.
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Gunduz, Yalin Deutsche Bundesbank Kaya, Orcun Goethe University Frankfurt
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08 Dec 11
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Last Revised:
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25 Jan 13
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96
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Credit default swaps, long memory, sovereign risk, eurozone economies, FIGARCH, dynamic conditional correlation
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2.
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Kaya, Orcun Goethe University Frankfurt
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28 Jul 11
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14 Feb 13
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72
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financial well-being, dynamic probit model with fixed effects, bias corrections
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3.
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Kaya, Orcun Goethe University Frankfurt
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16 Jun 12
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17 Jul 12
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62
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Stock market optimism, Portfolio allocation, Dynamic probit model with fixed effects
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4.
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Gunduz, Yalin Deutsche Bundesbank Kaya, Orcun Goethe University Frankfurt
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16 Apr 13
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Last Revised:
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22 Apr 13
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15
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Credit default swaps, long memory, sovereign risk, eurozone economies, FIGARCH, dynamic conditional correlation
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