Ahmet Kocagil

Fitch Ratings Inc.

Global Quantitative and Financial Research

One state street plaza

New York, NY 10004

United States

SCHOLARLY PAPERS

2

DOWNLOADS

56

CITATIONS
Rank 47,322

SSRN RANKINGS

Top 47,322

in Total Papers Citations

9

Scholarly Papers (2)

1.

Information Transmission and Spillover in Currency Markets: A Generalized Variance Decomposition Analysis

The Quarterly Review of Economics and Finance 47 (2007) 312–330, Fox School of Business Research Paper
Number of pages: 19 Posted: 16 Jun 2014
Elyas Elyasiani, Ahmet Kocagil and Iqbal Mansur
Temple University - Department of Finance, Fitch Ratings Inc. and Widener University - School of Business Administration
Downloads 31 (460,143)

Abstract:

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Intraday, Currency futures, Generalized variance decomposition

2.

Interdependence and Dynamics in Currency Futures Markets: A Multivariate Cointegration Analysis of Intra-Day Data

Journal of Banking and Finance, 25 (2001), 1161-1186, Fox School of Business Research Paper
Number of pages: 26 Posted: 16 Jun 2014
Elyas Elyasiani and Ahmet Kocagil
Temple University - Department of Finance and Fitch Ratings Inc.
Downloads 25 (490,611)
Citation 2

Abstract:

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Intraday data, Foreign currencies, Cointegration