Ahmet Kocagil

Fitch Ratings Inc.

Global Quantitative and Financial Research

One state street plaza

New York, NY 10004

United States

Learn more about SSRN Profiles

SCHOLARLY PAPERS

2

DOWNLOADS

114

SSRN CITATIONS

2

CROSSREF CITATIONS

7

Feedback

Scholarly Papers (2)

Sort by:

Actions:

View:
Selected
Original List
All Versions Hide All Versions
All Abstracts Hide All Abstracts

(Rank)

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 60 (677,771)

Abstract:

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 54 (711,482)

Citation 2

Abstract:

Feedback

All content on this site: Copyright © 2023 Elsevier Inc., its licensors, and contributors. All rights are reserved, including those for text and data mining, AI training, and similar technologies. For all open access content, the Creative Commons licensing terms apply.

We use cookies to help provide and enhance our service and tailor content.

To learn more, visit .