Ozzy (Ozgur) Akay

Office of Financial Research, US Department of the Treasury

Senior Researcher

717 14th Street, NW

Washington, DC 20005

United States

SCHOLARLY PAPERS

2

DOWNLOADS

34

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (2)

1.

Changing Rule 2a-7 and the Risk Profiles of Money Market Mutual Funds

Journal of Applied Finance (Formerly Financial Practice and Education), Vol. 25, No. 1, 2015
Number of pages: 15 Posted: 01 Jul 2016
Ozzy (Ozgur) Akay, Mark D. Griffiths and Drew B. Winters
Office of Financial Research, US Department of the Treasury, Miami University of Ohio - Department of Finance and Texas Tech University
Downloads 34 (518,046)

Abstract:

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2.

Hedge Fund Contagion and Risk-Adjusted Returns: A Markov-Switching Dynamic Factor Approach

Journal of Empirical Finance, Forthcoming
Posted: 01 May 2013
Ozzy (Ozgur) Akay, Zeynep Senyuz and Emre Yoldas
Office of Financial Research, US Department of the Treasury, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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Hedge fund, Contagion, Risk-adjusted return, Dynamic factor models, Markov-switching, Funding liquidity, Flight to safety