Yusuf Varli

Borsa İstanbul - Research Dept.

Reşitpaşa mh.

Tuncay Artun cd.

Istanbul, 34467

Turkey

SCHOLARLY PAPERS

3

DOWNLOADS

681

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

A New Correlation Coefficient for Bivariate Time-Series Data

Number of pages: 22 Posted: 04 Feb 2014
Orhan Erdem, Elvan Ceyhan and Yusuf Varli
Rockford College, Koc University and Borsa ?stanbul - Research Dept.
Downloads 273 (116,231)

Abstract:

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Cross-correlation, Pearson's correlation coefficient, Pearson's Correlation Coefficient, DCCA, Stationarity, Non-stationary Time Series

2.

The Demand and Supply Model of Housing: Evidence from the Turkish Housing Market

Number of pages: 32 Posted: 15 Aug 2014
Yusuf Varli and Orhan Erdem
Borsa ?stanbul - Research Dept. and Rockford College
Downloads 239 (133,231)

Abstract:

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Housing Supply, Housing Demand, Cointegration, Vector Error Correction Model, Turkey

3.

Default and Prepayment Modelling in Participating Mortgages

Number of pages: 30 Posted: 09 Jun 2014 Last Revised: 28 Dec 2015
Yusuf Varli and Yildiray Yildirim
Borsa ?stanbul - Research Dept. and Zicklin School of Business, Baruch College - The City University of New York
Downloads 169 (183,771)

Abstract:

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Participating mortgages, credit risk, prepayment risk