06800 Ankara
Turkey
www.bilkent.edu.tr/~faruk
Bilkent University - Department of Economics
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Turkey, Turkish Economy, Emerging Markets, Crisis, Hot Money, Bboom Bust
Turkey, Turkish economy, Emerging markets, crisis, hot money, boom bust
Discrete wavelet transform, wavelet-domain hidden Markov trees, foreign exchange markets, stock markets, multiresolution analysis, scaling, Finance, Financial Econometrics, Volatility, High-Frequency Finance, Wavelets
Foreign Exchange Markets, Volume, Informed Trading, Noise Trading
Exchange rate volatility, float, intervention, developing economies, Turkey
Financial crises, risk management, extreme value theory, overnight rate, federal funds
Exchange rates, Stochastic volatility, Leverage effect, Free float, Turkey
Volatility, Scaling, Stock market, Emerging markets, Omori's law, Multifractality