Faruk Selcuk

Bilkent University - Department of Economics

Associate Professor

06800 Ankara

Turkey

www.bilkent.edu.tr/~faruk

SCHOLARLY PAPERS

8

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2,267

SSRN CITATIONS
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SSRN RANKINGS

Top 45,321

in Total Papers Citations

10

CROSSREF CITATIONS

5

Scholarly Papers (8)

1.
Downloads 915 ( 35,976)
Citation 2

A Brief Account of the Turkish Economy: 1980-2000

Number of pages: 27 Posted: 04 Jun 2001
Faruk Selcuk and Ahmet Ertugrul
Bilkent University - Department of Economics and Bilkent University - Department of Economics
Downloads 915 (35,463)
Citation 2

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Turkey, Turkish Economy, Emerging Markets, Crisis, Hot Money, Bboom Bust

A Brief Account of the Turkish Economy: 1980-2000

Russian and Esat European Finance and Trade, Forthcoming
Posted: 23 Sep 2001
Faruk Selcuk and Ahmet Ertugrul
Bilkent University - Department of Economics and Bilkent University - Department of Economics

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Turkey, Turkish economy, Emerging markets, crisis, hot money, boom bust

2.

Asymmetry of Information Flow between Volatilities Across Time Scales

Number of pages: 40 Posted: 05 May 2003 Last Revised: 17 Jun 2009
Simon Fraser University, Bilkent University - Department of Economics, University of Guelph, Department of Economics and Finance and National Center for Atmospheric Research
Downloads 502 (78,755)
Citation 11

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Discrete wavelet transform, wavelet-domain hidden Markov trees, foreign exchange markets, stock markets, multiresolution analysis, scaling, Finance, Financial Econometrics, Volatility, High-Frequency Finance, Wavelets

3.

When Do Informed Traders Arrive in Foreign Exchange Markets?

Number of pages: 28 Posted: 14 Dec 2007
Ramazan Gencay, Nikola Gradojevic and Faruk Selcuk
Simon Fraser University, University of Guelph, Department of Economics and Finance and Bilkent University - Department of Economics
Downloads 406 (101,123)
Citation 3

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Foreign Exchange Markets, Volume, Informed Trading, Noise Trading

4.

The Policy Challenge at Floating Exchange Rates: Turkey's Recent Experience

Bilkent University Department of Economics Working Paper
Number of pages: 21 Posted: 04 Sep 2003
Faruk Selcuk
Bilkent University - Department of Economics
Downloads 254 (166,861)
Citation 1

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Exchange rate volatility, float, intervention, developing economies, Turkey

5.

Overnight Borrowing, Interest Rates and Extreme Value Theory

Number of pages: 26 Posted: 13 Sep 2004
Ramazan Gencay and Faruk Selcuk
Simon Fraser University and Bilkent University - Department of Economics
Downloads 190 (218,784)
Citation 6

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Financial crises, risk management, extreme value theory, overnight rate, federal funds

6.

Free Float and Stochastic Volatility: The Experience of a Small Open Economy

Physica A, Forthcoming
Posted: 13 Sep 2004
Faruk Selcuk
Bilkent University - Department of Economics

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Exchange rates, Stochastic volatility, Leverage effect, Free float, Turkey

7.

Financial Earthquakes, Aftershocks and Scaling in Emerging Stock Markets

Physica A, Vol. 333, pp. 206-316, 2004
Posted: 13 Sep 2004
Faruk Selcuk
Bilkent University - Department of Economics

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Volatility, Scaling, Stock market, Emerging markets, Omori's law, Multifractality

8.

Currency Substitution: New Evidence from Emerging Economies

Posted: 02 May 2003
Faruk Selcuk
Bilkent University - Department of Economics

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