Erdem Basci

Bilkent University - Department of Economics

Dr.

06533 Ankara

Turkey

SCHOLARLY PAPERS

5

DOWNLOADS

423

CITATIONS

2

Scholarly Papers (5)

1.

Do Extreme Falls Help Forecasting Stock Returns? International Evidence

CUBS Faculty of Finance Working Paper No. 06, Cass Business School Research Paper
Number of pages: 18 Posted: 22 Oct 2001
Bilkent University - Department of Economics, ESTIM Forecasting Center and Queen Mary University of London
Downloads 191 (123,038)
Citation 2

Abstract:

Stock return rebounds, predictability, autocorrelations, non-linear models, model selection, trading-rule tests, emerging markets, market indices, weekly return dynamics

2.

A Method for Detecting Structural Breaks and an Application to the Turkish Stock Market

METU Studies in Development, Vol. 27, No. 1-2, pp. 35-45, 2000
Number of pages: 10 Posted: 31 Jan 2009
Erdem Basci, Sidika Basci and Asad Zaman
Bilkent University - Department of Economics, ESTIM Forecasting Center and Pakistan Institute of Development Economics
Downloads 93 (207,826)

Abstract:

structural change, sup F test, rolling Chow test, Bootstrap

3.

A Sticky Wage, Limited Participation Model of Monetary Transmission

Number of pages: 13 Posted: 30 Dec 2006
Zeynal Karaca and Erdem Basci
Social & Scientific Systems, Inc and Bilkent University - Department of Economics
Downloads 75 (254,203)

Abstract:

Limited participation, sticky wages, monetary transmission mechanism

4.

On Fixed and Variable Fiscal Surplus Rules

IMF Working Paper No. 04/117
Number of pages: 14 Posted: 15 Feb 2006
Erdem Basci, Mehmet Fatih Ekinci and Murat Yulek
Bilkent University - Department of Economics, Government of the Republic of Turkey - Central Bank of the Republic of Turkey and International Monetary Fund (IMF)
Downloads 45 (312,714)

Abstract:

Debt dynamics, Monte-Carlo simulation, fiscal policy rules, debt sustainability

5.

Bond Premium in Turkey

Emerging Markets Finance and Trade, Forthcoming
Posted: 26 Aug 2004
Erdem Basci and Mehmet Fatih Ekinci
Bilkent University - Department of Economics and Government of the Republic of Turkey - Central Bank of the Republic of Turkey

Abstract:

Equity premium puzzle, default risk, inflation risk, bond premium