Bülent Köksal

Affiliation not provided to SSRN
SCHOLARLY PAPERS

20

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2

CROSSREF CITATIONS

7

Scholarly Papers (20)

A Comparison of GARCH Models for VAR Estimation

Number of pages: 25 Posted: 07 Sep 2011
Mehmet Orhan and Bülent Köksal
Fatih University - Department of Economics and affiliation not provided to SSRN
Downloads 419 (72,173)

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value-at-risk, VaR, ARCH/GARCH Estimation, back-testing, Kupiec Test, Christoffersen Test, quadratic loss

A Comparison of GARCH Models for VAR Estimation

Expert Systems with Applications, Vol. 39, No. 3, pp. 3582-3592, 2012
Posted: 03 Oct 2011 Last Revised: 01 Nov 2011
Mehmet Orhan and Bülent Köksal
Fatih University - Department of Economics and affiliation not provided to SSRN

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Value-at-risk, ARCH/GARCH estimation, Back-testing, Kupiec Test, Christoffersen Test, Quadratic Loss

2.

Determinants of Capital Structure: Evidence from a Major Developing Economy

Small Business Economics, Vol. 44 (2), February 2015
Number of pages: 51 Posted: 07 Feb 2013 Last Revised: 03 Feb 2015
Bülent Köksal and Cuneyt Orman
affiliation not provided to SSRN and Drury University
Downloads 378 (82,127)
Citation 3

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Capital structure, pecking order theory, static trade-off theory, Turkey, Turkish non-financial firms

3.

Political Business Cycles, Partisan Politics and the Effects of Political Events on the Stock Market: Evidence from a Developing Economy

Number of pages: 36 Posted: 17 Nov 2011
Bülent Köksal and Ahmet Caliskan
affiliation not provided to SSRN and Gediz University
Downloads 181 (175,188)
Citation 1

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Political Business Cycles, Partisan Politics, Political Events, Turkish Parliamentary Elections, Istanbul Stock Exchange

Participation Strategy of the NYSE Specialists to the Trades

Number of pages: 49 Posted: 25 Jun 2007
Bülent Köksal
affiliation not provided to SSRN
Downloads 97 (286,295)

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NYSE specialists, Dealer Trading, Market Makers, Limit Order Book

Participation Strategy of the NYSE Specialists to the Trades

Journal of Economic and Social Research, Vol. 10, No. 1, pp. 73-113, 2008
Number of pages: 41 Posted: 20 May 2009 Last Revised: 29 May 2009
Bülent Köksal
affiliation not provided to SSRN
Downloads 34 (482,813)

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NYSE specialists, Dealer Trading, Market Makers, Limit Order Book

5.

A Comparison of Conditional Volatility Estimators for the ISE National 100 Index Returns

Journal of Economic and Social Research, Vol. 11, No. 2, pp. 1-29, 2009
Number of pages: 29 Posted: 27 May 2009 Last Revised: 31 Oct 2009
Bülent Köksal
affiliation not provided to SSRN
Downloads 120 (245,107)

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GARCH, Volatility Models, Istanbul Stock Exchange, ISE-100

6.

Market Risk of Developed and Emerging Countries During the Global Financial Crisis

Emerging Markets Finance and Trade, Vol. 49, No. 3, 2013, pp. 20-34.
Number of pages: 22 Posted: 22 Mar 2012 Last Revised: 17 Sep 2013
Bülent Köksal and Mehmet Orhan
affiliation not provided to SSRN and Fatih University - Department of Economics
Downloads 113 (255,979)
Citation 2

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Value-at-Risk (VaR), Developed Countries, Emerging Markets, ARCH/GARCH Estimation, Kupiec Test, Christoffersen Test, Quadratic Loss Function

7.

Stock Return Comovement and Systemic Risk in the Turkish Banking System

Central Bank Review, Vol. 13, 2013
Number of pages: 24 Posted: 09 May 2012 Last Revised: 26 Jul 2013
Mahir Binici, Bülent Köksal and Cuneyt Orman
Central Bank of Turkey, affiliation not provided to SSRN and Drury University
Downloads 111 (259,196)
Citation 3

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stock returns, comovement, systemic risk, Turkish banking system

Differences in Individual NYSE Specialists' Performances and Strategies

Number of pages: 34 Posted: 22 Jun 2007 Last Revised: 05 Jan 2009
Bülent Köksal
affiliation not provided to SSRN
Downloads 104 (272,949)

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NYSE specialists, Dealer Trading, Market Makers, Limit Order Book, Posted Quotes

Differences in Individual NYSE Specialists' Performances and Strategies

Review of Financial Economics, Vol. 19, No. 1, 2010
Posted: 19 Dec 2009
Bülent Köksal
affiliation not provided to SSRN

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NYSE specialists, Dealer Trading, Market Makers, Limit Order Book, osted Quotes

Participation Strategy of the NYSE Specialists to the Posted Quotes

Number of pages: 54 Posted: 22 Jun 2007 Last Revised: 04 Jan 2009
Bülent Köksal
affiliation not provided to SSRN
Downloads 87 (307,235)

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NYSE specialists, Dealer Trading, Market Makers, Limit Order Book, Posted Quotes

Participation Strategy of the NYSE Specialists to the Posted Quotes

North American Journal of Economics and Finance, Vol. 21, No.3, pp. 581-595, 2010
Posted: 19 Dec 2009 Last Revised: 01 Aug 2011
Bülent Köksal
affiliation not provided to SSRN

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NYSE specialists, Dealer Trading, Market Makers, Limit Order Book, Posted Quotes

The Effect of Newer Drugs on Health Spending: Do They Really Increase the Costs?

Number of pages: 27 Posted: 10 Dec 2007 Last Revised: 30 Jul 2012
Abdulkadir Civan and Bülent Köksal
Fatih University - Department of Economics and affiliation not provided to SSRN
Downloads 77 (331,114)
Citation 1

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Health care expenditure, pharmaceuticals, technology diffusion

The Effect of Newer Drugs on Health Spending: Do They Really Increase the Costs?

Health Economics, Vol 19, No.5, 2010, pp. 581-595.
Posted: 22 Dec 2009 Last Revised: 30 Aug 2012
Abdulkadir Civan and Bülent Köksal
Fatih University - Department of Economics and affiliation not provided to SSRN

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health-care expenditure, pharmaceuticals, technology diffusion

11.

Debt Maturity across Firm Types: Evidence from a Major Developing Economy

Emerging Markets Review, Vol. 30, 2017
Number of pages: 53 Posted: 06 Jun 2015 Last Revised: 30 Mar 2017
Cuneyt Orman and Bülent Köksal
Drury University and affiliation not provided to SSRN
Downloads 68 (351,345)
Citation 1

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debt maturity structure, nonfinancial firms, firm heterogeneity, developing economy, Turkey

12.

Do Bank Stockholders Share the Burden of Required Reserve Tax? Evidence from Turkey

Emerging Markets Finance and Trade, Vol. 49, No. 4, 2013, pp. 47-72.
Number of pages: 34 Posted: 01 Aug 2011 Last Revised: 17 Sep 2013
Mahir Binici and Bülent Köksal
Central Bank of Turkey and affiliation not provided to SSRN
Downloads 42 (437,461)
Citation 1

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Stock returns, required reserves tax, monetary policy, tax incidence, Istanbul Stock Exchange (ISE), Turkey

13.

Political Business Cycles and Partisan Politics: Evidence from a Developing Economy

Economics & Politics, Vol. 24, Issue 2, pp. 182-199, 2012
Number of pages: 18 Posted: 20 Jun 2012
Bülent Köksal and Ahmet Çalışkan
affiliation not provided to SSRN and affiliation not provided to SSRN
Downloads 1 (682,816)
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14.

Anticipated vs. Unanticipated House Price Movements and Transaction Volume

Journal of Housing Economics, Vol. 28, 2015, pp. 121-129.
Posted: 26 Jun 2015
Yavuz Arslan, Birol Kanık and Bülent Köksal
Bank for International Settlements (BIS), Central Bank of the Republic of Turkey and affiliation not provided to SSRN

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Expectations, Transaction Volume, House Prices,

15.

Is the Leverage of Turkish Banks Procyclical?

Central Bank Review, Vol. 12, No. 2, pp. 11-24, 2012
Posted: 30 Aug 2012
Mahir Binici and Bülent Köksal
Central Bank of Turkey and affiliation not provided to SSRN

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leverage, procyclicality, banking, Turkey

16.

Determinants of Credit Booms in Turkey

Posted: 12 Apr 2012 Last Revised: 19 Jan 2013
Mahir Binici and Bülent Köksal
Central Bank of Turkey and affiliation not provided to SSRN

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Credit booms, financial stability, logit model, Turkey

An Analysis of Intraday Patterns and Liquidity on the Istanbul Stock Exchange

Central Bank of Turkey Working Paper No. 12/26
Posted: 31 Dec 2011 Last Revised: 04 Nov 2012
Bülent Köksal
affiliation not provided to SSRN

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Intraday Patterns, Spreads, Returns, Depths, Transaction Volume, Market Liquidity, Limit Order Market, Istanbul Stock Exchange, ISE

An Analysis of Intraday Patterns and Liquidity on the Istanbul Stock Exchange

Journal of BRSA Banking and Financial Markets, Vol. 6, No. 2, 2012, pp. 51-84.
Posted: 19 Jan 2013 Last Revised: 07 Feb 2013
Bülent Köksal
affiliation not provided to SSRN

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Intraday Patterns, Spreads, Returns, Depths, Transaction Volume, Market Liquidity, Limit Order Market, Istanbul Stock Exchange, ISE

Factors that Affect the Decision of Having Nuclear Energy and Predictions for Turkey

Uluslararası İlişkiler (International Relations), Vol. 6, No. 24, pp. 117-140, 2010
Posted: 02 Aug 2011
Bülent Köksal and Abdulkadir Civan
affiliation not provided to SSRN and Fatih University - Department of Economics

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nuclear energy, alternative energy, energy security, Turkey

Factors that Affect the Decision of Having Nuclear Energy and Predictions for Turkey

Uluslararası İlişkiler (International Relations), Vol. 6, No. 24, pp. 117-140, 2010
Posted: 03 May 2016
Abdulkadir Civan and Bülent Köksal
Gediz University and affiliation not provided to SSRN

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nuclear energy, alternative energy, energy security, Turkey

19.

Public Debt and Financial Development: Evidence from Turkey

Economics, Business and Finance, Vol. 26, No. 299, pp. 9-42, 2011
Posted: 01 Aug 2011
Eyup Basti and Bülent Köksal
Fatih University and affiliation not provided to SSRN

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Financial Development, Bank Profitability, Bank Efficiency, Turkey

An Analysis of the Shifts in the Voter Preferences in 2009 Turkish Local Elections

Economics, Business and Finance, Vol. 25, No. 289, pp. 9-28, 2010
Posted: 01 Aug 2011
Bülent Köksal, Abdulkadir Civan and Savaş Genç
affiliation not provided to SSRN, Fatih University - Department of Economics and Independent

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2009 Turkish Local Elections, Voter Behavior, Turkey, Economic Voting

An Analysis of the Shifts in the Voter Preferences in 2009 Turkish Local Elections

Economics, Business and Finance, Vol. 25, No. 289, pp. 9-28, 2010
Posted: 03 May 2016
Bülent Köksal, Abdulkadir Civan and Savaş Genç
affiliation not provided to SSRN, Gediz University and Independent

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2009 Turkish Local Elections, Voter Behavior, Turkey, Economic Voting