Erdem Aktug

Federal Reserve Bank of New York

Senior Associate

33 Liberty Street

New York, NY 10045

United States

  • Federal Reserve Bank of New York

SCHOLARLY PAPERS

7

DOWNLOADS

624

SSRN CITATIONS

3

CROSSREF CITATIONS

3

Scholarly Papers (7)

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1.

A Critique of the Contingent Claims Approach to Sovereign Risk Analysis

Emerging Markets Finance and Trade, Vol. Jan-Feb, 2014
Number of pages: 26 Posted: 23 Mar 2011 Last Revised: 13 Aug 2014
Erdem Aktug
Federal Reserve Bank of New York
Downloads 182 (192,945)
Citation 1

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Sovereign Risk, Contingent Claims

2.

The Dynamics of Sovereign Credit Default Swap and Bond Markets: Empirical Evidence from the 2001-2007 Period

Applied Economics Letters, Volume 19, Issue 3, February 2012, pages 251-259.
Number of pages: 18 Posted: 22 Mar 2009 Last Revised: 05 Oct 2014
Erdem Aktug, Geraldo M. Vasconcellos and Youngsoo Bae
Federal Reserve Bank of New York, Lehigh University - College of Business and University of Seoul
Downloads 130 (254,939)
Citation 1

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Sovereign, Bond, Credit Default Swap, Cointegration, Price Discovery

3.

Green Cards, Patents, and Firm Value

Number of pages: 27 Posted: 27 Jan 2017
Erdem Aktug
Federal Reserve Bank of New York
Downloads 104 (299,327)

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Green Cards, Skilled Immigration, Patents, Innovation, Permanent Residency, Firm Value

4.

Price Discovery in Emerging Financial Markets during the Global Mortgage Crisis

Number of pages: 33 Posted: 14 Mar 2011 Last Revised: 15 Apr 2011
Erdem Aktug
Federal Reserve Bank of New York
Downloads 71 (377,759)

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Emerging Markets, Government Bond, Credit Default Swap, Stock Market, Foreign Exchange Market, Currency Substitution

5.

Public Pensions in Turkey: Reforming the System to Achieve Fiscal Balance

Perspectives On Business & Economics, Volume 28, 2010
Number of pages: 15 Posted: 09 Apr 2012
Erdem Aktug
Federal Reserve Bank of New York
Downloads 53 (436,957)

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6.

Is Hedging Good or Bad for Bank Holding Companies (BHCs)?

Number of pages: 49 Posted: 21 Nov 2017
Erdem Aktug
Federal Reserve Bank of New York
Downloads 45 (468,217)
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Hedging, Bank Holding Companies, Regulation, Derivatives

7.

Does the Banking Sector Affect Sovereign Risk

Global Finance Journal, Vol. 23, No. 4, 2013
Number of pages: 42 Posted: 18 Mar 2009 Last Revised: 13 Oct 2013
Erdem Aktug, Nandkumar Nayar and Geraldo M. Vasconcellos
Federal Reserve Bank of New York, Lehigh University - College of Business & Economics and Lehigh University - College of Business
Downloads 39 (494,510)
Citation 1

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Sovereign rating, banking concentration, liquidity