Erdem Aktug

Federal Reserve Bank of New York

Senior Associate

33 Liberty Street

New York, NY 10045

United States

SCHOLARLY PAPERS

6

DOWNLOADS

498

CITATIONS
Rank 45,357

SSRN RANKINGS

Top 45,357

in Total Papers Citations

3

Scholarly Papers (6)

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
Rahmi Erdem Aktug
Federal Reserve Bank of New York
Downloads 140 (154,643)

Abstract:

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
Rahmi Erdem Aktug, Geraldo M. Vasconcellos and Youngsoo Bae
Federal Reserve Bank of New York, Lehigh University - College of Business & Economics and University of Seoul
Downloads 99 (204,925)
Citation 3

Abstract:

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

3.

Price Discovery in Emerging Financial Markets during the Global Mortgage Crisis

Number of pages: 33 Posted: 14 Mar 2011 Last Revised: 15 Apr 2011
Rahmi Erdem Aktug
Federal Reserve Bank of New York
Downloads 56 (298,291)

Abstract:

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

4.

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
Rahmi Erdem Aktug
Federal Reserve Bank of New York
Downloads 41 (336,612)

Abstract:

5.

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
Rahmi 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 & Economics
Downloads 32 (387,173)

Abstract:

Sovereign rating, banking concentration, liquidity

6.

Green Cards, Patents, and Firm Value

Number of pages: 27 Posted: 27 Jan 2017
Rahmi Erdem Aktug
Federal Reserve Bank of New York
Downloads 0 (273,389)

Abstract:

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