Emrah İsmail Çevik
Names
| first: |
Emrah |
| middle: |
İsmail |
| last: |
Çevik |
Identifer
Contact
Affiliations
-
Namık Kemal Üniversitesi
/ İktisadi ve İdari Bilimler Fakültesi
/ İktisat Bölümü
Research profile
author of:
- Is the Istanbul Stock Exchange Weak Form Efficient? A Markov-Switching ADF Test Approach (RePEc:bdd:journl:v:12:y:2018:i:2:p:9-30)
by Emrah Ismail CEVIK - Cointegration Relations between Turkish and International Equity Markets and Portfolio Choices (RePEc:bdd:journl:v:2:y:2008:i:1:p:59-84)
by Turhan Korkmaz & Emrah Ismail Çevik - Volatility Spillover Effect from Volatility Implied Index to Emerging Markets (RePEc:bdd:journl:v:3:y:2009:i:2:p:87-106)
by Turhan Korkmaz & Emrah Ismail Çevik - Analyzing of Relationship among stock markets of the US, Germany and Turkey with MS-VAR Model (RePEc:bdd:journl:v:6:y:2012:i:1:p:133-155)
by Emrah Ismail ÇEVIK & Nuket Kirci ÇEVIK & Serhan GURKAN - The Impact of Macroeconomic Factors on Futures Contracts: An Application on Turkdex (RePEc:bdd:journl:v:7:y:2013:i:1:p:103-136)
by Hasibe OZGUMUS & Turhan KORKMAZ & Emrah Ismail CEVIK - Regime-dependent relation between Islamic and conventional financial markets (RePEc:bor:bistre:v:18:y:2018:i:2:p:114-121)
by Emrah Ismail Cevik & Mehmet Fatih Bugan - London Metal Exchange: Causality Relationship between the Price Series of Non-Ferrous Metal Contracts (RePEc:eco:journ1:2014-04-04)
by Mustafa Serdar Basoglu & Turhan Korkmaz & Emrah Ismail Cevik - Healthcare Expenditures Channel of Natural Resource Curse: The Case of Gulf Cooperation Council Countries (RePEc:eco:journ2:2020-02-34)
by Seyfettin Erdo an & Emrah smail evik & Ayfer Gedikli - The effect of North Korean threats on financial markets in South Korea and Japan (RePEc:eee:asieco:v:43:y:2016:i:c:p:18-26)
by Dibooglu, Sel & Cevik, Emrah. I. - Credit default risk in Islamic and conventional banks: Evidence from a GARCH option pricing model (RePEc:eee:ecanpo:v:75:y:2022:i:c:p:396-411)
by Dibooglu, Sel & Cevik, Emrah I. & Tamimi, Hussein A. Hassan Al - Persistence and non-linearity in US unemployment: A regime-switching approach (RePEc:eee:ecosys:v:37:y:2013:i:1:p:61-68)
by Cevik, Emrah Ismail & Dibooglu, Sel - Financial conditions and monetary policy in the US (RePEc:eee:ecosys:v:44:y:2020:i:4:s0939362518303947)
by Dibooglu, Sel & Erdogan, Seyfettin & Yildirim, Durmus Cagri & Cevik, Emrah Ismail - Global corporate tax policy space (RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000190)
by Kenc, Turalay & Cevik, Emrah Ismail - Return and volatility spillovers among CIVETS stock markets (RePEc:eee:ememar:v:13:y:2012:i:2:p:230-252)
by Korkmaz, Turhan & Çevik, Emrah İ. & Atukeren, Erdal - The impact of expected and unexpected events on Bitcoin price development: Introduction of futures market and COVID-19 (RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001411)
by Cevik, Emrah Ismail & Gunay, Samet & Dibooglu, Sel & Yıldırım, Durmuş Çağrı - Financial stress transmission between the U.S. and the Euro Area (RePEc:eee:finsta:v:60:y:2022:i:c:s1572308922000328)
by Altınkeski, Buket Kırcı & Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M. - Measuring financial stress in transition economies (RePEc:eee:finsta:v:9:y:2013:i:4:p:597-611)
by Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M. - Monetary and fiscal policy interactions: Evidence from emerging European economies (RePEc:eee:jcecon:v:42:y:2014:i:4:p:1079-1091)
by Cevik, Emrah Ismail & Dibooglu, Sel & Kutan, Ali M. - Commodity market downturn: Systemic risk and spillovers during left tail events (RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643)
by Gunay, Samet & Kirimhan, Destan & Cevik, Emrah Ismail - Measuring financial stress in Turkey (RePEc:eee:jpolmo:v:35:y:2013:i:2:p:370-383)
by Cevik, Emrah Ismail & Dibooglu, Sel & Kenc, Turalay - Oil prices, stock market returns and volatility spillovers: Evidence from Turkey (RePEc:eee:jpolmo:v:42:y:2020:i:3:p:597-614)
by Cevik, Nuket Kirci & Cevik, Emrah I. & Dibooglu, Sel - Time-varying volatility spillovers between oil prices and precious metal prices (RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303330)
by Yıldırım, Durmuş Çağrı & Cevik, Emrah Ismail & Esen, Ömer - Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test (RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003890)
by Erdoğan, Seyfettin & Gedikli, Ayfer & Çevik, Emrah İsmail & Erdoğan, Fatma & Çevik, Emre - The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold (RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005244)
by Cevik, Emrah Ismail & Gunay, Samet & Zafar, Muhammad Wasif & Destek, Mehmet Akif & Bugan, Mehmet Fatih & Tuna, Fatih - Time and quantile domain connectedness between the geopolitical risk of China and precious metals markets (RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723004324)
by Lu, Chengwu & Zafar, Muhammad Wasif & Cevik, Emrah I. & Destek, Mehmet Akif & Bugan, Mehmet Fatih - Unleashing power of financial technologies on mineral productivity in G-20 countries (RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000990)
by Cevik, Nuket Kırcı & Cevik, Emrah I. & Destek, Mehmet Akif & Bugan, Mehmet Fatih & Manga, Müge - Gold, silver, and the US dollar as harbingers of financial calm and distress (RePEc:eee:quaeco:v:86:y:2022:i:c:p:200-210)
by Dibooglu, Sel & Cevik, Emrah I. & Gillman, Max - Financial stress and economic activity in some emerging Asian economies (RePEc:eee:riibaf:v:36:y:2016:i:c:p:127-139)
by Cevik, Emrah I. & Dibooglu, Sel & Kenc, Turalay - Identifying systemically important financial institutions in Turkey (RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192030982x)
by Caliskan, Hande & Cevik, Emrah I. & Kirci Cevik, Nuket & Dibooglu, Sel - Volatility spillovers between WTI and Brent spot crude oil prices: an analysis of granger causality in variance patterns over time (RePEc:eee:riibaf:v:56:y:2021:i:c:s0275531921000064)
by Atukeren, Erdal & Çevik, Emrah İsmail & Korkmaz, Turhan - Interconnectedness and systemic risk: Evidence from global stock markets (RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000758)
by Cevik, Emrah Ismail & Caliskan Terzioglu, Hande & Kilic, Yunus & Bugan, Mehmet Fatih & Dibooglu, Sel - Eco-friendly technologies, international tourism and carbon emissions: Evidence from the most visited countries (RePEc:eee:tefoso:v:180:y:2022:i:c:s0040162522002323)
by Erdoğan, Seyfettin & Gedikli, Ayfer & Cevik, Emrah Ismail & Erdoğan, Fatma - Yaz Saati Uygulamasi Anomalisinin IMKB 100 Endeks Getirisine Etkisinin Test Edilmesi (RePEc:ege:journl:v:10:y:2010:i:4:p:1139-1153)
by Turhan KORKMAZ & Ümit BASARAN & Emrah Ismail CEVIK - Para Politikasi Tercihleri Ile Issizlik Oranlari Arasindaki Iliski (RePEc:ege:journl:v:18:y:2018:i:1:p:31-46)
by Emrah Ismail CEVIK & Durmus Cagri YILDIRIM - Testing for Causality in Mean and Variance between the Stock Market and the Foreign Exchange Market: An Application to the Major Central and Eastern European Countries (RePEc:fau:fauart:v:63:y:2013:i:1:p:65-86)
by Sinem Derindere KOSEOGLU & Emrah Ismail CEVIK - Trade Openness and Economic Growth in Turkey: A Rolling Frequency Domain Analysis (RePEc:gam:jecomi:v:7:y:2019:i:2:p:41-:d:229339)
by Emrah İ. Çevik & Erdal Atukeren & Turhan Korkmaz - Oil Prices and Global Stock Markets: A Time-Varying Causality-In-Mean and Causality-in-Variance Analysis (RePEc:gam:jeners:v:11:y:2018:i:10:p:2848-:d:177242)
by Emrah İ. Çevik & Erdal Atukeren & Turhan Korkmaz - Davranışsal finans modellerinden aşırı güven hipotezinin geçerliliği: İMKB’de bir uygulama (RePEc:iif:iifjrn:v:22:y:2007:i:261:p:137-154)
by Turhan KORKMAZ & Emrah İsmail ÇELİK - VOB’da işlem gören endeks ve döviz vadeli sözleşmelerin getirilerinde uzun hafıza varlığının test edilmesi (RePEc:iif:iifjrn:v:24:y:2009:i:274:p:7-32)
by Turhan KORKMAZ & Sedat ERDOĞAN & Emrah İsmail ÇEVİK - Bank default indicators with volatility clustering (RePEc:kap:annfin:v:17:y:2021:i:1:d:10.1007_s10436-020-00369-x)
by Turalay Kenc & Emrah Ismail Cevik & Sel Dibooglu - Oil prices, stock market returns, and volatility spillovers: evidence from Saudi Arabia (RePEc:kap:iecepo:v:18:y:2021:i:1:d:10.1007_s10368-020-00484-0)
by Emrah Ismail Cevik & Sel Dibooglu & Atif Awad Abdallah & Eisa Abdulrahman Al-Eisa - Estimating volatility clustering and variance risk premium effects on bank default indicators (RePEc:kap:rqfnac:v:57:y:2021:i:4:d:10.1007_s11156-021-00981-6)
by Turalay Kenc & Emrah Ismail Cevik - Global Liquidity and Financial Stress: Evidence from Major Emerging Economies (RePEc:mes:emfitr:v:52:y:2016:i:12:p:2790-2807)
by Emrah I. Cevik & Nuket Kirci-Cevik & Sel Dibooglu - Regime-Dependent Effect of Crude Oil Price on BRICS Stock Markets (RePEc:mes:emfitr:v:54:y:2018:i:8:p:1706-1719)
by Durmuş Çağrı Yıldırım & Seyfettin Erdoğan & Emrah İsmail Çevik - Asymmetry in the Unemployment–Output Relationship Over the Business Cycle: Evidence from Transition Economies (RePEc:pal:compes:v:55:y:2013:i:4:p:557-581)
by Emrah Ismail Cevik & Sel Dibooglu & Salih Barişik - Return and Risk Spillovers between ESG Global Index and Stock Markets: Evidence from Time and Frequency Analysis (RePEc:pra:mprapa:117557)
by Kılıç, Yunus & Destek, Mehmet Akif & Cevik, Emrah Ismail & Bugan, Mehmet Fatih & Korkmaz, Oya & Dibooglu, Sel - Connectedness and risk spillovers between crude oil and clean energy stock markets (RePEc:pra:mprapa:117558)
by Çevik, Emre & Çevik, Emrah İsmail & Dibooglu, Sel & Cergibozan, Raif & Bugan, Mehmet Fatih & Destek, Mehmet Akif - Spot Ve Vadeli̇ İşlem Fi̇yatlarinin Varyanslari Arasindaki̇ Nedenselli̇k Testi̇
[Causality in variance test between spot and futures prices] (RePEc:pra:mprapa:71301)
by Cevik, Emrah Ismail & Pekkaya, Mehmet - Testing for long memory in ISE using Arfima-Figarch model and structural break test (RePEc:pra:mprapa:71302)
by Korkmaz, Turhan & Cevik, Emrah Ismail & Özataç, Nesrin - Testing intraday volatility spillovers in Turkish capital markets: evidence from ISE (RePEc:pra:mprapa:71477)
by Okur, Mustafa & Cevik, Emrah Ismail - Testing CAPM using Markov switching model: the case of coal firms (RePEc:pra:mprapa:71479)
by Korkmaz, Turhan & Cevik, Emrah Ismail & Birkan, Elif & Özataç, Nesrin - Testing the international capital asset pricing model with Markov switching model in emerging markets (RePEc:pra:mprapa:71481)
by Korkmaz, Turhan & Cevik, Emrah Ismail & Gurkan, Serhan - Hysteresis in unemployment: evidence from sector-specific unemployment in Turkey (RePEc:pra:mprapa:71483)
by Barışık, Salih & Cevik, Emrah Ismail - İstanbul Menkul Kıymetler Borsası’nda etkin piyasa hipotezinin uzun hafıza modelleri ile analizi: sektörel bazda bir inceleme
[The testing of efficient market hypothesis in the Istanbul Stock Excha (RePEc:pra:mprapa:71484)
by Cevik, Emrah Ismail - Volatilitede uzun hafıza ve yapısal kırılma: Borsa Istanbul örneği
[Long memory and structural breaks on volatility: evidence from Borsa Istanbul] (RePEc:pra:mprapa:71485)
by Cevik, Emrah Ismail & Topaloğlu, Gültekin - Downside Business Confidence Spillovers in Europe: Evidence from Causality-in-Risk Tests (RePEc:pra:mprapa:76038)
by Atukeren, Erdal & Cevik, Emrah Ismail & Korkmaz, Turhan - Finansal Dışa Açıklık İle Ekonomik Büyüme İlişkisi: Asimetrik Nedensellik Testi
[The Relation between Financial Openness and Economic Growth: Asymmetric Causality Test] (RePEc:pra:mprapa:80472)
by Yıldırım, Durmuş Çağrı & Çevik, Emrah İsmail - The Impact of Central Bank Interest Rate Releases on Financial Markets (RePEc:ris:buecrj:0169)
by Soylu, Neilan & Korkmaz, Turhan & Çevik, Emrah İsmail - The Relationship between Investor Attention and Stock Markets: An Application on ISE-100 Index (RePEc:ris:buecrj:0267)
by Korkmaz, Turhan & Çevik, Emrah İsmail & Çevik, Nüket Kırcı - Renewable and non-renewable energy consumption and economic growth in the US: A Markov-Switching VAR analysis (RePEc:sae:engenv:v:32:y:2021:i:3:p:519-541)
by Emrah Ismail Cevik & Durmuş Çağrı Yıldırım & Sel Dibooglu - Connectedness and risk spillovers between crude oil and clean energy stock markets (RePEc:sae:engenv:v:35:y:2024:i:7:p:3319-3339)
by Emre Cevik & Emrah I Cevik & Sel Dibooglu & Raif Cergibozan & Mehmet Fatih Bugan & Mehmet Akif Destek - Nonlinearity and nonstationarity in international art market prices: evidence from Markov-switching ADF unit root tests (RePEc:spr:empeco:v:45:y:2013:i:2:p:675-695)
by Emrah Çevik & Erdal Atukeren & Turhan Korkmaz - Investor sentiments and stock markets during the COVID-19 pandemic (RePEc:spr:fininn:v:8:y:2022:i:1:d:10.1186_s40854-022-00375-0)
by Emre Cevik & Buket Kirci Altinkeski & Emrah Ismail Cevik & Sel Dibooglu - Unknown item RePEc:taf:apfiec:v:22:y:2012:i:4:p:299-312 (article)
- Downside business confidence spillovers in Europe: evidence from causality-in-risk tests (RePEc:taf:jecprf:v:18:y:2015:i:4:p:341-357)
by Erdal Atukeren & Emrah İ. Çevik & Turhan Korkmaz - Testing Capm using Markov Switching Model: The Case of Coal Firms (RePEc:taf:reroxx:v:23:y:2010:i:2:p:44-59)
by Turhan Korkmaz & Emrah I. Çevik & Elif Birkan & Nesrin ÖzataÇ - Testing Intraday Volatility Spillovers in Turkish Capital Markets: Evidence from Ise (RePEc:taf:reroxx:v:26:y:2013:i:3:p:99-116)
by Mustafa Okur & Emrah Cevik - Testing causal relation among central and eastern European equity markets: evidence from asymmetric causality test (RePEc:taf:reroxx:v:30:y:2017:i:1:p:381-393)
by Emrah Ismail Cevik & Turhan Korkmaz & Emre Cevik - Dynamic relationship between international tourism, economic growth and environmental pollution in the OECD countries: evidence from panel VAR model (RePEc:taf:reroxx:v:35:y:2022:i:1:p:5907-5923)
by Ayfer Gedikli & Seyfettin Erdoğan & Emrah Ismail Çevik & Emre Çevik & Rui Alexandre Castanho & Gualter Couto - Unknown item RePEc:voj:journl:v:0:y:0:i:0:p:1-36:id:1401 (article)
- Volatility Spillover Networks of Credit Risk: Evidence from ASW and CDS Spreads in Turkey and Brazil (RePEc:voj:journl:v:71:y:2024:i:4:p:571-604:id:1401)
by Samet Gunay & Emrah Ismail Cevik & Sel Dibooglu - Spillovers Between Business Confidence And Stock Returns In Greece, Italy, Portugal, And Spain (RePEc:wly:ijfiec:v:18:y:2013:i:3:p:205-215)
by Erdal Atukeren & Turhan Korkmaz & Emrah İ Çevik