Kamil Yilmaz
Names
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Kamil |
| last: |
Yilmaz |
Identifer
Contact
Affiliations
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Koç Üniversitesi
/ İktisadi ve İdari Bilimler Fakültesi
/ İktisat Bölümü (weight: 95%)
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Economic Research Forum (ERF) (weight: 5%)
Research profile
author of:
- On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness (RePEc:arx:papers:2211.04184)
by Francis X. Diebold & Kamil Yilmaz - Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets (RePEc:arx:papers:2502.15458)
by Bastien Buchwalter & Francis X. Diebold & Kamil Yilmaz - Martingale Property of Exchange Rates and Central Bank Interventions (RePEc:bes:jnlbes:v:21:y:2003:i:3:p:383-95)
by Yilmaz, Kamil - On Cointegration and Exchange Rate Dynamics (RePEc:bla:jfinan:v:49:y:1994:i:2:p:727-35)
by Diebold, Francis X & Gardeazabal, Javier & Yilmaz, Kamil - Privatisation and Stock Market Efficiency: The British Experience (RePEc:bla:scotjp:v:44:y:1997:i:2:p:113-133)
by Aydin Hayri & Kamil Yilmaz - Unknown item RePEc:bla:scotjp:v:44:y:1997:i:2:p:113-33 (article)
- Political economy of industrial policy in Turkey: The case of the automotive industry (RePEc:bwp:bwppap:esid-090-17)
by Erol Taymaz & Kamil Yilmaz - Equity Market Spillovers in the Americas (RePEc:chb:bcchec:v:12:y:2009:i:2:p:55-65)
by Francis X. Diebold / Kamil Yilmaz - Equity Market Spillovers in the Americas (RePEc:chb:bcchsb:v15c07pp000-000)
by Francis X. Diebold & Kamil Yilmaz - Commodity Connectedness (RePEc:chb:bcchsb:v25c04pp097-136)
by Francis X. Diebold & Laura Liu & Kamil Yilmaz - Unknown item RePEc:cpr:ceprdp:7966 (paper)
- Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (RePEc:ecj:econjl:v:119:y:2009:i:534:p:158-171)
by FrancisX. Diebold & Kamil Yilmaz - Return and volatility spillovers among the East Asian equity markets (RePEc:eee:asieco:v:21:y:2010:i:3:p:304-313)
by Yilmaz, Kamil - Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries (RePEc:eee:deveco:v:53:y:1997:i:2:p:447-470)
by Mody, Ashoka & Yilmaz, Kamil - Optimal export taxes in a multicountry framework (RePEc:eee:deveco:v:60:y:1999:i:2:p:439-465)
by Yilmaz, Kamil - Measuring real–financial connectedness in the U.S. economy (RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001637)
by Uluceviz, Erhan & Yilmaz, Kamil - On the network topology of variance decompositions: Measuring the connectedness of financial firms (RePEc:eee:econom:v:182:y:2014:i:1:p:119-134)
by Diebold, Francis X. & Yılmaz, Kamil - Reprint of: On the network topology of variance decompositions: Measuring the connectedness of financial firms (RePEc:eee:econom:v:234:y:2023:i:s:p:70-90)
by Diebold, Francis X. & Yılmaz, Kamil - Volatility and contagion: evidence from the Istanbul stock exchange (RePEc:eee:ecosys:v:28:y:2004:i:4:p:353-367)
by Alper, C. Emre & Yilmaz, Kamil - Markov chain test for time dependence and homogeneity: An analytical and empirical evaluation (RePEc:eee:ejores:v:137:y:2002:i:3:p:524-543)
by Tan, Baris & Yilmaz, Kamil - Better to give than to receive: Predictive directional measurement of volatility spillovers (RePEc:eee:intfor:v:28:y:2012:i:1:p:57-66)
by Diebold, Francis X. & Yilmaz, Kamil - How connected is the global sovereign credit risk network? (RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300285)
by Bostanci, Gorkem & Yilmaz, Kamil - Macro-financial spillovers (RePEc:eee:jimfin:v:133:y:2023:i:c:s0261560623000256)
by Cotter, John & Hallam, Mark & Yilmaz, Kamil - Asymmetric response to monetary policy surprises at the long-end of the yield curve (RePEc:eee:jmacro:v:34:y:2012:i:2:p:404-418)
by Demiralp, Selva & Yılmaz, Kamil - Is there a virtuous cycle between wages and productivity? Turkish experience after the transition to democracy (RePEc:eee:wdevel:v:175:y:2024:i:c:s0305750x23002929)
by Taymaz, Erol & Voyvoda, Ebru & Yilmaz, Kamil - History Matters for the Export Decision: Plant-Level Evidence from Turkish Manufacturing Industry (RePEc:eee:wdevel:v:37:y:2009:i:2:p:479-488)
by Özler, Sule & Taymaz, Erol & YIlmaz, Kamil - Shocks and global asset market connectedness (RePEc:elg:eechap:21716_5)
by Marcello Pericoli & Kamil Yilmaz - Measuring Dynamic Connectedness with Large Bayesian VAR Models (RePEc:esy:uefcwp:20937)
by Korobilis, D & Yilmaz, K - Measuring financial asset return and volatility spillovers, with application to global equity markets (RePEc:fip:fedpwp:08-16)
by Francis X. Diebold & Kamil Yilmaz - On the network topology of variance decompositions: Measuring the connectedness of financial firms (RePEc:fip:fedpwp:11-45)
by Francis X. Diebold & Kamil Yilmaz - On cointegration and exchange rate dynamics (RePEc:fip:fedpwp:93-2)
by Francis X. Diebold & Javier Gardeazabal & Kamil Yilmaz - Machinery Investment and Export Competitiveness (RePEc:fth:kocuni:1997/07)
by Mody, A. & Yilmaz, K. - Asset Returns, Inflation and Real Activity: The Case of Mexico and Turkey (RePEc:fth:kocuni:1998/03)
by Yilmaz, K. & Altug, S. - Markov Chain Test for Time Dependence and Homogeneity: An Analytical and Empirical Evaluation (RePEc:fth:kocuni:99/03)
by Tan, B. & Yilmaz, K. - Nash and Stackelberg Optimum Export Taxes (RePEc:fth:kocuni:99/04)
by Yilmaz, K. - Measuring Real-Financial Connectedness in the U.S. Economy (RePEc:geb:wpaper:2018-02)
by Erhan Uluceviz & Kamil Yilmaz - Yüksek Enflasyon Sürecinde Siyasi Elitlerin Rolü: Arjantin, Brezilya, İsrail Ve Türkiye Deneyimlerinin Karşılaştırmalı Analizi (RePEc:iif:iifjrn:v:16:y:2001:i:183:p:15-36)
by Kamil YILMAZ - Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi (RePEc:iif:iifjrn:v:25:y:2010:i:296:p:9-31)
by Selva DEMİRALP & Kamil YILMAZ - Productivity response to reduction in trade barriers: Evidence from Turkish manufacturing plants (RePEc:koc:wpaper:0704)
by Kamil Yılmaz & Şule Özler - Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets (RePEc:koc:wpaper:0705)
by Francis X. Diebold & Kamil Yılmaz - History Matters for the Export Decision: Plant Level Evidence from Turkish Manufacturing Industry (RePEc:koc:wpaper:0706)
by Kamil Yılmaz & Şule Özler & Erol Taymaz - Macroeconomic Volatility and Stock Market Volatility,World-Wide (RePEc:koc:wpaper:0711)
by Francis X. Diebold & Kamil Yılmaz - Integration with the Global Economy: The Case of Turkish Automobile and Consumer Electronics Industries (RePEc:koc:wpaper:0801)
by Erol Taymaz & Kamil Yılmaz - Turkey's Recent Trade and Foreign Direct Investment Performance (RePEc:koc:wpaper:0902)
by Kamil Yilmaz & Umit Izmen - International Business Cycle Spillovers (RePEc:koc:wpaper:0903)
by Kamil Yilmaz - Return and Volatility Spillovers among the East Asian Equity Markets (RePEc:koc:wpaper:0907)
by Kamil Yilmaz - The Intertemporal Relation between Expected Return and Risk on Currency (RePEc:koc:wpaper:0909)
by Turan Bali & Kamil Yilmaz - Asymmetric Response to Monetary Policy Surprises at the Long-End of the Yield Curve (RePEc:koc:wpaper:0914)
by Selva Demiralp & Kamil Yilmaz - Better to Give than to Receive: Predictive Directional Measurement of Volatility Spillovers (RePEc:koc:wpaper:1001)
by Francis X. Diebold & Kamil Yilmaz - Para Politikasi Beklentilerinin Sermaye Piyasalari Üzerindeki Etkisi (RePEc:koc:wpaper:1008)
by Selva Demiralp & Kamil Yilmaz - Global Links and Local Bonds: The Role of Ownership and Size in Productivity Growth (RePEc:koc:wpaper:1020)
by Erol Taymaz & Ebru Voyvoda & Kamil Yilmaz - Taking Stock: The Customs Union between Turkey and the EU Fifteen Years Later (RePEc:koc:wpaper:1023)
by Kamil Yilmaz - On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (RePEc:koc:wpaper:1124)
by Francis X. Diebold & Kamil Yilmaz - Volatility Connectedness of Bank Stocks Across the Atlantic (RePEc:koc:wpaper:1402)
by Kamil Yilmaz - Demokrasiye Gecis, Reel ucretler ve Verimlilik: Turk Imalat Sanayiinden Bulgular (RePEc:koc:wpaper:1408)
by Erol Taymaz & Ebru Voyvoda & Kamil Yilmaz - Estimating Global Bank Network Connectedness (RePEc:koc:wpaper:1512)
by Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz - How Connected is the Global Sovereign Credit Risk Network? (RePEc:koc:wpaper:1515)
by Gorkem Bostanci & Kamil Yilmaz - Mixed-Frequency Macro-Financial Spillovers (RePEc:koc:wpaper:1704)
by John Cotter & Mark Hallam & Kamil Yilmaz - Measuring Dynamic Connectedness with Large Bayesian VAR Models (RePEc:koc:wpaper:1802)
by Dimitris Korobilis & Kamil Yilmaz - Financial Sector Volatility Connectedness and Equity Returns (RePEc:koc:wpaper:1803)
by Mert Demirer & Umut Gokcen & Kamil Yilmaz - Bank Volatility Connectedness in South East Asia (RePEc:koc:wpaper:1807)
by Kamil Yilmaz - Measuring Real-Financial Connectedness in the U.S. Economy (RePEc:koc:wpaper:1812)
by Erhan Uluceviz & Kamil Yilmaz - Producer Price Inflation Connectedness and Input-Output Networks (RePEc:koc:wpaper:1813)
by N. Melisa Bilgin & Kamil Yilmaz - Polarized Politics of Pandemic Response and the Covid-19 Connectedness Across the U.S. States (RePEc:koc:wpaper:2019)
by Umut Akovali & Kamil Yilmaz - Unconventional Monetary Policy and Bond Market Connectedness in the New Normal (RePEc:koc:wpaper:2101)
by Umut Akovali & Kamil Yilmaz - Transition to Democracy, Real Wages and Productivity: The Turkish Experience (RePEc:koc:wpaper:2111)
by Erol Taymaz & Ebru Voyvoda & Kamil Yilmaz - On the Past, Present, and Future of the Diebold-Yilmaz Approach to Dynamic Network Connectedness (RePEc:koc:wpaper:2207)
by Francis X. Diebold & Kamil Yilmaz - Kahramanmaraş Depremlerinin Mikro Veriye Dayalı Ekonomik Etki Analizi (RePEc:koc:wpaper:2501)
by Enes Pinar & Erol Taymaz & Kamil Yilmaz - History Matters for the Export Decision Plant Level Evidence from Turkish Manufacturing Industry (RePEc:met:wpaper:0704)
by Sule Ozler & Erol Taymaz & Kamil Yilmaz - Turkiye Imalat Sanayiinde Yapisal Dönüsüm ve Teknolojik Degisme Dinamikleri (RePEc:met:wpaper:0804)
by Erol Taymaz & Ebru Voyvoda & Kamil Yilmaz - Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets (RePEc:nbr:nberwo:13811)
by Francis X. Diebold & Kamil Yilmaz - Macroeconomic Volatility and Stock Market Volatility, Worldwide (RePEc:nbr:nberwo:14269)
by Francis X. Diebold & Kamil Yilmaz - On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (RePEc:nbr:nberwo:17490)
by Francis X. Diebold & Kamil Yilmaz - Estimating Global Bank Network Connectedness (RePEc:nbr:nberwo:23140)
by Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yılmaz - Commodity Connectedness (RePEc:nbr:nberwo:23685)
by Francis X. Diebold & Laura Liu & Kamil Yilmaz - Trans-Atlantic Equity Volatility Connectedness: U.S. and European Financial Institutions, 2004–2014 (RePEc:oup:jfinec:v:14:y:2016:i:1:p:81-127.)
by Francis X. Diebold & Kamil Yilmaz - Imported Machinery for Export Competitiveness (RePEc:oup:wbecrv:v:16:y:2002:i:1:p:23-48)
by Ashoka Mody & Kamil Yilmaz - Financial and Macroeconomic Connectedness: A Network Approach to Measurement and Monitoring (RePEc:oxp:obooks:9780199338306)
by Diebold, Francis X. & Yilmaz, Kamil - Measuring Financial Asset Return and Volatility Spillovers, With Application to Global Equity Markets (RePEc:pen:papers:07-002)
by Francis X. Diebold & Kamil Yilmaz - Macroeconomic Volatility and Stock Market Volatility, World-Wide (RePEc:pen:papers:08-031)
by Francis X. Diebold & Kamil Yilmaz - On the Network Topology of Variance Decompositions: Measuring the Connectedness of Financial Firms (RePEc:pen:papers:11-031)
by Francis X. Diebold & Kamil Yılmaz - Measuring the Dynamics of Global Business Cycle Connectedness (RePEc:pen:papers:13-070)
by Francis X. Diebold & Kamil Yilmaz - Estimating Global Bank Network Connectedness (RePEc:pen:papers:15-025)
by Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz - Commodity Connectedness (RePEc:pen:papers:17-003)
by Francis X. Diebold & Laura Liu & Kamil Yilmaz - Productivity and Trade Orientation: Turkish Manufacturing Industry Before and After the Customs Union (RePEc:pra:mprapa:58843)
by Taymaz, Erol & Yilmaz, Kamil - Foreign Direct Investment and Productivity Spillovers: Identifying Linkages through Product-based Measures (RePEc:pra:mprapa:66243)
by Taymaz, Erol & Yilmaz, Kamil - Türk telekomünikasyon sektöründe reform: Özelleştirme, düzenleme ve serbestleşme
[Reform in the Turkish telecommunications sector: Privatisation, regulation, and liberalisation] (RePEc:pra:mprapa:66244)
by Yilmaz, Kamil - Business Cycle Spillovers (RePEc:red:sed009:1079)
by Kamil Yilmaz - The Measurement and Monitoring of the Systemically Important Financial Institutions in SEACEN Economies (RePEc:sea:rstudy:rp101)
by Kamil Yilmaz - Real-financial connectedness in the Swiss economy (RePEc:spr:sjecst:v:156:y:2020:i:1:d:10.1186_s41937-019-0049-z)
by Erhan Uluceviz & Kamil Yilmaz - Productivity response to reduction in trade barriers: evidence from Turkish manufacturing plants (RePEc:spr:weltar:v:145:y:2009:i:2:p:339-360)
by Sule Ozler & Kamil Yilmaz - How much should primary commodity exports be taxed? Nash and Stackelberg equilibria in the Global Cocoa Market (RePEc:taf:jitecd:v:15:y:2006:i:1:p:1-26)
by Kamil Yilmaz - Propagation of Foreign Trade Shocks through Domestic Supply Chain Networks: Evidence from Turkish Firms (RePEc:tcb:wpaper:2503)
by Ahmet Duhan Yassa & Kamil Yilmaz - Mixed-frequency macro-financial spillovers (RePEc:ucd:wpaper:201704)
by John Cotter & Mark Hallam & Kamil Yilmaz - Macro-Financial Spillovers (RePEc:ucd:wpaper:202005)
by John Cotter & Mark Hallam & Kamil Yilmaz - Integration with the Global Economy (RePEc:wbk:wbpubs:28034)
by Erol Taymaz & Kamil Yilmaz - Is there persistence in the growth of manufactured exports? Evidence from newly industrializing countries (RePEc:wbk:wbrwps:1276)
by Mody, Ashoka & Yilmaz, Kamil & DEC - The Impact Of Fdi On Firm Survival And Employment: A Comparative Analysis For Turkey And Italy (RePEc:wiw:wiwrsa:ersa13p1211)
by Anna Maria Ferragina & Fernanda Mazzotta & Erol Taymaz & Kamil Yilmaz - Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (RePEc:wly:econjl:v:119:y:2009:i:534:p:158-171)
by Francis X. Diebold & Kamil Yilmaz - Estimating global bank network connectedness (RePEc:wly:japmet:v:33:y:2018:i:1:p:1-15)
by Mert Demirer & Francis X. Diebold & Laura Liu & Kamil Yilmaz - Measuring financial asset return and volatility spillovers, with application to global equity markets (RePEc:zbw:cfswop:200702)
by Diebold, Francis X. & Yilmaz, Kamil - Measuring financial asset return and volatilty spillovers, with application to global equity markets (RePEc:zbw:cfswop:200826)
by Diebold, Francis X. & Yilmaz, Kamil - Commodity connectedness (RePEc:zbw:cfswop:575)
by Diebold, Francis X. & Liu, Laura & Yilmaz, Kamil