Analysis of sectoral credit default cycle dependency with wavelet networks: Evidence from Turkey A Cifter, S Yilmazer, E Cifter Economic Modelling 26 (6), 1382-1388, 2009 | 101 | 2009 |
Forecasting electricity price volatility with the Markov-switching GARCH model: Evidence from the Nordic electric power market A Cifter Electric Power Systems Research 102, 61-67, 2013 | 92 | 2013 |
Bank concentration and non-performing loans in Central and Eastern European countries A Çifter Journal of Business Economics and Management 16 (1), 117-137, 2015 | 83 | 2015 |
Estimating the effects of interest rates on share prices in Turkey using a multi-scale causality test A Cifter, A Ozun Review of Middle East Economics and Finance 4 (2), 68-79, 2008 | 59* | 2008 |
Value-at-risk estimation with wavelet-based extreme value theory: Evidence from emerging markets A Cifter Physica A: Statistical Mechanics and its Applications 390 (12), 2356-2367, 2011 | 55 | 2011 |
The monetary transmission mechanism in the new economy: Evidence from turkey (1997-2006) A Cifter, A Ozun South East European Journal of Economics and Business 2 (1), 15-24, 2007 | 55 | 2007 |
Portfolio value-at-risk with time-varying copula: evidence from the Americas A Ozun, A Cifter Marmara University, 2007 | 53 | 2007 |
Filtered extreme-value theory for value-at-risk estimation: evidence from Turkey A Ozun, A Cifter, S Yılmazer The Journal of Risk Finance 11 (2), 164-179, 2010 | 50 | 2010 |
Working capital management and firm performance in the hospitality and tourism industry N Chambers, A Cifter International Journal of Hospitality Management 102, 103144, 2022 | 39 | 2022 |
Portfolio value-at-risk with two-sided Weibull distribution: Evidence from cryptocurrency markets B Silahli, KD Dingec, A Cifter, N Aydin Finance Research Letters 38, 101425, 2021 | 39 | 2021 |
Exchange rate exposure at the firm and industry levels: Evidence from Turkey GH Akay, A Cifter Economic Modelling 43, 426-434, 2014 | 39 | 2014 |
Multi-scale causality between energy consumption and GNP in emerging markets: evidence from Turkey A Ozun, A Cifter Investment management and financial innovations 4 (2), 61-70, 2007 | 32 | 2007 |
Bankaların Hisse Senedi Getirilerinde Faiz Oranı Riski: Dalgacıklar Analizi ile Türk Bankacılık Sektörü Üzerine Bir Uygulama A Özün, A Çifter Bankacılar Dergisi 59, 3-15, 2006 | 31 | 2006 |
Multi-scale causality between energy consumption and GNP in emerging markets: evidence from Turkey A Cifter, A Ozun Marmara University, 2007 | 29 | 2007 |
Turkish tourism, exchange rates and income GH Akay, A Cifter, O Teke Tourism Economics 23 (1), 66-77, 2017 | 27 | 2017 |
Stock returns, inflation, and real activity in developing countries: A Markov-switching approach A Cifter Panoeconomicus 62 (1), 55-76, 2015 | 21 | 2015 |
A signal processing model for time series analysis: The effect of international F A Cifter, A Ozun X markets on domestic currencies using wavelet networks. Int Rev Electr Eng …, 2008 | 19 | 2008 |
Industrial production as a credit driver in banking sector: An empirical study with wavelets A Ozun, A Cifter Banks & bank systems, 69-80, 2007 | 19 | 2007 |
Modeling long‐term memory effect in stock prices: A comparative analysis with GPH test and Daubechies wavelets A Ozun, A Cifter Studies in Economics and Finance 25 (1), 38-48, 2008 | 18 | 2008 |
Beklenen kuyruk kaybı ve genelleştirilmiş pareto dağılımı ile riske maruz değer öngörüsü: Faiz oranları üzerine bir uygulama A Çifter, A Özün, S Yılmazer Bankacılar Dergisi 60, 3-16, 2007 | 17 | 2007 |