(2006)
"Learning to Live with the Float: Turkey's Experience 2001 - 2003",
(with O. P. Ardıç), in G. P. Severov
(editor) Contemporary
International Finance and Monetary Policy, Nova Science Publishers
Inc., NY. PDF
(2006) "Overnight Borrowing, Interest Rates and Extreme
Value Theory, (with R. Gençay), European Economic
Review, 50, 547-563, PDF
(2006) "Intraday
Dynamics of Stock Market Returns and Volatility”, (with R. Gençay), Physica A, (forthcoming), PDF
(2006) “The Dynamics of a Newly
Floating Exchange Rate: The Turkish Case", (with O. P. Ardıç), Applied Economics,
(forthcoming). PDF
(2005) “ "The
Policy Challenge with Floating Exchange Rates:
(2005) “Multiscale Systematic Risk”, (with R. Gençay and B. Whitcher),
Journal
of International Money and Finance, 24, 55-70.
For other publications
and related links, please click
here.