7
H index
6
i10 index
239
Citations
Burak Saltoğlu : Citation Profile
Boğaziçi Üniversitesi (99% share) | RESEARCH PRODUCTION: 21 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
26 years (1998 - 2024). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Burak Saltoğlu. | Is cited by:
| Cites to:
|
Main data
Where Burak Saltoğlu has published?
| Journals with more than one article published | # docs |
|---|---|
| Emerging Markets Finance and Trade | 2 |
| Applied Financial Economics | 2 |
| Journal of Forecasting | 2 |
| Physica A: Statistical Mechanics and its Applications | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / Bogazici University, Department of Economics | 5 |
| MPRA Paper / University Library of Munich, Germany | 3 |
Recent works citing Burak Saltoğlu (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042. Full description at Econpapers || Download paper |
| 2024 | The labor market channel of systemic risk. (2024). Alexandre, Michel ; Tabak, Benjamin Miranda ; Silva, Thiago Christiano. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001684. Full description at Econpapers || Download paper |
| 2024 | The determinants of systemic risk contagion. (2024). Erden, Lutfi ; Ozkan, Brahim ; Atasoy, Burak Sencer. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s026499932300408x. Full description at Econpapers || Download paper |
| 2024 | The spillover and comovement of downside and upside tail risks among crude oil futures markets. (2024). Yang, Hao ; Feng, Yun. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005106. Full description at Econpapers || Download paper |
| 2025 | Review of Machine Learning Methods for Steady State Capacity and Transient Production Forecasting in Oil and Gas Reservoir. (2025). Wang, Minhui ; Fan, Nianyang ; Yang, Can ; Sun, Hai ; Lai, Sicen. In: Energies. RePEc:gam:jeners:v:18:y:2025:i:4:p:842-:d:1588724. Full description at Econpapers || Download paper |
Works by Burak Saltoğlu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2006 | Emerging Markets in Financial Crisis: Capital Flows, Savings, Debt and Banking Reform by ÅAZIYE GAZIOǦLU In: The World Economy. [Full Text][Citation analysis] | article | 0 |
| 2009 | MIDAS Volatility Forecast Performance Under Market Stress: Evidence from Emerging and Developed Stock Markets In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2013 | Why is it so Difficult and Complex to Solve the Euro Problem? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2013 | Why is it so Difficult and Complex to Solve the Euro Problem?.(2013) In: Centre for Growth and Business Cycle Research Discussion Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2013 | Network Centrality Measures and Systemic Risk: An Application to the Turkish Financial Crisis In: Working Papers. [Full Text][Citation analysis] | paper | 32 |
| 2014 | Network centrality measures and systemic risk: An application to the Turkish financial crisis.(2014) In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 32 | article | |
| 2014 | Systemic Risk and Heterogeneous Leverage in Banking Network: Implications for Banking Regulation In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2016 | Measures of Individual Risk Attitudes and Portfolio Choice: Evidence from Pension Participants* In: Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2017 | Measures of individual risk attitudes and portfolio choice: Evidence from pension participants.(2017) In: Journal of Economic Psychology. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
| 2024 | Survey-based measures of risk attitudes and portfolio risk: Evidence from pension participants In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 0 |
| 2012 | MIDAS volatility forecast performance under market stress: Evidence from emerging stock markets In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
| 2003 | Continuous time and nonparametric modelling of U.S. interest rate models In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 9 |
| 2024 | Predicting oil prices: A comparative analysis of machine learning and image recognition algorithms for trend prediction In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2002 | Assessing the risk forecasts for Japanese stock market In: Japan and the World Economy. [Full Text][Citation analysis] | article | 3 |
| 2016 | Systemic risk and heterogeneous leverage in banking networks In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 5 |
| 2003 | Anatomy of a market crash: a market microstructure analysis of the Turkish overnight liquidity crisis In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] | paper | 6 |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | ||
| In: . [Full Text][Citation analysis] | article | 0 | |
| 2002 | Intra-Day Features of Realized Volatility: Evidence from an Emerging Market In: International Journal of Business and Economics. [Full Text][Citation analysis] | article | 10 |
| 2006 | Evaluating predictive performance of value-at-risk models in emerging markets: a reality check In: Journal of Forecasting. [Full Text][Citation analysis] | article | 99 |
| 2007 | Comparing density forecast models Previous versions of this paper have been circulated with the title, A Test for Density Forecast Comparison with Applications to Risk Management since October 2003; see Bao et al. (2004). In: Journal of Forecasting. [Full Text][Citation analysis] | article | 21 |
| 2013 | Turkish Banking Sector Current Status and the Future Challenges In: Atlantic Economic Journal. [Full Text][Citation analysis] | article | 1 |
| 2012 | The Role of Regime Shifts in the Term Structure of Interest Rates: Further Evidence from an Emerging Market In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
| 2009 | The role of Regime Shifts in the Term Structure of Interest Rates: Further evidence from an Emerging Market.(2009) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2016 | Macroeconomic Drivers of Loan Quality in Turkey In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 3 |
| 2010 | Analyzing Systemic Risk with Financial Networks An Application During a Financial Crash In: MPRA Paper. [Full Text][Citation analysis] | paper | 1 |
| 2008 | Forecasting Stock Market Volatilities Using MIDAS Regressions: An Application to the Emerging Markets In: MPRA Paper. [Full Text][Citation analysis] | paper | 17 |
| 2000 | Estimating a continuous time portfolio selection model: An application with UK data In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
| 2003 | An empirical comparison of interest rates using an interest rate model and nonparametric methods In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2003 | Comparing forecasting ability of parametric and non-parametric methods: an application with Canadian monthly interest rates In: Applied Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 1998 | Speed of adjustment to the long-run equilibrium: an application with US Stock Price and Dividend data In: Applied Financial Economics. [Full Text][Citation analysis] | article | 2 |
| 2015 | When does low interconnectivity cause systemic risk? In: Quantitative Finance. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team