Akademik Yayınlar

SCI, SSCI ve AHCI tarafından taranan dergilerde yayımlanmış veya kabul edilmiş makaleler

Ulusal

• C. Coşkun Küçüközmen and Sühan Altay.
  (2008) Linear and non-linear dependence in the stock market returns: Validity check of the weak-form efficient market hypothesis.
  Yapı Kredi Economic Review , Vol. 19, No. 2, 45-62, ISBN: 1019-1232

Uluslararası

• Hasan Baklacı , Berna Aydoğan and Tezer Yelkenci.
  (2020) Impact Of Stock Market Trading On Currency Market Volatility Spillovers.
  Research In International Business And Finance , No. 52,

• Berna Aydogan , Gülin Vardar.
  (2020) Evaluating the role of renewable energy, economic growth and agriculture on CO2 emission in E7 countries, International Journal of Sustainable Energy.
  International Journal Of Sustainable Energy , Vol. 39, No. 4, 335-348,

• Dilvin Taşkın , Gülin Vardar and Berna Okan.
  (2020) Does Renewable Energy Promote Green Economic Growth In Oecd Countries?.
  Sustainability Accounting, Management And Policy Journal , Vol. 11, No. 4, 771-798,

• Gülin Vardar , Berna Aydoğan.
  (2019) Return and volatility spillovers between Bitcoin and other asset classes in Turkey", .
  EuroMed Journal Of Business , Vol. 14, No. 3, 209-220,

• Gülin Vardar , Berna Aydogan.
  (2019) Return and volatility spillovers between Bitcoin and other asset classes in Turkey: Evidence from VAR-BEKK-GARCH approach.
  Euromed Journal Of Business , Vol. 14, No. 3,

• Berna Aydoğan , Gülin Vardar.
  (2018) Volatility Transmission Between Housing and Stock Markets in Europe: A Multivariate Garch Perspective.
  Ege Academic Review , Vol. 18, No. 4, 619-629,

• Birce Dobrucalı.
  (2018) Country-of-Origin Effects on Industrial Purchase Decision Making: A Systematic Review of Research.
  Journal Of Business And Industrial Marketing ,

• G. Vardar , Y. Coşkun and T. Yelkenci.
  (2018) Shock transmission and volatility spillover in stock and commodity markets: evidence from advanced and emerging markets.
  Eurasian Economic Review , Vol. 8, No. 2, 231-288,

• G. Vardar , B. Aydoğan.
  (2018) Volatility Transmission Between Housing and Stock Markets In Europe: A Multivariate Garch Perspective.
  Ege Academic Review , Vol. 18, No. 4, 619-629,

• Derya Ezgi-Kayalar , C. Coşkun Küçüközmen and A.Sevtap Selçuk-Kestel.
  (2017) The impact of crude oil prices on financial market indicators: copula approach.
  Energy Economics , Vol. 61, 162-173,

• Berna Aydoğan , Gökçe Tunç and Tezer Yelkenci.
  (2017) Impact Of Oil Price Volatility On Net-Oil Exporter And Importer Countries Stock Markets.
  Eurasian Economic Review , Vol. 7, 231-253,

• Berna Aydoğan.
  (2017) Sentiment Dynamics And Volatility Of International Stock markets.
  Eurasian Business Review , Vol. 7,

• Gülin Vardar , Berna Aydoğan and Ünal Seven.
  (2014) The impact of crisis on the competitive conditions in the banking industry: Evidence from Turkey as an Emerging Market.
  İktisat, İşletme Ve Finans ,

• Gülin Vardar , Berna Aydoğan and Ünal Seven.
  (2014) The Competitive Conditions of the Banking Industry in the Post-Crisis Period: Analysis of Turkish Banks.
  İktisat, İşletme, Finans , Vol. 39, No. 339, 49-68,

• İ. Hakan Yetkiner , C. Coşkun Küçüközmen.
  (2012) Crisis and Recovery in Emerging Markets.
  Emerging Markets Finance & Trade , Vol. 48, No. 4, 3-6,

• Cengiz Erol , Hasan Baklacı and Gülin Vardar.
  (2012) The impact of changes in ownership structure after 2011 crisis on bank performance in Turkey.
  Actual Problems Of Economics , Vol. 10, No. 136, 418-428,

• Hasan F. Baklacı , Gökçe Aksoy , Berna Okan and Gülin Vardar.
  (2011) The impact of firm-specific public news on intraday market dynamics: Evidence from Turkish stock market.
  Emerging Markets Trade And Finance , Vol. 47, No. 6, 99-119,

• Saadet Kasman , Gülin Vardar , Gökçe Tunç.
  (2011) The impact of interest rate and exchange rate volatility on banks' stock returns and volatility: Evidence from Turkey.
  Economic Modelling , Vol. 28, 1328-1334,

• Adnan Kasman , Gokce Tunc , Gulin Vardar and Berna Okan.
  (2010) Consolidation and commercial bank net interest margins: Evidence from the old and new European Union members and candidate countries .
  ECONOMIC MODELLING , Vol. 27, No. 3, 648-655, ISBN: 0264-9993

• Hulya TUTEK , Gulin VARDAR , Gokce TUNC and Berna AYDOGAN.
  (2010) Finansal risk algılamalarında cinsiyet farklılığının etkisi.
  İktisat İşletme Ve Finans , Vol. 25, No. 292, 47-70, ISBN: 1300-610X

• C. Coşkun Küçüközmen , Richard D. F. Harris , Fatih Yılmaz.
  (2004) Skewness in the Conditional Distribution of Daily Equity Returns.
  Applied Financial Economics , Vol. 14, No. 3, 195-202, ISBN: 0960–3107

• C. Coşkun Küçüközmen , Richard D. F. Harris.
  (2001) Linear and Non-linear Dependence in Turkish Equity Returns and its Consequences for Financial Risk Management.
  European Journal Of Operational Research , Vol. 134, No. 3, 481-492, ISBN: 0377-2217

• C. Coşkun Küçüközmen , Richard D. F. Harris.
  (2001) The Empirical Distribution of Stock Returns: Evidence from an Emerging European Market.
  Applied Economics Letters , Vol. 8, No. 6, 367-371, ISBN: 1350-4851

• C. Coşkun Küçüközmen , Richard D. F. Harris.
  (2001) The Empirical Distribution of UK and US Stock Returns.
  Journal Of Business, Finance And Accounting , Vol. 28, No. 5/6, 715-740, ISBN: 0306-686X

Diğer indexler tarafından taranan dergilerde yayımlanmış veya kabul edilmiş makaleler

Ulusal

• Berna Aydoğan , Gulin Vardar.
  (2015) Yatırımcı Duyarlılığının Borsa İstanbul Sektör Endeks Getirileri Üzerine Etkisi.
  Maliye Ve Finans Yazıları ,

• C. Coşkun Küçüközmen , Nadi Serhan Aydın.
  (2010) Stress-testing of energy related derivative instruments based on conditional market risk models.
  Enerji Piyasa Ve Düzenleme Dergisi (Energy Market And Regulation) , Vol. 1, No. 2, 121-144, ISBN: 1308-8300

• C. Coşkun Küçüközmen , Murat Mazıbaş.
  (2005) Finansal riskten korunma fonları (Hedge Funds).
  Finans-Politik Ve Ekonomik Yorumlar (Finance, Politics And Economic Reviews) , Vol. 42, 25-42, ISBN: 1307-7112

Uluslararası

• Gülin Vardar , Gülüzar Kurt Gümüş , Mehmet Erdem Delice.
  (2018) The Impact of Oil Price Shocks on Sector Indices: Evidence from Borsa İstanbul.
  Business And Economics Research Journal , Vol. 9, No. 2, 271-289,

• Gülin Vardar , Yener Coşkun.
  (2016) Exploring the Finance-Growth Volatility Nexus: Evidence from Developed, Developing and Transition Countries.
  International Journal Of Economic Perspectives , Vol. 10, No. 1, 86-115,

• Gülin Vardar.
  (2015) Bank Competition, Concentration and Risk-Taking in the Turkish Banking Industry.
  Journal Of Business, Economics And Finance , Vol. 4, No. 3, 536-567,

• Gülin Vardar , İsmail Cem Özgüler.
  (2015) Short Term and Long Term Linkages among Nonperforming Loans, Macroeconomic and Bank-Specific Factors: An Empirical Analysis for Turkey.
  Ege Akademik Bakış , Vol. 15, No. 3, 313-325,

• Berna Aydoğan , İstemi Berk.
  (2015) Crude Oil Price Shocks and Stock Returns: Evidences from Turkish Stock Market under Global Liquidity Conditions.
  International Journal Of Energy Economics And Politics ,

• Berna Aydoğan , Gülin Vardar , Gökçe Tunç.
  (2014) The Interaction of Mutual Fund Flows and Stock Returns: Evidence from the Turkish Capital Market.
  Ege Akademik Bakış , Vol. 14, No. 2, 163-173,

• Cengiz Erol , Hasan Baklacı , Berna Aydoğan and Gökçe Tunç.
  (2014) Performance Comparıson of Islamıc (Partıcıpatıon) Banks And Commercıal Banks in Turkey.
  EuroMed Journal Of Business ,

• Cengiz Erol , Ünal Seven , Berna Aydoğan and S. Tunç.
  (2013) The Impact of Financial Restructuring after 2001 Turkey Crisis on the Risk Determinants of Turkish Commercial Bank Stocks.
  International Journal Of Economic Perspectives ,

• Gülin Vardar.
  (2013) Efficiency and stock performance of banks in transition countries: Is there a relationship?.
  International Journal Of Economics And Financial Issues , Vol. 3, No. 2, 355-369,

• Berna Aydoğan.
  (2013) Intraday Volatility in the Turkish Derivatives Market.
  International Review Of Business Research Papers , Vol. 9, No. 1, 73-87,

• Gülin Vardar.
  (2012) Accounting and Capital Market Measures of Risk: Evidence from Central and Eastern European Banks.
  Journal Of Money, Investment And Banking , Vol. 26, 162-171,

• Gülin Vardar , Gökçe Tunç , Berna Aydoğan.
  (2012) Long-Run And Short-Run Dynamics Among The Sectoral Stock Indices: Evidence From Turkey.
  Asian Economic And Financial Review , Vol. 2, No. 2, 347-357, ISBN: 2222-6737

• Adnan Kasman , Berna Okan , Edost Torun.
  (2010) Long memory in spot market volatility and futures trading volume: Evidence from the Turkish stock market .
  International Journal Of Statistics And Economics , Vol. 5, No. A10, ISBN: 0975-556X

• Adnan Kasman , Gulin Vardar , Berna Okan and Gokce Aksoy.
  (2009) The Turkish Stock Market Integration with Developed and Emerging Countries' Stock Markets: Evidence from Cointegration Tests with and without Regime Shifts.
  Review Of Middle East Economics And Finance , Vol. 5, No. 2, ISBN: 10.2202/1475-3693.11

• Berna Okan , Onur Olgun , Sefa Takmaz.
  (2009) Volume and Volatility A Case of ISE-30 Index Futures.
  International Research Journal Of Finance And Economics , No. 32,

• Gülin Vardar , Gökçe Aksoy , Emre Can.
  (2008) Effects of Interest and Exchange Rate on Volatility and Return of Sector Price Indices at Istanbul Stock Exchange.
  European Journal Of Economics, Finance And Administrative Sciences , No. 11, 126-135, ISBN: 1450-2275

Hakemli dergilerde yayımlanmış veya kabul edilmiş makaleler

Ulusal

• C. Coşkun Küçüközmen.
  (2012) 2011'i Geride Bırakırken Finansal Kriz, AB ve Türkiye.
  Maliye Finans Yazıları , Vol. 26, No. 94, 23-42,

• C. Coşkun Küçüközmen.
  (2007) Serbest Yatırım Fonları (Hedge Funds).
  Uluslararası Ekonomik Sorunlar (International Economic Issues) , Vol. 27, No. 7, 35-42, ISBN: 1306-8431

• C. Coşkun Küçüközmen.
  (1999) Bankacılıkta Risk Yönetimi Ve Sermaye Yeterliliği Value At Risk Uygulamaları (Risk Management in Banking and Capital Adequacy: Implementation of VaR Models).
  İktisat, İşletme Ve Finans (Economics, Business And Finance) , Vol. 14, No. 156, 71-87, ISBN: 1300-610X

• C. Coşkun Küçüközmen.
  (1996) BCCI Case and the International Supervisory Arrangements.
  Hazine Dergisi (Treasury Journal) , Vol. 4, 121-133, ISBN: 1300-7831

• C. Coşkun Küçüközmen.
  (1996) Mevduat Sigortası (Deposit Insurance).
  İktisat, İşletme Ve Finans (Economics, Business And Finance) , Vol. 11, No. 22, 44-53, ISBN: 1300-610X