Prof. C Coşkun KÜÇÜKÖZMEN
Faculty of Business
International Trade and Finance
, Izmir University of Economics
, Izmir University of Economics
Prof. C Coşkun KÜÇÜKÖZMEN
Faculty of Business
International Trade and Finance
, Izmir University of Economics
, Izmir University of Economics
ARTICLES
Published or accepted to be published in journals covered by SCI, SSCI or AHCI
National
- C.C.Küçüközmen and S.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
International
- D.Ezgi-Kayalar , C.C.Küçüközmen and A.Selçuk-Kestel.
(2017) The impact of crude oil prices on financial market indicators: copula approach.
Energy Economics , Vol. 61, 162-173,
- İ.H.Yetkiner , C.C.Küçüközmen.
(2012) Crisis and Recovery in Emerging Markets.
Emerging Markets Finance & Trade , Vol. 48, No. 4, 3-6,
- C.C.Küçüközmen , R.D.F.Harris and F.Yılmaz.
(2004) Skewness in the Conditional Distribution of Daily Equity Returns.
Applied Financial Economics , Vol. 14, No. 3, 195-202, ISBN: 0960–3107
- C.C.Küçüközmen , R.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.C.Küçüközmen , R.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.C.Küçüközmen , R.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
Published or accepted to be published in journals covered by other indexes
National
- C.C.Küçüközmen , N.S.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.C.Küçüközmen , M.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
Published or accepted to be published in refereed journals
National
- C.C.Küçüközmen.
(2012) 2011'i Geride Bırakırken Finansal Kriz, AB ve Türkiye.
Maliye Finans Yazıları , Vol. 26, No. 94, 23-42,
- C.C.Küçüközmen.
(2007) Serbest Yatırım Fonları (Hedge Funds).
Uluslararası Ekonomik Sorunlar (International Economic Issues) , Vol. 27, No. 7, 35-42, ISBN: 1306-8431
- C.C.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.C.Küçüközmen.
(1996) BCCI Case and the International Supervisory Arrangements.
Hazine Dergisi (Treasury Journal) , Vol. 4, 121-133, ISBN: 1300-7831
- C.C.Küçüközmen.
(1996) Mevduat Sigortası (Deposit Insurance).
İktisat, İşletme Ve Finans (Economics, Business And Finance) , Vol. 11, No. 22, 44-53, ISBN: 1300-610X