My teaching and research cumulate on financial risk management, behavioural risk modelling and politics of finance. In my professional life, I currently work for the treasury of a bank in Istanbul. I am one of the board members of the Association of the Turkish Risk Managers, as well. On the academic side, I am assocaite professor and currently teach "static and behavioural risk modelling" at Istanbul University as visiting lecturer. I am also an external researcher at Bradford University, School of Management, and working on "worst-case scenario analysis in risk management" with Prof. Turalay Kenc. I am within the editorial members of Journal of Money, Investment and Banking; International Journal of Data Analysis Techniques and Strategies; International Journal of Computer Science; and Finance and Banking Letters. I am open to research cooperation with the collegues working on risk modelling, futures markets, and operational research.
Articles
Further evidence on defence spending and economic growth in NATO countries (with Erman Erbaykal), Peace Economics, Peace Science and Public Policy (In revision) (2011)
A wavelet network model for analysing exchange rate effects on interest rates (with Atilla Cifter), Journal of Economic Studies (2010)
Abstract Purpose – This research article discuss the effects of exchange rates on interest rates...
A Chaos Analysis for Greek and Turkish Equity Markets (with Mike P. Hanias and Panayiotis G. Curtis), EuroMed Journal of Business (2010)
Abstract Purpose - This paper applies chaos theory into the prediction of stock returns using...
Filtered Extreme Value Theory for Value-At-Risk Estimation: Evidence from Turkey (with Atilla Cifter), Journal of Risk Finance (2010)
Extreme observations in stock returns need to be captured for a successful risk management function...
A duration dependent regime switching model for an open emerging economy (SSCI) (with Mehmet Turk), Journal for Economic Forecasting (2009)
We employ duration dependent Markov-switching vector autoregression (DDMSVAR) methodology to construct an economic cycle model...
Books