I. Turhan

Economics and Econometrics · 2013

A researcher in the Science corpus: 1 paper; trusts 7 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

Whom I. Turhan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Halbert White
  2. Timothy J. Vogelsang
  3. Whitney K. Newey
  4. Paresh Kumar Narayan
  5. S. Basher
  6. Ken West
  7. Seema W. Narayan
  8. A. Haug
  9. Shiu‐Sheng Chen
  10. Perry Sadorsky

Who trusts I. Turhan overall

  1. Ş. Nazlıoğlu

Papers from I. Turhan's perspective

Ordered by how strongly the researchers I. Turhan trusts endorse each paper. Same corpus, a different order for every researcher.

  1. A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity
  2. Oil Prices, Exchange Rates and Emerging Stock Markets
  3. Oil price fluctuations and U.S. dollar exchange rates
  4. A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix
  5. Crude oil and stock markets: Stability, instability, and bubbles ☆
  6. Unit Roots, Cointegration, and Structural Change
  7. Understanding the oil price-exchange rate nexus for the Fiji islands
  8. Oil prices and real exchange rates
  9. Capital Flows to Emerging Market Economies: A Brave New World?
  10. Testing the null hypothesis of stationarity against the alternative of a unit root: How sure are we that economic time series have a unit root?

Their papers