RESEARCH


 

PUBLICATIONS

“Stock Market Return Volatility Relationship: Monday Effect”

 (with H. Berument) International Journal of Economic Perspectives, forthcoming.

 

"The Impact of Oil Price Shocks On the Economic Growth of Selected MENA Countries"

(with H. Berument and N.Ceylan), The Energy Journal, Vol. 31, no:1, 149-176, 2010. (supplementary material).

 

“Macroeconomic Policy and Unemployment by Economic Activity:  Evidence from Turkey”

(with H. Berument and A. Tansel), Emercing Markets Finance and Trade, Vol:45, no:3, 21-35, 2009.

 

"The Sectoral Based Effect of Foreign Markets to Istanbul Stock Exchange: An Assymetric Cointegration and Error Correction Model" (with Y. Yalcin), Finans Politik & Ekonomik Yorumlar, 45, 525, 17-27, 2008 (in Turkish). 

 

“Income Convergence of European Union and Candidates Countries: Are They All Same?”

 

(with B. Saracoglu), International Research Journal of Finance and Economics, 12, 160-164, 2007.

 

 

“Effects of Exchange Rate on Istanbul Stock Market”

 

(with Y. Yalcin), Applied Financial Economics Letters, 3, 39-46, 2007.

 

 

“Economic Performance and Unemployment: Evidence from an Emerging Economy – Turkey”

 

(with H. Berument and A. Tansel), International Journal of Manpower, Vol. 27, No. 7, 604-623, 2006.

 

 

 “The Comparative Socio-Economic Developmental Level of Islamic Countries”

 

(with E. Ozgur and A. Karatekin), Journal of Economic Cooperation Among     Islamic Countries, Vol. 25, No. 3, July 2004.

 

 

 

WORKING PAPERS

 

 

"The Effects of Daylight Saving Time Changes on Stock Market Volatility"

(with H. Berument and B. Onar), available at SSRN: http://ssrn.com/abstract=1137082, 2008.

 

“Macroeconomic Policy and Unemployment by Economic Activity:  Evidence from Turkey”

(with H. Berument and A. Tansel), IZA Discussion Paper, no: 3461, Institute for the Study of Labor (IZA), 2008.

 

"Economic Performance and Unemployment: Evidence from an Emerging Economy - Turkey"

(with H. Berument and A. Tansel), IZA Discussion Paper, no: 1614, Institute for the Study of Labor (IZA), 2005.

 

 

 

CONFERENCES

Allied Social Science Associations, 2009

"Trade Openness and Inflation Volatility: Evidence from A Selected MENA Countries", Nukhet Dogan, Hakan Berument and Aysit Tansel, January 3-5, San Francisco.

 

VI. Statistics Conference, 2008 

"An Asymmetric Effect of Foreign Markets to Istanbul Stock Exchange", Nukhet Dogan and Yeliz Yalcin, August 27-30, Samsun.

 

WEAI 83rd Annual Conference, 2008

"Stock Market Return and Volatility Relationship: Monday Effect", Nukhet Dogan and Hakan Berument,June 29-July 3, Waikiki, Honolulu.

 

IX. National Conference on Econometrics and Statistics, 2008

"Effet of Foreign Market on Istanbul Stock Exchange: Asymmetric Cointegration and Error Corection Model", Nukhet Dogan and Yeliz Yalcin, May 28-30, Izmir.

 

VII. National Conference on Econometrics and Statistics, 2005

“Convergence Analysis of EU and Candidate Countries”, Nukhet Dogan and B. Saracoglu, May 26-27, Istanbul University, ISTANBUL.

 

IV. Statistics Conference, 2004 

“The Effects of the Exchange Rate Movements on the Istanbul Stock Exchange”, Nukhet Dogan and Y. Yalcin , May 20-21, IZMIR.

 

VI. National Conference on Econometrics and Statistics, 2003

“Factor substitution in Turkish Manufacturing Sector”, Nukhet Dogan and G. Karpat, May 29–30, Gazi

University, ANKARA.