Ambiguity, News and Asymmetric Correlations.Recipient of Best Paper Award, FMA European Conference, Maastricht 2014.
Correlation asymmetry: The role of volatility (joint with Senad Lekpek).
Correlation and Diversification Benefits.
International Diversification Benefits: A Parsimonious Country-Selection Approach (joint with Biliana Guner).
Long-Term Spillover Effects of Climatological Disasters: Evidence from Drought and Bank Balance Sheets (joint with Mehdi Rasteh and Erkan Yonder).
Commonality in international equity jump risk (joint with Biliana Guner).
Dividends and Option Prices (joint with Nejat Seyhun).
Global Trends in Liquidity Creation: The Role of the Off-Balance Sheet (joint with Ozlem Akin) in Ba¸sarir, Ç., Darici, B., & Ertu˘ grul, M. (Eds.). (2019). New Trends in Banking and Finance. Bern, Switzerland: Peter Lang D.
Work in Progress
Dynamic properties and determinants of jump risk in emerging market equity returns [Tubitak project no: 118K085] (joint with Biliana Guner).
Credit Risk, Collateral and Real Estate Prices (joint with Erkan Yonder).
Insider trading: A new theory and empirical regularities [Tubitak 2219 grant].
Advanced Macroeconomics (ECON202), Econometrics II (ECON302) , Financial Econometrics (FIN902)