Paris West University Nanterre La Défense, France,Economics, 2006-2011

Paris West University Nanterre La Défense, France, Economics, 2005-2006

Galatasaray University, Economics, 2001-2005

Behavioral finance, high frequency econometrics, asset pricing, financial stability, international finance, market microstructure

PUBLICATIONS

• Ceylan, Ö. (forthcoming). Time-Varying Risk Aversion and its Macroeconomic and Financial Determinants: A Comparative Analysis in the U.S. and French Financial
• Markets. Finance Research Letters. DOI: 10.1016/j.frl.2020.101804
• Ceylan, Ö. (2017). Global Risk Aversion Spillover Dynamics and Investors' Attention Allocation. Annals of Economics and Finance, 18(1), 99-109. URL: http://down.aefweb.net/AefArticles/aef180105Ceylan.pdf
• Ceylan, Ö. (2015). Limited Information-Processing Capacity and Asymmetric Stock Correlations. Quantitative Finance, 15(6), 1031-1039. DOI: 10.1080/14697688.2013.808374
• Ceylan, Ö. (2014). Time-varying Volatility Asymmetry: A Conditioned HAR-RV (CJ) EGARCH-M Model, Journal of Risk, 17(2), 21-49. DOI: 10.21314/JOR.2014.295

BOOK CHAPTERS

• Ceylan, Ö. (2020). Dynamics of the Relation Between Producer and Consumer Price Indexes: A Comparative Analysis in the U.S. Market. In B. W. Sloboda & Y. Sissoko (Eds.), Applied Econometric Analysis: Emerging Research and Opportunities. Hershey, PA: IGI Global. DOI: 10.4018/978-1-7998- 1093-3.ch002

CONFERENCE PROCEDINGS

Analysis of the dynamic conditional correlations between the U.S. and the European stock market returns.

● 11th Economics & Finance Conference, Rome, Italy, 27-30 May 2019. Global risk aversion dynamics before and after the subprime crisis

● Finance and Economics Conference, Frankfurt am Main, Germany, 5-7 August 2015.

● 1 st Symposium on Quantitative Finance and Risk analysis, Santorini, Greece, 11-12 June 2015. Dynamic estimation of volatility risk premium and its macro-financial determinants for the French stock market. 

● FUR (Foundations and Applications of Utility, Risk and Decision Theory) XIV. International Conference, Newcastle University, Newcastle, UK, 15-18 June 2010.

● International Journal of Arts and Sciences (IJAS) Conference, Harvard University, Cambridge Massachusetts, USA, 31 May-3 June 2010.

September 2018 - 2026  School of Applied Sciences, Özyeğin University / Undergraduate level courses – Quantitative Decision Techniques, Finance, Applied Economics

September 2018 - 2026 Faculty of Business, Özyeğin University / Undergraduate level course – Financial Econometrics, Graduate level course – Applied Financial Econometrics

January 2014 - August 2018 Department of Business Administration, Altınbaş University / Undergraduate level courses— Managerial Economics, Investment Analysis & Portfolio, Management, Financial Accounting, Managerial Accounting, Derivative Securities, Graduate level courses—Financial Accounting (MBA), Financial Management (MBA), Mentored MBA Capstone Projects

September 2012 - August 2013 Department of Banking and Finance, Girne American University / Undergraduate level courses—Business Finance, Portfolio Theory & Management, Public Finance, Graduate level courses— Investments (MSc), Commercial Bank Management (MBA)

January 2009 - September 2011, Department of Economics, Paris West University Nanterre La Défense / Undergraduate level courses—Macroeconomics, Microeconomics

February 2008 - September 2009, Department of Economics, Paris West University Nanterre La Défense / Undergraduate level course—Microeconomics