Sibel Çelik

TL;DR: In this article, the authors test the existence of financial contagion between foreign exchange markets of several emerging and developed countries during the U.S. subprime crisis and find that emerging markets seem to be the most influenced by the contagion effects.

TL;DR: In this article, the best volatility forecasting model for stock markets in Turkey is suggested, which support the superiority of high frequency based volatility forecasting models over traditional GARCH models. But the results of this paper are not applicable to the Turkish stock market.

TL;DR: In this article, the authors empirically distinguish between true and spurious long memory characteristics by analysing different types and measurements of volatility, utilising different sampling frequencies and evaluating different financial markets.