Yazar "Sensoy, Ahmet" için listeleme
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Dynamic integration and network structure of the EMU sovereign bond markets
Sensoy, Ahmet; Duc Khuong Nguyen; Rostom, Ahmed; Hacihasanoglu, Erk (SPRINGER, VAN GODEWIJCKSTRAAT 30, 3311 GZ DORDRECHT, NETHERLANDS, 2019)In this paper, we propose a novel concept of correlation-based stable networks to empirically investigate the dynamic integration and network structure of the European Monetary Union (EMU) sovereign bond markets. The ... -
Not all emerging markets are the same: A classification approach with correlation based networks
Sensoy, Ahmet; Ozturk, Keyser; Hacihasanoglu, Erk; Tabak, Benjamin M. (ELSEVIER SCIENCE INCSTE 800, 230 PARK AVE, NEW YORK, NY 10169, 2017)Using dynamic conditional correlations and network theory, this study brings a novel interdisciplinary framework to define the integration and segmentation of emerging countries. The individual EMBI+ spreads of 13 emerging ...
