Onur Ince Ph.D.

There are 4 included publications by Onur Ince Ph.D.:

TitleDateViewsBrief Description
Do Federal Reserve policy surprises affect the risk perception in the emerging markets? 2006 662 Employing an event study approach, the present authors analyse whether the Federal Reserve’s policy surprises affect the risk perceptions in the emerging markets. Only weak evidence is found when the Federal Reserve follows a more expansionary pol...
Effect of S&P500'S return on emerging markets: Turkish experience 2005 1018 This study assesses the effect of S&P500 return on the Istanbul Stock Exchange within a dynamic framework. In order lo capture The effect, a block recursive VAR model is built. allowing that S&P500 affects the ISE returns with its current and lag ...
Rationality And Forecasting Accuracy Of Exchange Rate Expectations: Evidence From Survey-Based Forecasts 2016 191 We examine rationality, forecasting accuracy, and economic value of the survey-based exchange rate forecasts for 10 developed and 23 developing countries at the 3-, 12-, and 24-month horizons. Using the data from two surveys for the period from 2004 ...
Taylor Rule Deviations And Out-Of-Sample Exchange Rate Predictability 2016 248 The Taylor rule has become the dominant model for academic evaluation of out-of-sample exchange rate predictability. Two versions of the Taylor rule model are the Taylor rule fundamentals model, where the variables that enter the Taylor rule are used...