Burcu Erdogan

German Institute for Economic Research (DIW Berlin)

Mohrenstraße 58

Berlin, 10117

Germany

SCHOLARLY PAPERS

3

DOWNLOADS

419

SSRN CITATIONS
Rank 27,684

SSRN RANKINGS

Top 27,684

in Total Papers Citations

14

CROSSREF CITATIONS

18

Scholarly Papers (3)

1.

Sovereign Bond Yield Spreads: A Time-Varying Coefficient Approach

DIW Berlin Discussion Paper No. 1078
Number of pages: 32 Posted: 28 Nov 2010
Kerstin Bernoth and Burcu Erdogan
German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Downloads 202 (180,256)
Citation 22

Abstract:

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sovereign bond spreads, fiscal policy, euro area, financial crisis, semiparametric time-varying coefficient model, nonparametric estimation

Testing for Convergence in Stock Markets: A Non-Linear Factor Approach

CESifo Working Paper Series No. 2845
Number of pages: 27 Posted: 13 Nov 2009
Brunel University London - Department of Economics and Finance, German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Downloads 94 (329,936)

Abstract:

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stock market, financial integration, European Monetary Union convergence, factor model

Testing for Convergence in Stock Markets: A Non-Linear Factor Approach

DIW Berlin Discussion Paper No. 932
Number of pages: 25 Posted: 01 Nov 2009
Brunel University London - Department of Economics and Finance, German Institute for Economic Research (DIW Berlin) and German Institute for Economic Research (DIW Berlin)
Downloads 76 (376,141)
Citation 13

Abstract:

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Stock Market, Financial Integration, European Monetary Union Convergence, Factor Model

3.

How Does European Integration Affect the European Stock Markets?

DIW Berlin Discussion Paper No. 885
Number of pages: 30 Posted: 26 Aug 2009
Burcu Erdogan
German Institute for Economic Research (DIW Berlin)
Downloads 47 (470,409)
Citation 4

Abstract:

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financial integration, EU, stock markets, ß-convergence, s-convergence, correlation analysis