Ahmet Karagozoglu
Title
Cited by
Cited by
Year
Information asymmetry, speculation and foreign trading activity: Emerging market evidence
C Ciner, AK Karagozoglu
International Review of Financial Analysis 17 (4), 664-680, 2008
422008
Resolution of corporate financial distress: an empirical analysis of processes and outcomes
M Jacobs, AK Karagozoglu, DN Layish
The Journal of Portfolio Management 38 (2), 117-135, 2012
332012
Modeling ultimate loss given default on corporate debt
M Jacobs, AK Karagozoglu
The Journal of Fixed Income 21 (1), 6-20, 2011
322011
Changing the size of a futures contract: Liquidity and microstructure effects
AK Karagozoglu, TF Martell
Financial Review 34 (4), 75-94, 1999
301999
The split of the S&P 500 futures contract: Effects on liquidity and market dynamics
AK Karagozoglu, TF Martell, GHK Wang
Review of Quantitative Finance and Accounting 21 (4), 323-348, 2003
282003
Measuring credit risk: CDS spreads vs. credit ratings
J Jacobs, AK Karagozoglu, CM Peluso
Office of the Comptroller of the Currency, Division of Economic and …, 2010
192010
Stress testing and model validation: application of the Bayesian approach to a credit risk portfolio
M Jacobs, AK Karagozoglu, F Sensenbrenner
Journal of Risk Model Validation 9 (3), 41-70, 2015
122015
Relative performance of bid–ask spread estimators: Futures market evidence
A Anand, AK Karagozoglu
Journal of International Financial Markets, Institutions and Money 16 (3 …, 2006
122006
Implementation of the BDT model with different volatility estimators: Applications to Eurodollar futures options
TG Bali, AK Karagozoglu
The Journal of Fixed Income 8 (4), 24-34, 1999
121999
Understanding and predicting ultimate loss given default on bonds and loans
M Jacobs Jr, A Karagozoglu
Working Paper, 2007
92007
On the characteristics of dynamic correlations between asset pairs
M Jacobs Jr, AK Karagozoglu
Research in International Business and Finance 32, 60-82, 2014
72014
Direct market access in exchange-traded derivatives: Effects of algorithmic trading on liquidity in futures markets
A Karagozoglu
Review of Futures Markets 19 (Special Issue), 95-142, 2011
72011
Understanding and predicting the resolution of financial distress
M Jacobs, AK Karagozoglu, D Layish
Working paper, Office of the Comptroller of the Currency, 2010
72010
Credit risk signals in CDS market vs agency ratings
M Jacobs Jr, AK Karagozoglu, DN Layish
The Journal of Risk Finance, 2016
52016
Bank capital and new regulatory requirements for risks in trading portfolios
H Inanoglu, M Jacobs, AK Karagozoglu
The Journal of Fixed Income 23 (4), 71-88, 2014
52014
Modeling ultimate loss-given-default on bonds and loans
M Jacobs, A Karagozoglu
URL: http://www. defaultrisk. com/pp_recov101. htm, 2010
52010
Pricing Eurodollar futures options using the BDT term structure model: The effect of yield curve smoothing
TG Bali, AK Karagozoglu
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2000
52000
Growing pains: The evolution of new stock index futures in emerging markets
NS Alan, AK Karagozoglu, S Korkmaz
Research in International Business and Finance 37, 1-16, 2016
42016
Underwriting services and the new issues market
GJ Papaioannou, AK Karagozoglu
Academic Press, 2017
32017
Volatility Wisdom of Social Media Crowds
AK Karagozoglu, FJ Fabozzi
The Journal of Portfolio Management 43 (2), 136-151, 2017
32017
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Articles 1–20