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Ahmet Karagozoglu
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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
642008
Resolution of corporate financial distress: an empirical analysis of processes and outcomes
M Jacobs, AK Karagozoglu, DN Layish
SSRN, 2020
432020
Modeling ultimate loss-given-default on corporate debt
M Jacobs Jr, AK Karagozoglu
Journal of Fixed Income 21 (1), 6, 2011
412011
Changing the size of a futures contract: Liquidity and microstructure effects
AK Karagozoglu, TF Martell
Financial Review 34 (4), 75-94, 1999
381999
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, 323-348, 2003
332003
Measuring credit risk: CDS spreads vs. credit ratings
J Jacobs, AK Karagozoglu, CM Peluso
The 2010 FMA Meetings, 2010
302010
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
282015
News and idiosyncratic volatility: the public information processing hypothesis
RF Engle, MK Hansen, AK Karagozoglu, A Lunde
Journal of Financial Econometrics 19 (1), 1-38, 2021
172021
Volatility wisdom of social media crowds
AK Karagozoglu, FJ Fabozzi
Journal of Portfolio Management 43 (2), 136, 2017
172017
Implementation of the BDT Model with Different Volatility Estimators: Applications to Eurodollar Futures Options.
TG Bali
Journal of Fixed Income 8 (4), 24-33, 1999
161999
Underwriting services and the new issues market
GJ Papaioannou, AK Karagozoglu
Academic Press, 2017
152017
On the characteristics of dynamic correlations between asset pairs
M Jacobs Jr, AK Karagozoglu
Research in International Business and Finance 32, 60-82, 2014
152014
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
142016
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
132006
Multi-regime forecasting model for the impact of COVID-19 pandemic on volatility in global equity markets
NS Alan, RF Engle, AK Karagozoglu
Available at SSRN 3646520, 15, 2020
122020
Understanding and predicting the resolution of financial distress
M Jacobs, AK Karagozoglu, D Layish
Working Paper. Washington, DC: Office of the Comptroller of the Currency, 2010
122010
Understanding and predicting ultimate loss-given-default on bonds and loans
M Jacobs, AK Karagozoglu
Working Paper, 2007
122007
Credit risk signals in CDS market vs agency ratings
M Jacobs Jr, AK Karagozoglu, DN Layish
The Journal of Risk Finance 17 (2), 194-217, 2016
112016
Measuring credit risk: CDS spreads vs
M Jacobs, AK Karagozoglu, C Peluso
Credit Ratings, 2010
92010
Novel Risks: A Research and Policy Overview
AK Karagozoglu
Journal of Portfolio Management 47 (9), 11-34, 2021
82021
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Articles 1–20