Publications
Articles published in international peer-reviewed journals:
1. GENCER HATİCE GAYE,DEMİRALAY SERCAN (2016). THE CONTAGION EFFECTS ON REAL
ECONOMY: EMERGING MARKETS
DURING THE RECENT CRISES. ROMANIAN JOURNAL OF ECONOMIC FORECASTING, 19(1), 104-121. (Yayın No: 2647977)
2. GENCER HATİCE GAYE (2015). Flight-to-quality or contagion effect? An analysis from the Turkish and the US financial markets. Financial Theory and Practice, 39(3), 325-340., Doi: 10.3326/fintp. 39.3.4 (Yayın No: 1573565)
3. GENCER HATİCE GAYE,Sercan Demiralay (2015). Volatility Modeling and Value-at-Risk (VaR) Forecasting of Emerging Stock Markets in the Presence of Long Memory, Asymmetry and Skewed Heavy Tails. Emerging Markets Finance and Trade, 1-19., Doi: 10.1080/1540496X.2014.998557 (Yayın No: 1573659)
4. GENCER HATİCE GAYE,Zafer Musoğlu (2014). The Safe Haven Property of Gold in Turkish Financial Markets: An Investigation of the Global Financial Crisis. Bogazici Journal: Review of Social, Economic & Administrative Studies, 28(2), 75-89. (Yayın No: 1576065)
5. GENCER HATİCE GAYE,Zafer Musoğlu (2014). Volatility Transmission and Spillovers among Gold, Bonds and Stocks: An Empirical Evidence from Turkey. International Journal of Economics and Financial Issues, 4(4), 705-713. (Yayın No: 1576242)
6. Sercan Demiralay,GENCER HATİCE GAYE (2014). Volatility Transmissions between Oil Prices and Emerging Market Sectors: Implications for Portfolio Management and Hedging Strategies. International Journal of Energy Economics and Policy, 4(3), 442-447., Atıf Sayısı: 1 (Yayın No: 1575816)
7. GENCER HATİCE GAYE,Zafer Musoğlu (2014). Volatility Modeling and Forecasting of Istanbul Gold Exchange (IGE). International Journal of Financial Research, 5(2), 87-101., Doi: 10.5430/ijfr. v5n2p87 (Yayın No: 937715)
8. GENCER HATİCE GAYE,KILIÇ ERDEM (2014). Conditional Correlations and Volatility Links Among Gold, Oil and Istanbul Stock Exchange Sector Returns. International Journal of Economics and Financial Issues, 4(1), 170-182., Atıf Sayısı: 2 (Yayın No: 937564)
9. GENCER HATİCE GAYE,Sercan Demiralay (2014). Shock and Volatility Spillovers between Oil
Prices and Turkish Sector Returns. International Journal of Economics and Finance, 6(2), 174-1 8 0 . , D o i : 1 0 . 5 5 3 9 / i j e f . v 6 n 2 p 1 7 4
Articles published in international peer-reviewed journals:
10. GENCER HATİCE GAYE,Sercan Demiralay (2013). Dynamic Correlations and Volatility Transmissions among Turkish Sectors. APPLIED FINANCE, 4(12), 1672-1685. (Yayın No: 937675)
11. GENCER HATİCE GAYE,Sercan Demiralay (2013). The impact of oil prices on sectoral returns: an empirical analysis from Borsa Istanbul.. Theoretical and Applied Economics, 20(12), 7-24. (Yayın No: 937588)
b. Papers presented at international scientific meetings and published in proceedings:
1. GENCER HATİCE GAYE,DEMİRALAY SERCAN (2015). Financial Contagion, Interdependence and the Real Economy: Evidence from emerging markets. 1st World Congress of Comparative Economics (Özet bildiri)(Yayın No:2636095)
2. GÜRSOY GÜNER,GENCER HATİCE GAYE,Sercan Demiralay (2015). DOI and Performance. First World Congress of Comparative Economics (Özet bildiri)(Yayın No:1584120)
3. Demiralay Sercan,GENCER HATİCE GAYE,Bayracı Selçuk (2015). Do Commodities Really Provide Diversification Benefits?. 55th Meeting of the EWGCFM (Özet bildiri)(Yayın No:1597363)
4. GENCER HATİCE GAYE,DEMİRALAY SERCAN (2014). Flight-to-Quality: Evidence from Turkish and US Financial Markets during 2008 Economic
Crisis. Symposium on Business and Economics in Times of Crisis (Özet bildiri)(Yayın No:2636411)
5. GENCER HATİCE GAYE,DEMİRALAY SERCAN (2013). Return Dynamics and Volatility Transmission between Oil Prices and Borsa Istanbul Sectoral Indices. Asia Economic Community Forum 2013 (Özet bildiri)(Yayın No:2636170)
6. GENCER HATİCE GAYE,DEMİRALAY SERCAN (2013). The Impact of Oil Prices on Sectoral Returns: An Empirical Analysis from Borsa
Istanbu. EY International Congress on Economics I"EUROPE AND GLOBAL ECONOMIC REBALANCING (Özet bildiri)(Yayın No:2636353)
7. GENCER HATİCE GAYE (2013). VOLATILITY OF STOCK MARKET INDICES CONDITIONAL ON ISE
SECTORAL INDICES, GOLD AND OIL PRICES: EVIDENCE FROM ISTANBUL STOCK EXCHANGE MARKET . XXVI EURO - INFORMS 26th European Conference on Operational Research (Özet bildiri)(Yayın No:937913)
8. GENCER HATİCE GAYE,KILIÇ ERDEM (2013). VOLATILITY OF STOCK MARKET INDICES
CONDITIONAL ON ISE SECTORAL INDICES, GOLD AND OIL PRICES: AN EVIDENCE FROM ISTANBUL STOCK EXCHANGE MARKET. Uluslararası İstanbul Finans Konferansı (Özet bildiri)(Yayın No:2652644)
9. GENCER HATİCE GAYE,ULUSAVAẞ ÖZGEHAN (2012). SHORT-TERM PREDICTABILITY OF ABNORMAL STOCK RETURNS: A CASE OF ISE. Uluslararası Finans ve Bankacılık Sempozyumu (Özet bildiri)(Yayın No:2652659)
C. National/international books written or chapters in books:
C1. National/international books written:
1. Information Signals, Foreign Investment And Investor Confidence: An Evidence from Istanbul Stock Exchange Market (2013)., GENCER HATİCE GAYE,Özgehan Ulusavaẟ, LAP LAMBERT Academic Publishing, Basım sayısı:1, Sayfa Sayısı 372, ISBN:978-3659448997, İngilizce(Bilimsel Kitap), (Yayın No: 936980)
2. Determinants of Trade Credit: An Evidence from Turkish Manufacturing Companies (2013)., GENCER HATİCE GAYE,Murat Ulcay, LAP LAMBERT Academic Publishing, Basım sayısı:1, Sayfa Sayısı 308, ISBN:978-3659445156, İngilizce(Bilimsel Kitap), (Yayın No: 936921)
C. National/international books written or chapters in books:
C2. Chapters in national/international books written:
From Financial Crisis to Economic and Political Distress, Bölüm adı:(Short-term Predictability of
1. Stock Returns Following Price Shocks: An Evidence from Istanbul Stock Exchange) (2014)., GENCER HATİCE GAYE,Özgehan Ulusavaş, LAP LAMBERT Academic Publishing, Editör:Atilla Öner; Gönül Demirel, Basım sayısı:1, Sayfa Sayısı 184, ISBN:978-3659312458, İngilizce (Bilimsel Kitap), (Yayın No: 937286)
