Deniz Erdemlioglu

  • 16 Citations
  • 2 h-Index
20052014
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Profil personnel

Présentation

I am a PhD student and researcher in finance at Louvain School of Manegement - FUNDP, Académie Universitaire Louvain, Belgium. My research focuses on analyzing and understanding the high frequency dynamics of returns and volatility in financial markets. In particular,  I investigate the characteristics and determinants of sudden asset price movements, called jumps.

As a Fulbright scholar, I received my masters degree in economics and finance from State University of New York, USA, and Bogazici University, Turkey. I completed my advanced studies in economics at Catholic University of Leuven, Belgium. My PhD supervisors are Christelle Lecourt from Louvain School of Management, and Hans Dewachter from Catholic University of Leuven.

Domaines de compétence

Macroeconomics, Financial Economics, International Finance, Empirical Finance, High Frequency Financial Econometrics, Applied Time Series Analysis

Diplômes

Ph.D. in Finance, Louvain School of Management, FUNDP - Namur, Belgium (2009 - present)

M.A.S. (Research) in Economics (with Distinction), Catholic University of Leuven, Belgium, 2008 - 2009

M.A. in Economics, State University of New York, Binghamton, NY, USA, May 2008

M.A. in Economics and Finance (with Honors), Bogazici University, Turkey, 2008

B.A. in Economics (with High Honors), Kadir Has University, Istanbul, Turkey, June 2005

Présentation

I am a PhD student and researcher in finance at Louvain School of Manegement - FUNDP, Académie Universitaire Louvain, Belgium. My research focuses on analyzing and understanding the high frequency dynamics of returns and volatility in financial markets. In particular,  I investigate the characteristics and determinants of sudden asset price movements, called jumps.

As a Fulbright scholar, I received my masters degree in economics and finance from State University of New York, USA, and Bogazici University, Turkey. I completed my advanced studies in economics at Catholic University of Leuven, Belgium. My PhD supervisors are Christelle Lecourt from Louvain School of Management, and Hans Dewachter from Catholic University of Leuven.

Domaines de compétence

Macroeconomics, Financial Economics, International Finance, Empirical Finance, High Frequency Financial Econometrics, Applied Time Series Analysis

Diplômes

Ph.D. in Finance, Louvain School of Management, FUNDP - Namur, Belgium (2009 - present)

M.A.S. (Research) in Economics (with Distinction), Catholic University of Leuven, Belgium, 2008 - 2009

M.A. in Economics, State University of New York, Binghamton, NY, USA, May 2008

M.A. in Economics and Finance (with Honors), Bogazici University, Turkey, 2008

B.A. in Economics (with High Honors), Kadir Has University, Istanbul, Turkey, June 2005

Empreinte digitale Examinez les sujets de recherche où Deniz Erdemlioglu est actif. Ces libellés de rubriques sont le fruit de recherches menées par cette personne. Ensemble, ils forment une empreinte digitale unique.

  • 2 Profils similaires
Jump Business & Economie
Uncertainty Business & Economie
Euro area Business & Economie
Communication Business & Economie
Authority Business & Economie
Exchange rates Business & Economie
Announcement Business & Economie
Asset prices Business & Economie

Projets 2005 2007

Résultat de recherche 2013 2014

  • 16 Citations
  • 2 h-Index
  • 1 Chapitre
  • 1 Article
  • 1 Autre contribution

High frequency jumps responses of asset prices on FX announcements and oral interventions

Lecourt, C., Erdemlioglu, D. & Dewachter, H., 2014, (Accepté/sous presse) Journal of International Money and Finance.

Résultats de recherche: Autre contribution

Announcement
Jump
Asset prices
Uncertainty
Euro area

The intra-day impact of communication on euro-dollar volatility and jumps

Dewachter, H., Erdemlioglu, D., Gnabo, J. Y. & Lecourt, C., 1 mai 2014, Dans : Journal of International Money and Finance. 43, p. 131-154 24 p.

Résultats de recherche: Contribution à un journal/une revueArticle

Eurodollar
Jump
Communication
Authority
Exchange rates

Econometric modeling of exchange rate volatility and jumps

Erdemlioglu, D., Laurent, S. & Neely, C. J., 30 avr. 2013, Handbook of Research Methods and Applications in Empirical Finance. Edward Elgar Publishing, p. 373-427 55 p.

Résultats de recherche: Contribution dans un livre/un catalogue/un rapport/dans les actes d'une conférenceChapitre

Thèse

Essays on Intraday Exchange Rate Dynamics

Auteur: Erdemlioglu, D., 14 mars 2013

Superviseur: Lecourt, C. (Promoteur), Dewachter, H. (Personne externe) (Promoteur), Reding, P. (Président), Giot, P. (Jury) & LAURENT, S. (Personne externe) (Jury)

Thèse de l'étudiant: Doc typesDocteur en Sciences économiques et de gestion