Coşkun, Yener

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Coskun, Yener
Job Title
Email Address
yener.coskun@ieu.edu.tr
Main Affiliation
03.04. International Trade and Finance
Status
Current Staff
Website
Scopus Author ID
Turkish CoHE Profile ID
Google Scholar ID
WoS Researcher ID

Sustainable Development Goals

5

GENDER EQUALITY
GENDER EQUALITY Logo

0

Research Products

9

INDUSTRY, INNOVATION AND INFRASTRUCTURE
INDUSTRY, INNOVATION AND INFRASTRUCTURE Logo

3

Research Products

13

CLIMATE ACTION
CLIMATE ACTION Logo

0

Research Products

8

DECENT WORK AND ECONOMIC GROWTH
DECENT WORK AND ECONOMIC GROWTH Logo

3

Research Products

14

LIFE BELOW WATER
LIFE BELOW WATER Logo

0

Research Products

17

PARTNERSHIPS FOR THE GOALS
PARTNERSHIPS FOR THE GOALS Logo

0

Research Products

1

NO POVERTY
NO POVERTY Logo

1

Research Products

2

ZERO HUNGER
ZERO HUNGER Logo

0

Research Products

4

QUALITY EDUCATION
QUALITY EDUCATION Logo

0

Research Products

11

SUSTAINABLE CITIES AND COMMUNITIES
SUSTAINABLE CITIES AND COMMUNITIES Logo

1

Research Products

16

PEACE, JUSTICE AND STRONG INSTITUTIONS
PEACE, JUSTICE AND STRONG INSTITUTIONS Logo

0

Research Products

3

GOOD HEALTH AND WELL-BEING
GOOD HEALTH AND WELL-BEING Logo

0

Research Products

6

CLEAN WATER AND SANITATION
CLEAN WATER AND SANITATION Logo

0

Research Products

12

RESPONSIBLE CONSUMPTION AND PRODUCTION
RESPONSIBLE CONSUMPTION AND PRODUCTION Logo

0

Research Products

10

REDUCED INEQUALITIES
REDUCED INEQUALITIES Logo

2

Research Products

15

LIFE ON LAND
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0

Research Products

7

AFFORDABLE AND CLEAN ENERGY
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0

Research Products
Documents

33

Citations

650

h-index

12

Documents

25

Citations

479

Scholarly Output

8

Articles

6

Views / Downloads

13/0

Supervised MSc Theses

0

Supervised PhD Theses

0

WoS Citation Count

234

Scopus Citation Count

275

WoS h-index

5

Scopus h-index

4

Patents

0

Projects

0

WoS Citations per Publication

29.25

Scopus Citations per Publication

34.38

Open Access Source

3

Supervised Theses

0

JournalCount
Advances in Automated Valuatıon Modelıng: Avm After the Non-Agency Mortgage Crısıs1
Emergıng Markets Revıew1
Eurasıan Economıc Revıew1
Iktısat Isletme Ve Fınans1
International Journal of Economic Perspectives1
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Scholarly Output Search Results

Now showing 1 - 8 of 8
  • Article
    Toki Modeli ve Finansal Yapısının Analizi
    (2015) Coşkun, Yener
    TOKİ faaliyetlerinin son yıllarda ön plana çıkmasında; taşınmaz ekonomisinin pozitif dışsallıkları, ipotekli konut finansmanı sisteminin etkinlik sorunları ve konut finansmanındaki gelir/servet yetersizliği etkili olmuştur. Çalışmada, finansal etkinlik açısından yazında kapsamlı olarak incelenmediği görülen, TOKİ modelinin temel nitelikleri ve finansal yapısının etkinliği analiz edilmiştir. İnceleme sonucunda, başarılı yönleri bulunmakla birlikte, TOKİ faaliyetlerinin ve buna ilişkin finansal sonuçların yeterince şeffaf olmadığı ve finansman yapısının risk/etkinlik sorunları doğurabileceği belirlenmiştir. Söz konusu belirlemeler ışığında, olası faaliyet risklerinin azaltılması ve kurumsal yönetim/ finansman kalitesinin artırılabilmesi için, TOKİ'nin finansal bir kurum olarak yapılanması önerilmiştir.
  • Article
    Citation - WoS: 8
    Conditions of Mortgage Market Development: a Critical Emprical Review for Turkey
    (Bilgesel Yayincilik San & Tic Ltd, 2014) Yalciner, Kursat; Coşkun, Yener
    This paper aims to define conditions of mortgage market development in Turkey in a period of (2005: 01)-(2011: 09) by defining dynamic causal relationships between volume of housing credit and macroeconomic indicators. We employ VAR, cointegration analysis, VECM, Granger causality tests, impulse-response functions and variance decomposition models. In the long term equation, real interest rate variable is negatively and residential buildings floor area according to occupancy permits, real GDP per person and monetary aggregate/financial wealth (M2) variables are positively cointegrated with housing credit. According to impulse-response/variance decomposition findings, the most effective variables on housing credit are consecutively defined as occupancy permits, real interest rate, real GDP per person and M2. Outcome of models also implies that development of mortgage market may be also related to complex socio-economic/politic processes such as solving income inequalities besides conventional conditions involving financial stability, mortgage costs, housing demand and housing market activity level.
  • Article
    Citation - WoS: 51
    Citation - Scopus: 60
    Shock Transmission and Volatility Spillover in Stock and Commodity Markets: Evidence From Advanced and Emerging Markets
    (Springer Heidelberg, 2018) Vardar, Gulin; Coskun, Yener; Yelkenci, Tezer
    This paper employs a VAR-BEKK GARCH model to examine the shock transmission and volatility spillover (STVS) effects among daily stock market indices of the US, UK, France, Germany, Japan, Turkey, China, South Korea, South Africa and India, together with the five major commodity spot price-crude oil, natural gas, platinum, silver and gold-over the period 05 July, 2005 and 14 October, 2016, i.e., covering the pre-crisis, crisis and post global financial crisis periods. In the full period, the primary trend in advanced and emerging countries is the bidirectional STVS effects between stock and the commodity returns. However, the results also illustrate relatively less unilateral STVS effects from the commodity to stock returns, but significant unilateral STVS effects from the stock returns to the commodity returns in advanced and emerging countries. We also find more cases of significant STVS effects between commodity and stock markets in all countries during the crisis and post-crisis periods compared to the pre-crisis period. Therefore, it indicates that STVS effects are the new normal for stock and commodity markets, despite the efforts of central banks during post-global crisis period. In practical terms, our findings suggest that resource allocation decision between stocks and commodities should involve the analysis of the direction of the STVS effects in particular stock/commodity markets and cycles of the global economy.
  • Article
    Citation - WoS: 9
    Citation - Scopus: 10
    Does Credit Composition Have Asymmetric Effects on Income Inequality? New Evidence From Panel Data
    (Mdpi, 2018) Seven, Unal; Kilinc, Dilara; Coskun, Yener
    This paper studied the effects of credit to private non-financial sectors on income inequality. In particular, we focused on the distinction between household and firm credits, and investigated whether these two types of credit had adverse effects on income inequality. Employing cross-section augmented cointegrating regressions and using balanced panel data for 30 developed and developing countries over the period from 1995 to 2013, we showed that firm credit reduced income inequality, whereas there was no significant impact of household credit on income inequality. We concluded that it was not the size of the private credit but its composition which mattered in reducing income inequality, due to the asymmetric effects of different types of credit.
  • Book Part
    Citation - WoS: 10
    Citation - Scopus: 11
    Housing Finance in Turkey Over the Last 25 Years: Good, Bad or Ugly?
    (Blackwell Science Publ, 2016) Coşkun, Yener
    [Abstract Not Available]
  • Article
    Citation - WoS: 156
    Citation - Scopus: 191
    Does Financial Development Reduce Income Inequality and Poverty? Evidence From Emerging Countries
    (Elsevier Science Bv, 2016) Seven, Unal; Coşkun, Yener
    The objective of this paper is to examine whether bank and stock market development contributes, to reducing income inequality and poverty in emerging countries. Using dynamic panel data methods with an updated dataset for the period 1987-2011, we assess the finance inequality-poverty nexus by taking the separate and simultaneous impacts of banks and stock markets into account Mixed explanatory findings on panel studies suggest that although financial development promotes economic growth, this does not necessarily benefit those on low-incomes in emerging countries. For the finance-poverty link, we find that neither banks nor stock markets play a significant role in poverty reduction. (C) 2016 Elsevier B.V. All rights reserved.
  • Article
    Citation - Scopus: 3
    Exploring the Finance-Growth Volatility Nexus: Evidience From Developed, Developing and Transition Countries
    (International Economic Society, 2016) Vardar G.; Coşkun Y.
    Utilizing Arellano and Bond (1991) panel-GMM estimator model, this paper investigates dynamic interactions between financial system, through bank/stock market development, and economic growth volatility in overall/specific country group levels for 47 developed/developing/transition countries during 1989-2012 periods. Empirical results for the full sample of countries suggest that all variables, except stock market turnover ratio, have a statistically significant and negative impact on economic growth volatility, whereas domestic credit to GDP has a statistically significant but positive impact. This result may imply that it is the development of the stock market rather than the development of the banking sector that dampens the growth volatility. © International Economic Society.
  • Book Part
    An Application of Regressed Discounted Cash Flow as an Automated Valuation Method: a Case in Bari
    (Springer International Publishing Ag, 2017) d'Amato, Maurizio; Coşkun, Yener
    The application of automated valuation methodology (AVM) procedure to income approach normally deals with direct capitalization. This happens although the great diffusion of discounted cash flow (DCF) analysis. The main objectives of paper are twofold: first, we aim to propose an AVM procedure based on the relationship between the DCF inputs and outputs. Second, we seek to determine discount rate and local risk premium in the case of Bari commercial market The study also refines discussions on risk premium factor in the regressed DCF application. The study also and identifies the room for enhancing the suggested methodology. The solution proposed is the model A of Regressed DCF (d'Amato and Kauko 2012).