Crises and Recovery in Emerging Markets, “Guest Editor” (Emerging Markets Finance & Trade, 2012, Cover)

Analyzing the dual long memory in stock market returns (Ege Academic Review, 2011, Full Paper)

Stress-testing of energy related derivative instruments based on conditional market risk models (Enerji, Piyasa ve Düzenleme, 2010, Full Paper)

Linear and non-linear dependence in the stock market returns: Validity check of the weak-form efficient market hypothesis (Yapı Kredi Economic Review, 2008, Full Paper)

Finansal riskten korunma fonları-hedge funds-, (Finans-Politik ve Ekonomik Yorumlar, 2005, Full Paper)

Skewness in the conditional distribution of daily equity returns (Applied Financial Economics, 2004, Abstract)

The empirical distribution of UK and US stock returns (Journal of Business, Finance and Accounting, 2001, Abstract) 

Linear and non-linear dependence and financial risk management (European Journal of Operational Research, 2001, Abstract)

The empirical distribution of stock returns: Evidence from an emerging European market (Applied Economics Letters, 2001, Abstract)

Bankacılıkta Risk Yönetimi ve Sermaye Yeterliliği: Value-at-Risk Uygulamaları (İktisat, İşletme ve Finans, 1999, Abstract)

Mevduat Sigortası (İktisat, İşletme ve Finans, 1996, Abstract)