Selva Demiralp : Citation Profile


Are you Selva Demiralp?

Koç Üniversitesi

13

H index

19

i10 index

571

Citations

RESEARCH PRODUCTION:

26

Articles

44

Papers

RESEARCH ACTIVITY:

   22 years (1999 - 2021). See details.
   Cites by year: 25
   Journals where Selva Demiralp has often published
   Relations with other researchers
   Recent citing documents: 31.    Total self citations: 31 (5.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde302
   Updated: 2021-03-01    RAS profile: 2020-05-20    
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Relations with other researchers


Works with:

Çakmaklı, Cem (4)

Yesiltas, Sevcan (3)

Eisenschmidt, Jens (3)

Alper, Koray (2)

Özbay Özlü, Pınar (2)

Binici, Mahir (2)

Kalemli-Ozcan, Sebnem (2)

Kara, Hakan (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Selva Demiralp.

Is cited by:

Klee, Elizabeth (17)

Ehrmann, Michael (16)

Bessler, David (14)

Fratzscher, Marcel (14)

Thornton, Daniel (14)

Kuttner, Kenneth (11)

Moneta, Alessio (11)

Zaghini, Andrea (10)

Perez Quiros, Gabriel (7)

Nautz, Dieter (7)

Jorda, Oscar (6)

Cites to:

Bernanke, Ben (26)

Blinder, Alan (17)

Jorda, Oscar (16)

Ehrmann, Michael (13)

Hamilton, James (13)

Fratzscher, Marcel (13)

Gertler, Mark (13)

Gürkaynak, Refet (12)

Kuttner, Kenneth (11)

Williams, John (11)

Taylor, John (11)

Main data


Where Selva Demiralp has published?


Journals with more than one article published# docs
Journal of Banking & Finance4
Journal of Money, Credit and Banking3
Economics Letters2
Journal of Macroeconomics2
Iktisat Isletme ve Finans2
Oxford Bulletin of Economics and Statistics2
Economic Policy Review2

Working Papers Series with more than one paper published# docs
Ko University-TUSIAD Economic Research Forum Working Papers / Koc University-TUSIAD Economic Research Forum18
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)10
Working Papers / University of California, Davis, Department of Economics4
Working Paper Series / European Central Bank2
Working Papers / Research and Monetary Policy Department, Central Bank of the Republic of Turkey2

Recent works citing Selva Demiralp (2021 and 2020)


YearTitle of citing document
2020Adapting lending policies when negative interest rates hit banks’ profits. (2018). Ongena, Steven ; Mayordomo, Sergio ; Garcia-Posada, Miguel ; MiguelGarcia-Posada, ; Arce, Oscar. In: Working Papers. RePEc:bde:wpaper:1832.

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2021Drivers of food price in China: A heterogeneous panel SVAR approach. (2021). Xu, Juan ; Wu, Xiangjun. In: Agricultural Economics. RePEc:bla:agecon:v:52:y:2021:i:1:p:67-79.

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2020Persistence and Long Memory in Monetary Policy Spreads. (2020). Gil-Alana, Luis ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8664.

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2020Negative Interest Rates and Bank Lending. (2020). Brown, Martin. In: CESifo Forum. RePEc:ces:ifofor:v:21:y:2020:i:01:p:18-23.

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2021The new normal during normal times - liquidity regulation and conventional monetary policy. (2021). Wrampelmeyer, Jan ; van Lelyveld, Iman ; Bonner, Clemens ; Kroon, Sinziana. In: DNB Working Papers. RePEc:dnb:dnbwpp:703.

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2020Negative monetary policy rates and systemic banks’ risk-taking: evidence from the euro area securities register. (2020). Peydro, Jose-Luis ; Maddaloni, Angela ; Bubeck, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20202398.

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2020Why the money multiplier has remained persistently so low in the post-crisis United States?. (2020). Morelli, Pierluigi ; Seghezza, Elena. In: Economic Modelling. RePEc:eee:ecmode:v:92:y:2020:i:c:p:309-317.

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2021Energy-environment-economy causal nexus in Pakistan: A graph theoretic approach. (2021). Rehman, Atiq ; Hussain, Anwar ; Bhatti, Muhammad Ishaq ; Ur, Atiq ; Fazal, Rizwan. In: Energy. RePEc:eee:energy:v:214:y:2021:i:c:s0360544220320417.

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2020The role of lender country factors in cross border bank lending. (2020). Nahhas, Abdulkader ; Barrell, Ray. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521918306124.

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2020Money creation within the macroeconomy: An integrated model of banking. (2020). Li, Boyao ; Wang, Yougui. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301915.

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2020The versatility of money multiplier under Basel III regulations. (2020). Li, Boyao ; Wang, Yougui ; Xiong, Wanting ; Stanley, Eugene H. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318309140.

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2020A cautionary tale of two extremes: The provision of government liquidity support in the banking sector. (2020). Wu, Eliza ; Scheule, Harald ; Bui, Christina. In: Journal of Financial Stability. RePEc:eee:finsta:v:51:y:2020:i:c:s1572308920300838.

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2020Monetary policy announcements and market interest rates’ response: Evidence from China. (2020). Sun, Rongrong. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300303.

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2020Banking stress test effects on returns and risks. (2020). de Haan, Jakob ; Neretina, Ekaterina ; Sahin, Cenkhan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:117:y:2020:i:c:s0378426620301096.

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2020Policy transmission in Indian money markets: The role of liquidity. (2020). Goyal, Ashima ; Agarwal, Deepak Kumar. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:21:y:2020:i:c:s1703494919300763.

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2020Duration of Global Financial Cycles. (2020). Berument, Hakan M ; Varlik, Serdar ; Akdi, Yilmaz. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:549:y:2020:i:c:s0378437120301102.

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2020Decomposing financial (in)stability in emerging economies. (2020). Sánchez Serrano, Antonio ; Lepers, Etienne. In: Research in International Business and Finance. RePEc:eee:riibaf:v:51:y:2020:i:c:s0275531918309462.

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2021The Financial Market Effects of Unwinding the Federal Reserve’s Balance Sheet. (2021). Smith, Andrew ; Valcarcel, Victor J. In: Research Working Paper. RePEc:fip:fedkrw:89535.

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2020How Would U.S. Banks Fare in a Negative Interest Rate Environment?. (2020). Arseneau, David M. In: International Journal of Central Banking. RePEc:ijc:ijcjou:y:2020:q:4:a:7.

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2020A Dynamic Evaluation of Central Bank Credibility. (2020). Çakmaklı, Cem ; Demiralp, Selva. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:2015.

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2020A Macroeconomic Model of Healthcare Saturation, Inequality and the Output-Pandemia Tradeoff. (2020). Zhang, Jing ; Tesar, Linda ; Mendoza, Enrique ; Rojas, Eugenio I. In: NBER Working Papers. RePEc:nbr:nberwo:28247.

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2020Bank lending during the COVID-19 pandemic. (2020). Politsidis, Panagiotis ; HASAN, IFTEKHAR ; Sharma, Zenu. In: MPRA Paper. RePEc:pra:mprapa:103565.

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2020Paving the Way for an Economic Crisis with High Leverage and Currency Mismatches: 2018-19 Crisis in Turkey. (2020). Ozatay, Fatih. In: MPRA Paper. RePEc:pra:mprapa:104951.

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2020Central Bank Communication during Economic Recessions: Evidence from Nigeria. (2020). Omotosho, Babatunde. In: MPRA Paper. RePEc:pra:mprapa:99655.

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2020The impact of low interest rates on banks’ non-performing loans. (2020). Tepl, Petr ; Maivald, Matj. In: FFA Working Papers. RePEc:prg:jnlwps:v:2:y:2020:id:2.002.

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2020.

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2020Money, inflation and the financial crisis: the case of Switzerland. (2020). Reynard, Samuel ; Kugler, Peter. In: Working Papers. RePEc:snb:snbwpa:2020-16.

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2020Negative monetary policy rates and portfolio rebalancing: Evidence from credit register data. (2019). Presbitero, Andrea ; Peydro, Jose-Luis ; Bottero, Margherita ; Sette, Enrico ; Polo, Andrea ; Minoiu, Camelia. In: Economics Working Papers. RePEc:upf:upfgen:1649.

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2020Provisions for bank deposit withdrawals and portfolio selection. (2020). Perera, Ryle S. In: International Journal of Financial Engineering (IJFE). RePEc:wsi:ijfexx:v:07:y:2020:i:01:n:s2424786319500373.

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2020The devil is in the details, but so is salvation: Different approachesin money market measurement. (2020). Paulick, Jan ; Muller, Alexander. In: Discussion Papers. RePEc:zbw:bubdps:662020.

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2020Negative interest rates, capital flows and exchange rates. (2020). Ruprecht, Romina. In: ECON - Working Papers. RePEc:zur:econwp:351.

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Works by Selva Demiralp:


YearTitleTypeCited
2003Searching for the Causal Structure of a Vector Autoregression* In: Oxford Bulletin of Economics and Statistics.
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article77
2003Searching for the Causal Structure of a Vector Autoregression.(2003) In: Working Papers.
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This paper has another version. Agregated cites: 77
paper
2008A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression* In: Oxford Bulletin of Economics and Statistics.
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article15
2006A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression.(2006) In: Working Papers.
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This paper has another version. Agregated cites: 15
paper
2003The Pavlovian Response of Term Rates to Fed Announcements. In: Working Papers.
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paper8
2001The Pavlovian response of term rates to Fed announcements.(2001) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 8
paper
1999The Pavlovian Response of Term Rates to Fed Announcements.(1999) In: Department of Economics.
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This paper has another version. Agregated cites: 8
paper
2003The Announcement Effect: Evidence from Open Market Desk Data In: Working Papers.
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paper31
2002The announcement effect: evidence from open market desk data.(2002) In: Economic Policy Review.
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This paper has another version. Agregated cites: 31
article
2001The Announcement Effect: Evidence from Open Market Desk Data.(2001) In: Department of Economics.
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This paper has another version. Agregated cites: 31
paper
2010Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2 In: Working Papers.
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paper2
2013The effectiveness of the non-standard policy measures during the financial crises: the experiences of the federal reserve and the European Central Bank In: Working Paper Series.
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paper18
2013The effectiveness of the non-standard policy measures during the financial crises: the experiences of the Federal Reserve and the European Central Bank.(2013) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 18
paper
2019Negative interest rates, excess liquidity and retail deposits: banks’ reaction to unconventional monetary policy in the euro area In: Working Paper Series.
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paper4
2020Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area.(2020) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has another version. Agregated cites: 4
paper
2014The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: The experiences of the Federal Reserve and the European Central Bank In: Journal of Economic Dynamics and Control.
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article12
2008Monetary policy surprises and the expectations hypothesis at the short end of the yield curve In: Economics Letters.
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article3
2008Monetary Policy Surprises and the Expectations Hypothesis at the Short End of the Yield Curve.(2008) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has another version. Agregated cites: 3
paper
2014Measuring stress in money markets: A dynamic factor approach In: Economics Letters.
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article3
2016Volatility in the federal funds market and money market spreads during the financial crisis In: Journal of Financial Stability.
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article2
2020Government support of banks and bank lending In: Journal of Banking & Finance.
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article1
2016Government Support of Banks and Bank Lending.(2016) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has another version. Agregated cites: 1
paper
2005Declining required reserves, funds rate volatility, and open market operations In: Journal of Banking & Finance.
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article15
2003Declining required reserves, funds rate volatility, and open market operations.(2003) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 15
paper
2010Discount window borrowing after 2003: The explicit reduction in implicit costs In: Journal of Banking & Finance.
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article10
2007Discount Window Borrowing after 2003: The Explicit Reduction in Implicit Costs.(2007) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has another version. Agregated cites: 10
paper
2015Analyzing Federal Reserve asset purchases: From whom does the Fed buy? In: Journal of Banking & Finance.
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article35
2013Analyzing Federal Reserve asset purchases: from whom does the Fed buy?.(2013) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 35
paper
2006Overnight interbank loan markets In: Journal of Economics and Business.
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article50
2004Overnight interbank loan markets.(2004) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 50
paper
2019Does anyone listen when politicians talk? The effect of political commentaries on policy rate decisions and expectations In: Journal of International Money and Finance.
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article2
2016Does Anyone Listen when Politicians Talk? The Effect of Political Commentaries on Policy Rate Decisions and Expectations.(2016) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 2
paper
2012Money, reserves, and the transmission of monetary policy: Does the money multiplier exist? In: Journal of Macroeconomics.
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article42
2010Money, reserves, and the transmission of monetary policy: does the money multiplier exist?.(2010) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 42
paper
2012Asymmetric response to monetary policy surprises at the long-end of the yield curve In: Journal of Macroeconomics.
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article3
2009Asymmetric Response to Monetary Policy Surprises at the Long-End of the Yield Curve.(2009) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has another version. Agregated cites: 3
paper
2012Monetary policy communication in Turkey In: European Journal of Political Economy.
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article11
2001Monetary policy in a changing world: rising role of expectations and the anticipation effect In: Finance and Economics Discussion Series.
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paper12
2004The liquidity effect in the federal funds market: evidence from daily open market operations In: Finance and Economics Discussion Series.
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paper50
2006The Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations.(2006) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 50
article
2011Volatility, money market rates, and the transmission of monetary policy In: Finance and Economics Discussion Series.
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paper2
2011Volatility, Money Market Rates, and the Transmission of Monetary Policy.(2011) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has another version. Agregated cites: 2
paper
2010Provision of liquidity through the primary credit facility during the financial crisis: a structural analysis In: Economic Policy Review.
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article6
2009Provision of Liquidity through the Primary Credit Facility during the Financial Crisis: A Structural Analysis.(2009) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has another version. Agregated cites: 6
paper
2009Provision of Liquidity through the Primary Credit Facility during the Financial Crisis: A Structural Analysis.(2009) In: 2009 Meeting Papers.
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This paper has another version. Agregated cites: 6
paper
2008Parasal aktarım mekanizmasında para’nın yeri: Türkiye için bir analiz In: Iktisat Isletme ve Finans.
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article2
2007Parasal Aktarım Mekanizmasında Paranın Yeri: Türkiye için bir Analiz.(2007) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has another version. Agregated cites: 2
paper
2010Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi In: Iktisat Isletme ve Finans.
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article5
2010Para Politikasi Beklentilerinin Sermaye Piyasalari Ãœzerindeki Etkisi.(2010) In: Koç University-TUSIAD Economic Research Forum Working Papers.
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This paper has another version. Agregated cites: 5
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2006Anticipation of Monetary Policy and Open Market Operations In: International Journal of Central Banking.
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article13
2006Anticipation of Monetary Policy and Open Market Operations.(2006) In: MPRA Paper.
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This paper has another version. Agregated cites: 13
paper
2009Money and the Transmission of Monetary Policy In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper0
2011Monetary policy communication under inflation targeting: Do words speak louder than actions? In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper1
2011Monetary Policy Communication Under Inflation Targeting : Do Words Speak Louder Than Actions?.(2011) In: Working Papers.
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This paper has another version. Agregated cites: 1
paper
2014Reserve Requirements, Liquidity Risk, and Credit Growth In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper11
2014Reserve Requirements, Liquidity Risk and Credit Growth.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 11
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2014The Rational Islamic Actor? Evidence from Islamic Banking In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper0
2015The State of Property Development in Turkey: Facts and Comparisons In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper0
2016Reserve Requirements, Liquidity Risk, and Bank Lending Behavior In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper6
2018Reserve Requirements, Liquidity Risk, and Bank Lending Behavior.(2018) In: Journal of Money, Credit and Banking.
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This paper has another version. Agregated cites: 6
article
2017Negative interest rates, excess liquidity and bank business models: Banks’ reaction to unconventional monetary policy in the euro area In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper30
2018How Do Indirect Taxes on Tobacco Products Affect Inflation? In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper0
2020Macro and Financial Policy Responses for Turkey in its fight against COVID-19 In: Koç University-TUSIAD Economic Research Forum Working Papers.
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paper0
2004The Response of Term Rates to Fed Announcements. In: Journal of Money, Credit and Banking.
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article50
2008The Liquidity Effect in the Federal Funds Market: Evidence at the Monthly Frequency In: Journal of Money, Credit and Banking.
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article27
2020COVID-19 and Emerging Markets: A SIR Model, Demand Shocks and Capital Flows In: NBER Working Papers.
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paper1
2021The Economic Case for Global Vaccinations: An Epidemiological Model with International Production Networks In: NBER Working Papers.
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paper0
2014Still puzzling: evaluating the price puzzle in an empirically identified structural vector autoregression In: Empirical Economics.
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article11
2020Has the Financial Crisis affected the Real Interest Rate Dynamics in Europe? In: Journal of Business Cycle Research.
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article0
2013How did the Financial Crisis affect the Real Interest Rate Dynamics in Europe? In: Working Papers.
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paper0

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