Selva Demiralp : Citation Profile


Are you Selva Demiralp?

Koç Üniversitesi

12

H index

18

i10 index

516

Citations

RESEARCH PRODUCTION:

24

Articles

43

Papers

RESEARCH ACTIVITY:

   21 years (1999 - 2020). See details.
   Cites by year: 24
   Journals where Selva Demiralp has often published
   Relations with other researchers
   Recent citing documents: 97.    Total self citations: 28 (5.15 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pde302
   Updated: 2020-05-23    RAS profile: 2020-05-20    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Eisenschmidt, Jens (5)

Kara, Hakan (4)

Binici, Mahir (4)

Özbay Özlü, Pınar (3)

Alper, Koray (2)

Senyuz, Zeynep (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)

Bessler, David (14)

Ehrmann, Michael (14)

Thornton, Daniel (14)

Fratzscher, Marcel (12)

Kuttner, Kenneth (11)

Moneta, Alessio (11)

Zaghini, Andrea (8)

Nautz, Dieter (7)

Perez Quiros, Gabriel (7)

Bartolini, Leonardo (6)

Cites to:

Bernanke, Ben (27)

Blinder, Alan (18)

Ehrmann, Michael (13)

Jorda, Oscar (13)

Hamilton, James (13)

Fratzscher, Marcel (13)

Gertler, Mark (13)

Gürkaynak, Refet (12)

Kuttner, Kenneth (11)

Swanson, Eric (10)

Rudebusch, Glenn (9)

Main data


Where Selva Demiralp has published?


Journals with more than one article published# docs
Journal of Banking & Finance3
Journal of Money, Credit and Banking3
Iktisat Isletme ve Finans2
Journal of Macroeconomics2
Oxford Bulletin of Economics and Statistics2
Economics Letters2
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 (2020 and 2019)


YearTitle of citing document
2018Gaussian Copulas for Imposing Structure on VAR. (2018). Bessler, David ; Dallakyan, Aramayis. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274401.

Full description at Econpapers || Download paper

2017THE FINANCIAL CRISIS RESPONSE. COMPARATIVE ANALYSIS BETWEEN EUROPEAN UNION AND USA. (2017). Melnic, Florentina. In: Review of Economic and Business Studies. RePEc:aic:revebs:y:2017:j:19:melnicf.

Full description at Econpapers || Download paper

2018Credit, Capital Flows and Monetary Policy: A Post-Keynesian Analysis. (2018). Ekinci, Nazim Kadri . In: World Journal of Applied Economics. RePEc:ana:journl:v:4:y:2018:i:2:p:55-74.

Full description at Econpapers || Download paper

2018Adapting 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.

Full description at Econpapers || Download paper

2018‘New Normal’ or ‘New Orthodoxy’? Elements of a Central Banking Framework for the After-Crisis. (2018). Pfister, Christian ; Christian, Natacha Valla. In: Working papers. RePEc:bfr:banfra:680.

Full description at Econpapers || Download paper

2018Impact of the ECB Quantitative Easing on the French International Investment Position. (2018). CEZAR, Rafael ; Silvestrini, Maeva. In: Working papers. RePEc:bfr:banfra:701.

Full description at Econpapers || Download paper

2019Negative Monetary Policy Rates and Portfolio Rebalancing: Evidence from Credit Register Data. (2019). Presbitero, Andrea ; Peydro, Jose-Luis ; Sette, Enrico ; Polo, Andrea ; Minoiu, Camelia ; Bottero, Margherita. In: Working Papers. RePEc:bge:wpaper:1090.

Full description at Econpapers || Download paper

2019Following the imprint of the ECBs asset purchase programme on global bond and deposit flows. (2019). Everett, Mary ; Shin, Hyun Song ; Avdjiev, Stefan. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903g.

Full description at Econpapers || Download paper

2018Euro area unconventional monetary policy and bank resilience. (2018). mamatzakis, emmanuel ; Avalos, Fernando. In: BIS Working Papers. RePEc:bis:biswps:754.

Full description at Econpapers || Download paper

2018The Folk Theorem of Decreasing Effectiveness of Monetary Policy: What Do the Data Say?. (2018). Wyplosz, Charles ; Panizza, Ugo. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:77:y:2018:i:1:p:71-107.

Full description at Econpapers || Download paper

2019Foreign exchange reserves and money supply. (2019). Ponomarenko, Alexey. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:note19.

Full description at Econpapers || Download paper

2018Forecasting the implications of foreign exchange reserve accumulation with an agent-based model. (2018). Ponomarenko, Alexey ; Khabibullin, Ramis ; Seleznev, Sergei. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps37.

Full description at Econpapers || Download paper

2019Do sterilized foreign exchange interventions create money?. (2019). Ponomarenko, Alexey. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps40.

Full description at Econpapers || Download paper

2018OPENNESS AND STRUCTURAL LABOR MARKET REFORMS: EX ANTE COUNTERFACTUALS. (2018). Lastauskas, Povilas ; Stakenas, Julius. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:36:y:2018:i:4:p:723-757.

Full description at Econpapers || Download paper

2018THE CREDIT‐CHANNEL TRANSMISSION MECHANISM AND THE NONLINEAR GROWTH AND WELFARE EFFECTS OF INFLATION AND TAXES. (2018). Chen, Shu-Hua. In: Economic Inquiry. RePEc:bla:ecinqu:v:56:y:2018:i:2:p:724-744.

Full description at Econpapers || Download paper

2017On the Identification of Interdependence and Contagion of Financial Crises. (2017). Bacchiocchi, Emanuele. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:6:p:1148-1175.

Full description at Econpapers || Download paper

2018Unconventional monetary policy and the portfolio choice of international mutual funds. (2018). Cenedese, Gino ; Elard, Ilaf. In: Bank of England working papers. RePEc:boe:boeewp:0705.

Full description at Econpapers || Download paper

2019Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks. (2019). Whelan, Karl ; Ryan, Ellen. In: Research Technical Papers. RePEc:cbi:wpaper:1/rt/19.

Full description at Econpapers || Download paper

2019Money Market Funds and Unconventional Monetary Policy. (2019). Dunne, Peter ; Sorbo, Jacopo ; Bua, Giovanna. In: Research Technical Papers. RePEc:cbi:wpaper:7/rt/19.

Full description at Econpapers || Download paper

2018How Banks Respond to Negative Interest Rates: Evidence from the Swiss Exemption Threshold. (2018). Mariathasan, Mike ; Basten, Christoph. In: CESifo Working Paper Series. RePEc:ces:ceswps:_6901.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2019Negative Interest Rates: Lessons from the Euro Area. (2019). Smets, Frank ; Eisenschmidt, Jens. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v26c02pp013-042.

Full description at Econpapers || Download paper

2018THE JOINT EFFECT OF BORROWER TARGETED MACROPRUDENTIAL INSTRUMENTS AND CAPITAL REGULATIONS ON PROCYCLICALITY OF LOAN-LOSS PROVISIONS. (2018). Olszak, Magorzata ; Kowalska, Iwona ; Roszkowska, Sylwia. In: Copernican Journal of Finance & Accounting. RePEc:cpn:umkcjf:v:7:y:2018:i:3:p:29-53.

Full description at Econpapers || Download paper

2018Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence. (2018). Spiegel, Mark ; Rose, Andrew ; Lopez, Jose. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13010.

Full description at Econpapers || Download paper

2018Life below zero: Bank lending under negative policy rates. (2018). Heider, Florian ; Schepens, Glenn ; Saidi, Farzad. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13191.

Full description at Econpapers || Download paper

2019Inspecting the Mechanism of Quantitative Easing in the Euro Area. (2019). Yogo, Motohiro ; Nguyen, Benoit ; Koulischer, Francois ; Koijen, Ralph. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13906.

Full description at Econpapers || Download paper

2018Negative Interest Rates and the Signalling Channel: In-Depth Analysis. (2018). Bernoth, Kerstin ; Haas, Alexander. In: DIW Berlin: Politikberatung kompakt. RePEc:diw:diwpok:pbk130.

Full description at Econpapers || Download paper

2018Quantitative easing and preferred habitat investors in the euro area bond market. (2018). Vermeulen, Robert ; Boermans, Martijn. In: DNB Working Papers. RePEc:dnb:dnbwpp:586.

Full description at Econpapers || Download paper

2018The impact of the ECB asset purchases on the European bond market structure: Granular evidence on ownership concentration. (2018). Boermans, Martijn ; Keshkov, Viacheslav. In: DNB Working Papers. RePEc:dnb:dnbwpp:590.

Full description at Econpapers || Download paper

2018Bank lending under negative policy rates. (2018). Schepens, Glenn. In: Research Bulletin. RePEc:ecb:ecbrbu:2018:0043:.

Full description at Econpapers || Download paper

2018Bank lending under negative policy rates. (2018). Schepens, Glenn. In: Research Bulletin. RePEc:ecb:ecbrbu:2018:0043:1.

Full description at Econpapers || Download paper

2018Life below zero: bank lending under negative policy rates. (2018). Schepens, Glenn ; Heider, Florian ; Saidi, Farzad. In: Working Paper Series. RePEc:ecb:ecbwps:20182173.

Full description at Econpapers || Download paper

2018Credit supply and demand in unconventional times. (2018). Ongena, Steven ; Altavilla, Carlo ; Holton, Sarah ; Boucinha, Miguel ; Carlo Altavilla , . In: Working Paper Series. RePEc:ecb:ecbwps:20182202.

Full description at Econpapers || Download paper

2019Monetary policy transmission to mortgages in a negative interest rate environment. (2019). Georgarakos, Dimitris ; Sousa, Joo ; Calza, Alessandro ; Amzallag, Adrien. In: Working Paper Series. RePEc:ecb:ecbwps:20192243.

Full description at Econpapers || Download paper

2019A tale of two decades: the ECB’s monetary policy at 20. (2019). Rostagno, Massimo ; Altavilla, Carlo ; Yiangou, Jonathan ; Guilhem, Arthur Saint ; Motto, Roberto ; Lemke, Wolfgang ; Carboni, Giacomo. In: Working Paper Series. RePEc:ecb:ecbwps:20192346.

Full description at Econpapers || Download paper

2018Do European Central Bank Asset Purchase Programmes Matter for the Euro-area Stock Markets and Brent Crude Market?. (2018). Lin, Yih-Bey ; Lee, Nicholas ; Leung, Yu-Hin ; Chang, Fu-Min. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-03-17.

Full description at Econpapers || Download paper

2018Financial Intermediation and Monetary Policy Effectiveness in Nigeria. (2018). , Okoro ; Okeke, Ambrose C ; Nzidee, Williams A ; Abada, Felicia C ; Manasseh, Charles O. In: International Review of Management and Marketing. RePEc:eco:journ3:2018-06-8.

Full description at Econpapers || Download paper

2017A method for agent-based models validation. (2017). Moneta, Alessio ; Guerini, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:82:y:2017:i:c:p:125-141.

Full description at Econpapers || Download paper

2017Searching for empirical linkages between demographic structure and economic growth. (2017). Wongboonsin, Kua ; Phiromswad, Piyachart . In: Economic Modelling. RePEc:eee:ecmode:v:60:y:2017:i:c:p:364-379.

Full description at Econpapers || Download paper

2019Income inequality, consumer debt, and prudential regulation: An agent-based approach to study the emergence of crises and financial instability. (2019). D'Orazio, Paola. In: Economic Modelling. RePEc:eee:ecmode:v:82:y:2019:i:c:p:308-331.

Full description at Econpapers || Download paper

2019Explaining the appearance of open-mouth operations in the 1990s U.S.. (2019). Hanes, Christopher. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:682-701.

Full description at Econpapers || Download paper

2019Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study. (2019). Wang, Ling. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:49:y:2019:i:c:p:235-251.

Full description at Econpapers || Download paper

2019Does the deposits channel work under a low interest rate environment?. (2019). Sa, Ana ; Jorge, Jose. In: Economics Letters. RePEc:eee:ecolet:v:185:y:2019:i:c:s0165176519303702.

Full description at Econpapers || Download paper

2019Time-varying energy and stock market integration in Asia. (2019). Wagner, Niklas ; Batten, Jonathan ; Szilagyi, Peter G ; Kinateder, Harald. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:777-792.

Full description at Econpapers || Download paper

2019Dynamics of financial development, trade openness, technological innovation and energy intensity: Evidence from Bangladesh. (2019). Pan, Xianyou ; Han, Cuicui ; Uddin, Md Kamal. In: Energy. RePEc:eee:energy:v:171:y:2019:i:c:p:456-464.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2018Financial stress and equilibrium dynamics in term interbank funding markets. (2018). Yoldas, Emre ; Senyuz, Zeynep. In: Journal of Financial Stability. RePEc:eee:finsta:v:34:y:2018:i:c:p:136-149.

Full description at Econpapers || Download paper

2019Bank margins and profits in a world of negative rates. (2019). Reghezza, Alessio ; Molyneux, Philip ; Xie, RU. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:107:y:2019:i:c:2.

Full description at Econpapers || Download paper

2018Bank funding costs in a rising interest rate environment. (2018). Uysal, Pinar ; Mora, Nada ; Gerlach, Jeffrey R. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:87:y:2018:i:c:p:164-186.

Full description at Econpapers || Download paper

2018Religiosity versus rationality: Depositor behavior in Islamic and conventional banks. (2018). Ozturk, Huseyin ; Aysan, Ahmet ; Duygun, Meryem ; Disli, Mustafa . In: Journal of Comparative Economics. RePEc:eee:jcecon:v:46:y:2018:i:1:p:1-19.

Full description at Econpapers || Download paper

2018The missing spillover of base expansion into monetary aggregates: Is there a puzzle?. (2018). Arnold, Ivo ; Soederhuizen, Beau. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:64-76.

Full description at Econpapers || Download paper

2019Transmission of monetary policy in the US and EU in times of expansion and crisis. (2019). Hierro, Luis Angel ; Egea, Fructuoso Borrallo. In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:4:p:763-783.

Full description at Econpapers || Download paper

2018Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach. (2018). Yin, Libo ; Ma, Xiyuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:508:y:2018:i:c:p:434-453.

Full description at Econpapers || Download paper

2018Committee decision-making at Swedens Riksbank. (2018). Chappell, Henry ; McGregor, Rob Roy. In: European Journal of Political Economy. RePEc:eee:poleco:v:53:y:2018:i:c:p:120-133.

Full description at Econpapers || Download paper

2018A clear advantage: The benefits of transparency to crisis recovery. (2018). Shambaugh, George E ; Shen, Elaine B. In: European Journal of Political Economy. RePEc:eee:poleco:v:55:y:2018:i:c:p:391-416.

Full description at Econpapers || Download paper

2018Does McCallum’s rule outperform Taylor’s rule during the financial crisis?. (2018). Jung, Alexander. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:9-21.

Full description at Econpapers || Download paper

2018Barriers to investment in utility-scale variable renewable electricity (VRE) generation projects. (2018). Hu, Jing ; Worrell, Ernst ; Crijns-Graus, Wina ; Harmsen, Robert. In: Renewable Energy. RePEc:eee:renene:v:121:y:2018:i:c:p:730-744.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2017The Janus-faced nature of debt : result from a data-driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: Documents de Travail de l'OFCE. RePEc:fce:doctra:1702.

Full description at Econpapers || Download paper

2018Why Have Negative Nominal Interest Rates Had Such a Small Effect on Bank Performance? Cross Country Evidence. (2018). Spiegel, Mark ; Rose, Andrew ; Lopez, Jose. In: Working Paper Series. RePEc:fip:fedfwp:2018-07.

Full description at Econpapers || Download paper

2018“Unconventional” Monetary Policy as Conventional Monetary Policy : A Perspective from the U.S. in the 1920s. (2018). Carlson, Mark ; Duygan-Bump, Burcu. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-19.

Full description at Econpapers || Download paper

2018The pre-crisis monetary policy implementation framework. (2018). Sarkar, Asani ; McGowan, John ; Kroeger, Alexander . In: Economic Policy Review. RePEc:fip:fednep:00049.

Full description at Econpapers || Download paper

2018The pre-crisis monetary policy implementation framework. (2018). Sarkar, Asani ; McGowan, John ; Kroeger, Alexander . In: Staff Reports. RePEc:fip:fednsr:809.

Full description at Econpapers || Download paper

2019Monetary Dynamics in a Network Economy. (2019). Veetil, Vipin ; Mandel, Antoine. In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). RePEc:hal:cesptp:halshs-02354576.

Full description at Econpapers || Download paper

2019Monetary Dynamics in a Network Economy. (2019). Veetil, Vipin ; Mandel, Antoine. In: Post-Print. RePEc:hal:journl:halshs-02354576.

Full description at Econpapers || Download paper

2018Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data. (2018). Ono, Arito ; Yasui, Yosuke ; Shintani, Kohei ; Nishioka, Shinichi ; Aoki, Kosuke . In: HIT-REFINED Working Paper Series. RePEc:hit:remfce:43.

Full description at Econpapers || Download paper

2019Policy transmission in Indian money markets: The role of liquidity. (2019). Goyal, Ashima ; Agarwal, Deepak Kumar. In: Indira Gandhi Institute of Development Research, Mumbai Working Papers. RePEc:ind:igiwpp:2019-027.

Full description at Econpapers || Download paper

2018How does monetary policy influence bank lending? Evidence from the market for banks wholesale funding. (2018). Scharler, Johann ; Breitenlechner, Max. In: Working Papers. RePEc:inn:wpaper:2018-01.

Full description at Econpapers || Download paper

2019Monetary Aggregates and Macroeconomic Performance: the Portuguese Escudo, 1911-1999. (2019). Jalles, Joao. In: Working Papers REM. RePEc:ise:remwps:wp01022019.

Full description at Econpapers || Download paper

2018Quantitative easing effects on commercial bank liability and government yields in UK: A threshold cointegration approach. (2018). Spyromitros, Eleftherios ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:2:d:10.1007_s10368-017-0401-7.

Full description at Econpapers || Download paper

2017Directed Graphs and Variable Selection in Large Vector Autoregressive Models. (2017). Kascha, Christian ; Bruggemann, Ralf . In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1706.

Full description at Econpapers || Download paper

2018Directed Graphs and Variable Selection in Large Vector Autoregressive Models. (2018). Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Working Paper Series of the Department of Economics, University of Konstanz. RePEc:knz:dpteco:1808.

Full description at Econpapers || Download paper

2018The Good, the Bad, and the Ugly: Impact of Negative Interest Rates and QE on the Profitability and Risk-Taking of 1600 German Banks. (2018). Urbschat, Florian. In: Discussion Papers in Economics. RePEc:lmu:muenec:56535.

Full description at Econpapers || Download paper

2019Trump Pressuring the Fed. (2019). Tillmann, Peter ; PeterTillmann, . In: MAGKS Papers on Economics. RePEc:mar:magkse:201920.

Full description at Econpapers || Download paper

2019Monetary Dynamics in a Network Economy. (2019). Mandel, Antoine ; Veetil, Vipin P. In: Documents de travail du Centre d'Economie de la Sorbonne. RePEc:mse:cesdoc:19021.

Full description at Econpapers || Download paper

2019Inspecting the Mechanism of Quantitative Easing in the Euro Area. (2019). Yogo, Motohiro ; Nguyen, Benoît ; koijen, ralph ; Koulischer, Francois. In: NBER Working Papers. RePEc:nbr:nberwo:26152.

Full description at Econpapers || Download paper

2017Foreword – The crisis, ten years after: Lessons learnt for monetary and financial research. (2017). Mendicino, Caterina ; Beyer, Andreas ; Coeure, Benoit. In: Economie et Statistique / Economics and Statistics. RePEc:nse:ecosta:ecostat_2017_494-495-496_4.

Full description at Econpapers || Download paper

2019Do reserve requirements reduce the risk of bank failure?. (2019). Glocker, Christian. In: MPRA Paper. RePEc:pra:mprapa:95634.

Full description at Econpapers || Download paper

2019Transmission channels of central bank asset purchases in the Irish economy. (2019). Finnegan, Marie ; Cawley, Cormac. In: MPRA Paper. RePEc:pra:mprapa:96547.

Full description at Econpapers || Download paper

2019A Text Mining Analysis of Central Bank Monetary Policy Communication in Nigeria. (2019). Omotosho, Babatunde ; Tumala, Mohammed M. In: MPRA Paper. RePEc:pra:mprapa:98850.

Full description at Econpapers || Download paper

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

Full description at Econpapers || Download paper

2017The Janus-faced nature of debt : results form a data driven cointegrated SVAR approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/3l2vounfl99nvqsr0k24sn3k5l.

Full description at Econpapers || Download paper

2018The Janus face nature of debt : results from a data-driven cointegrated SVAR approach. (2018). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: Sciences Po publications. RePEc:spo:wpmain:info:hdl:2441/574jpbbn0f8f5r56hqi6mjgm9d.

Full description at Econpapers || Download paper

2017Contemporaneous causal orderings of US corn cash prices through directed acyclic graphs. (2017). Xu, Xiaojie. In: Empirical Economics. RePEc:spr:empeco:v:52:y:2017:i:2:d:10.1007_s00181-016-1094-4.

Full description at Econpapers || Download paper

2018Network models of financial systemic risk: a review. (2018). Kobayashi, Teruyoshi ; Barucca, Paolo ; Caccioli, Fabio. In: Journal of Computational Social Science. RePEc:spr:jcsosc:v:1:y:2018:i:1:d:10.1007_s42001-017-0008-3.

Full description at Econpapers || Download paper

2017The Janus-Faced Nature of Debt: Results from a Data-Driven Cointegrated SVAR Approach. (2017). Roventini, Andrea ; Napoletano, Mauro ; Moneta, Alessio ; Guerini, Mattia. In: LEM Papers Series. RePEc:ssa:lemwps:2017/04.

Full description at Econpapers || Download paper

2018Long-term interest rates and bank loan supply: Evidence from firm-bank loan-level data. (2018). Yasui, Yosuke ; Shintani, Kohei ; Nishioka, Hinichi ; Arito, Kosuke Aoki. In: Working Papers. RePEc:tcr:wpaper:e119.

Full description at Econpapers || Download paper

2019Quantitative Easing and the Hot Potato Effect: Evidence from Euro Area Banks. (2019). Whelan, Karl ; Ryan, Ellen. In: Working Papers. RePEc:ucn:wpaper:201901.

Full description at Econpapers || Download paper

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.

Full description at Econpapers || Download paper

2018Bank Regulation and Financial Stability. (2018). Bui, Christina. In: PhD Thesis. RePEc:uts:finphd:5-2018.

Full description at Econpapers || Download paper

2018Contribution of the Austrian Governments Financial Market Interventions by HETA Asset Resolution AG to the Stabilisation of the Austrian Financial Market. (2018). Scheiblecker, Marcus ; Pekanov, Atanas ; Kaniovski, Serguei ; Glocker, Christian. In: WIFO Studies. RePEc:wfo:wstudy:60979.

Full description at Econpapers || Download paper

2019Connectedness between G10 currencies: Searching for the causal structure. (2019). Bettendorf, Timo ; Heinlein, Reinhold. In: Discussion Papers. RePEc:zbw:bubdps:062019.

Full description at Econpapers || Download paper

2018The impact of Basel III on money creation: A synthetic theoretical analysis. (2018). Xiong, Wanting ; Wang, Yougui. In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201841.

Full description at Econpapers || Download paper

2017The Draghi-Put: When unexpected words on joint liability speak louder than actions. (2017). Kohler, Ekkehard ; Wolfinger, Julia. In: Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. RePEc:zbw:vfsc17:168265.

Full description at Econpapers || Download paper

2019Directed Graph and Variable Selection in Large Vector Autoregressive Models. (2019). Brüggemann, Ralf ; Kascha, Christian ; Bruggemann, Ralf ; Bertsche, Dominik. In: Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy. RePEc:zbw:vfsc19:203656.

Full description at Econpapers || Download paper

Works by Selva Demiralp:


YearTitleTypeCited
2003Searching for the Causal Structure of a Vector Autoregression* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article75
2003Searching for the Causal Structure of a Vector Autoregression.(2003) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 75
paper
2008A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article15
2006A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 15
paper
2003The Pavlovian Response of Term Rates to Fed Announcements. In: Working Papers.
[Full Text][Citation analysis]
paper7
2001The Pavlovian response of term rates to Fed announcements.(2001) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
1999The Pavlovian Response of Term Rates to Fed Announcements.(1999) In: Department of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2003The Announcement Effect: Evidence from Open Market Desk Data In: Working Papers.
[Full Text][Citation analysis]
paper31
2002The announcement effect: evidence from open market desk data.(2002) In: Economic Policy Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 31
article
2001The Announcement Effect: Evidence from Open Market Desk Data.(2001) In: Department of Economics.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper2
2019Negative interest rates, excess liquidity and retail deposits: Banks’ reaction to unconventional monetary policy in the euro area.(2019) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
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.
[Full Text][Citation analysis]
article11
2008Monetary policy surprises and the expectations hypothesis at the short end of the yield curve In: Economics Letters.
[Full Text][Citation analysis]
article2
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2014Measuring stress in money markets: A dynamic factor approach In: Economics Letters.
[Full Text][Citation analysis]
article3
2016Volatility in the federal funds market and money market spreads during the financial crisis In: Journal of Financial Stability.
[Full Text][Citation analysis]
article2
2005Declining required reserves, funds rate volatility, and open market operations In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article13
2003Declining required reserves, funds rate volatility, and open market operations.(2003) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 13
paper
2010Discount window borrowing after 2003: The explicit reduction in implicit costs In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article10
2007Discount Window Borrowing after 2003: The Explicit Reduction in Implicit Costs.(2007) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
article30
2013Analyzing Federal Reserve asset purchases: from whom does the Fed buy?.(2013) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30
paper
2006Overnight interbank loan markets In: Journal of Economics and Business.
[Full Text][Citation analysis]
article44
2004Overnight interbank loan markets.(2004) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 44
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.
[Full Text][Citation analysis]
article1
2016Does Anyone Listen when Politicians Talk? The Effect of Political Commentaries on Policy Rate Decisions and Expectations.(2016) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2012Money, reserves, and the transmission of monetary policy: Does the money multiplier exist? In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article38
2010Money, reserves, and the transmission of monetary policy: does the money multiplier exist?.(2010) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 38
paper
2012Asymmetric response to monetary policy surprises at the long-end of the yield curve In: Journal of Macroeconomics.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3
paper
2012Monetary policy communication in Turkey In: European Journal of Political Economy.
[Full Text][Citation analysis]
article11
2001Monetary policy in a changing world: rising role of expectations and the anticipation effect In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper12
2004The liquidity effect in the federal funds market: evidence from daily open market operations In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper47
2006The Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations.(2006) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47
article
2011Volatility, money market rates, and the transmission of monetary policy In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper1
2011Volatility, Money Market Rates, and the Transmission of Monetary Policy.(2011) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1
paper
2010Provision of liquidity through the primary credit facility during the financial crisis: a structural analysis In: Economic Policy Review.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2008Parasal aktarım mekanizmasında para’nın yeri: Türkiye için bir analiz In: Iktisat Isletme ve Finans.
[Citation analysis]
article2
2007Parasal Aktarım Mekanizmasında Paranın Yeri: Türkiye için bir Analiz.(2007) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
paper
2010Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi In: Iktisat Isletme ve Finans.
[Citation analysis]
article5
2010Para Politikasi Beklentilerinin Sermaye Piyasalari Üzerindeki Etkisi.(2010) In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2006Anticipation of Monetary Policy and Open Market Operations In: International Journal of Central Banking.
[Full Text][Citation analysis]
article11
2006Anticipation of Monetary Policy and Open Market Operations.(2006) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11
paper
2009Money and the Transmission of Monetary Policy In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
paper0
2011Monetary policy communication under inflation targeting: Do words speak louder than actions? In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
paper1
2011Monetary Policy Communication Under Inflation Targeting : Do Words Speak Louder Than Actions?.(2011) In: Working Papers.
[Full Text][Citation analysis]
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.
[Full Text][Citation analysis]
paper6
2014Reserve Requirements, Liquidity Risk and Credit Growth.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6
paper
2014The Rational Islamic Actor? Evidence from Islamic Banking In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
paper0
2015The State of Property Development in Turkey: Facts and Comparisons In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
paper0
2016Government Support of Banks and Bank Lending In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
paper0
2016Reserve Requirements, Liquidity Risk, and Bank Lending Behavior In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
paper2
2018Reserve Requirements, Liquidity Risk, and Bank Lending Behavior.(2018) In: Journal of Money, Credit and Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2
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.
[Full Text][Citation analysis]
paper26
2018How Do Indirect Taxes on Tobacco Products Affect Inflation? In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
paper0
2020Macro and Financial Policy Responses for Turkey in its fight against COVID-19 In: Koç University-TUSIAD Economic Research Forum Working Papers.
[Full Text][Citation analysis]
paper0
2004The Response of Term Rates to Fed Announcements. In: Journal of Money, Credit and Banking.
[Citation analysis]
article45
2008The Liquidity Effect in the Federal Funds Market: Evidence at the Monthly Frequency In: Journal of Money, Credit and Banking.
[Citation analysis]
article23
2020COVID-19 and Emerging Markets: An Epidemiological Multi-Sector Model for a Small Open Economy with an Application to Turkey In: NBER Working Papers.
[Full Text][Citation analysis]
paper0
2014Still puzzling: evaluating the price puzzle in an empirically identified structural vector autoregression In: Empirical Economics.
[Full Text][Citation analysis]
article11
2013How did the Financial Crisis affect the Real Interest Rate Dynamics in Europe? In: Working Papers.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated May, 3 2020. Contact: CitEc Team