Sermin Gungor : Citation Profile


Are you Sermin Gungor?

Bank of Canada

3

H index

0

i10 index

17

Citations

RESEARCH PRODUCTION:

2

Articles

4

Papers

RESEARCH ACTIVITY:

   6 years (2009 - 2015). See details.
   Cites by year: 2
   Journals where Sermin Gungor has often published
   Relations with other researchers
   Recent citing documents: 5.    Total self citations: 2 (10.53 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pgu522
   Updated: 2017-10-21    RAS profile: 2015-08-30    
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Relations with other researchers


Works with:

Luger, Richard (3)

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

Is cited by:

Pesaran, M (6)

Yamagata, Takashi (6)

Ravazzolo, Francesco (2)

Guidolin, Massimo (2)

Bianchi, Daniele (2)

Dufour, Jean-Marie (2)

Khalaf, Lynda (2)

Tomlin, Ben (1)

Molico, Miguel (1)

Moinas, Sophie (1)

Kryvtsov, Oleksiy (1)

Cites to:

Vayanos, Dimitri (7)

Dufour, Jean-Marie (6)

Pedersen, Lasse (5)

Khalaf, Lynda (5)

Adrian, Tobias (5)

Shanken, Jay (5)

Luger, Richard (4)

Gromb, Denis (3)

Fama, Eugene (3)

Grossman, Sanford (3)

Zhou, Guofu (3)

Main data


Where Sermin Gungor has published?


Working Papers Series with more than one paper published# docs
Staff Working Papers / Bank of Canada4

Recent works citing Sermin Gungor (2017 and 2016)


YearTitle of citing document
2016Robust Factor Models with Explanatory Proxies. (2016). Fan, Jianqing ; Liao, Yuan ; Ke, Yuan. In: Papers. RePEc:arx:papers:1603.07041.

Full description at Econpapers || Download paper

2016Leaning Within a Flexible Inflation-Targeting Framework: Review of Costs and Benefits. (2016). Kryvtsov, Oleksiy ; Takamura, Tamon ; Gorea, Denis. In: Discussion Papers. RePEc:bca:bocadp:16-17.

Full description at Econpapers || Download paper

2017Small-Sample Tests for Stock Return Predictability with Possibly Non-Stationary Regressors and GARCH-Type Effects. (2017). Gungor, Sermin ; Luger, Richard . In: Staff Working Papers. RePEc:bca:bocawp:17-10.

Full description at Econpapers || Download paper

2016Regulatory change and monetary policy. (2016). Bank for International Settlements, . In: CGFS Papers. RePEc:bis:biscgf:55.

Full description at Econpapers || Download paper

2017Funding Constraints and Market Illiquidity in the European Treasury Bond Market. (2017). Moinas, Sophie ; Valentex, Giorgio ; Nguyen, Minh . In: TSE Working Papers. RePEc:tse:wpaper:31753.

Full description at Econpapers || Download paper

Works by Sermin Gungor:


YearTitleTypeCited
2013Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances In: Staff Working Papers.
[Full Text][Citation analysis]
paper0
2014Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy In: Staff Working Papers.
[Full Text][Citation analysis]
paper2
2014Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings In: Staff Working Papers.
[Full Text][Citation analysis]
paper1
2015Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns In: Staff Working Papers.
[Full Text][Citation analysis]
paper3
2009Exact distribution-free tests of mean-variance efficiency In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article5
2013Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
article6

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 2 2017. Contact: CitEc Team