Refet S. Gürkaynak : Citation Profile

Are you Refet S. Gürkaynak?

Bilkent Üniversitesi (95% share)
Centre for Economic Policy Research (CEPR) (5% share)

19

H index

22

i10 index

2839

Citations

RESEARCH PRODUCTION:

20

Articles

56

Papers

6

Chapters

RESEARCH ACTIVITY:

   19 years (2001 - 2020). See details.
   Cites by year: 149
   Journals where Refet S. Gürkaynak has often published
   Relations with other researchers
   Recent citing documents: 217.    Total self citations: 43 (1.49 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pgu93
   Updated: 2021-02-20    RAS profile: 2021-01-22    
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Relations with other researchers

Works with:

Lee, Sang Seok (5)

Brugnolini, Luca (5)

Altavilla, Carlo (5)

Kısacıkoğlu, Burçin (4)

Kara, Hakan (3)

Karasoy Can, Hatice (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Refet S. Gürkaynak.

Is cited by:

Ehrmann, Michael (49)

Fratzscher, Marcel (45)

Hubert, Paul (37)

Swanson, Eric (34)

Rudebusch, Glenn (32)

Altavilla, Carlo (26)

Rossi, Barbara (26)

Williams, John (25)

Ozdagli, Ali (24)

Nautz, Dieter (24)

Wright, Jonathan (22)

Cites to:

Swanson, Eric (59)

Kuttner, Kenneth (27)

Galí, Jordi (18)

Rudebusch, Glenn (18)

Gertler, Mark (17)

Rigobon, Roberto (17)

Svensson, Lars (15)

Campbell, John (14)

Piazzesi, Monika (14)

Shiller, Robert (13)

Wolfers, Justin (13)

Main data

Where Refet S. Gürkaynak has published?

Journals with more than one article published# docs
Iktisat Isletme ve Finans5
International Journal of Central Banking2
Journal of Monetary Economics2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)8
CESifo Working Paper Series / CESifo6
CFS Working Paper Series / Center for Financial Studies (CFS)5
Working Papers / Research and Monetary Policy Department, Central Bank of the Republic of Turkey4
Working Paper Series / Federal Reserve Bank of San Francisco4
Working Paper Series / European Central Bank2
CBT Research Notes in Economics / Research and Monetary Policy Department, Central Bank of the Republic of Turkey2

Recent works citing Refet S. Gürkaynak (2021 and 2020)

YearTitle of citing document
2020Turnover Liquidity and the Transmission of Monetary Policy. (2020). Zhang, Shengxing ; Lagos, Ricardo. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:6:p:1635-72.

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2020Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance. (2020). Lunsford, Kurt G. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2899-2934.

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2021The Exchange Rate Insulation Puzzle. (2021). Müller, Gernot ; Schmidt, Sebastian ; Corsetti, Giancarlo ; Kuester, Keith. In: ECONtribute Discussion Papers Series. RePEc:ajk:ajkdps:060.

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2020A Nonparametric Dynamic Causal Model for Macroeconometrics. (2019). Shephard, Neil ; Rambachan, Ashesh. In: Papers. RePEc:arx:papers:1903.01637.

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2020Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Pfarrhofer, Michael ; Hauzenberger, Niko. In: Papers. RePEc:arx:papers:1911.06206.

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2020Estimating the Effect of Central Bank Independence on Inflation Using Longitudinal Targeted Maximum Likelihood Estimation. (2020). Rossi, Enzo ; Schomaker, Michael ; Baumann, Philipp. In: Papers. RePEc:arx:papers:2003.02208.

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2020Monetary Policy and Firm Dynamics. (2020). Read, Matthew. In: Papers. RePEc:arx:papers:2011.03514.

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2021Identification and Inference Under Narrative Restrictions. (2021). Giacomini, Raffaella ; Kitagawa, Toru ; Read, Matthew. In: Papers. RePEc:arx:papers:2102.06456.

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2020Tweeting on Monetary Policy and Market Sentiments: The Central Bank Surprise Index. (2020). Romelli, Davide ; masciandaro, donato ; Rubera, Gaia. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20134.

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2020Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?. (2020). Guidolin, Massimo ; Orlov, Alexei. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20146.

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2020Why Do Central Banks Make Public Announcements of Open Market Operations?. (2020). Bulusu, Narayan. In: Staff Working Papers. RePEc:bca:bocawp:20-35.

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2020Forward Guidance and Expectation Formation: A Narrative Approach. (2020). Sutherland, Christopher. In: Staff Working Papers. RePEc:bca:bocawp:20-40.

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2021Networking the Yield Curve: Implications for Monetary Policy. (2021). Dahlhaus, Tatjana ; Sekhposyan, Tatevik ; Schaumburg, Julia. In: Staff Working Papers. RePEc:bca:bocawp:21-4.

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2020Monetary Policy Surprises and Employment: evidence from matched bank-firm loan data on the bank lending-channel. (). Gonzalez, Rodrigo Barbone. In: Working Papers Series. RePEc:bcb:wpaper:518.

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2020Forward Guidance Matters: disentangling monetary policy shocks. (2020). Ferreira, Leonardo. In: Working Papers Series. RePEc:bcb:wpaper:530.

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2020The use of BVARs in the analysis of emerging economies. (2020). Martinez-Martin, Jaime ; Kataryniuk, Ivan ; Guirola, Luis ; Estrada, Angel. In: Occasional Papers. RePEc:bde:opaper:2001.

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2020Monetary policy gradualism and the nonlinear effects of monetary shocks. (2020). Rossi, Luca ; Natoli, Filippo ; Metelli, Luca. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1275_20.

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2020Equity tail risk in the treasury bond market. (2020). Ruzzi, Dario ; Rubin, Mirco. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1311_20.

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2020Forward Guidance and Household Expectations. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Georgarakos, Dimitris. In: Working Papers. RePEc:bfi:wpaper:2020-07.

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2020Monetary Momentum. (2020). Weber, Michael ; Neuhierl, Andreas. In: Working Papers. RePEc:bfi:wpaper:2020-39.

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2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence. (2020). Sekhposyan, Tatevik ; Hoesch, Lukas ; Rossi, Barbara. In: Working Papers. RePEc:bge:wpaper:1158.

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2020Optimal Policy Perturbations. (2020). Mesters, Geert ; Barnichon, Regis. In: Working Papers. RePEc:bge:wpaper:1171.

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2020IBRN Initiative on Interactions of Monetary and Prudential Policies. (2020). Ushakova, Yulia ; Styrin, Konstantin. In: Russian Journal of Money and Finance. RePEc:bkr:journl:v:79:y:2020:i:3:p:58-74.

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2020The discrete and differential impact of monetary policy. (2020). McCredie, Bronwyn. In: Accounting and Finance. RePEc:bla:acctfi:v:60:y:2020:i:3:p:2919-2937.

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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2020The Banking View of Bond Risk Premia. (2020). Sraer, David ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2465-2502.

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2020Monetary Policy and Global Banking. (2020). Bräuning, Falk ; Brauning, Falk ; Ivashina, Victoria. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:6:p:3055-3095.

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2020The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter. In: Manchester School. RePEc:bla:manchs:v:88:y:2020:i:s1:p:50-85.

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2020Inflation Expectations and Monetary Policy Surprises. (2020). Zachariadis, Marios ; Eminidou, Snezana ; Andreou, Elena. In: Scandinavian Journal of Economics. RePEc:bla:scandj:v:122:y:2020:i:1:p:306-339.

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2020The role of households’ borrowing constraints in the transmission of monetary policy. (2019). Hubert, Paul ; Cumming, Fergus. In: Bank of England working papers. RePEc:boe:boeewp:0836.

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2020Changing supply elasticities and regional housing booms. (2020). Albuquerque, Bruno ; Anundsen, Andre ; Aastveit, Knut Are. In: Bank of England working papers. RePEc:boe:boeewp:0844.

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2020The interaction between macroprudential policy and monetary policy: overview. (2020). Sinha, Sonalika ; Reinhardt, Dennis ; Meunier, Baptiste ; Lloyd, Simon ; Cao, Jin ; Bussiere, Matthieu ; Styrin, Konstantin ; Sowerbutts, Rhiannon ; Shina, Sonalika ; Pedrono, Justine ; Hills, Robert ; de Haan, Jakob. In: Bank of England working papers. RePEc:boe:boeewp:0886.

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2020The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003.

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2020The Excess Sensitivity of Long-term Interest rates and Central Bank Credibility. (2020). Park, Kwangyong. In: Working Papers. RePEc:bok:wpaper:2029.

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2020The Bond Lending Channel of Monetary Policy. (2020). Darmouni, Olivier ; Rodnyansky, R ; Giesecke, O. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2049.

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2020Forward Guidance and Household Expectations. (2020). Weber, Michael ; Gorodnichenko, Yuriy ; Coibion, Olivier ; Georgarakos, Dimitris. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8118.

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2020Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates. (2020). Schiman, Stefan ; Badinger, Harald. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8558.

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2020High-frequency Identification of Unconventional Monetary Policy Shocks in Japan. (2020). Shintani, Mototsugu ; Kubota, Hiroyuki. In: CARF F-Series. RePEc:cfi:fseres:cf502.

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2020Inflation Globally. (2020). Nechio, Fernanda ; Jorda, Oscar. In: Central Banking, Analysis, and Economic Policies Book Series. RePEc:chb:bcchsb:v27c08pp269-316.

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2020Macroprudential Policy and the Inward Transmission of Monetary Policy: the case of Chile, Mexico, and Russia. (2020). Moreno, David ; Ushakova, Yulia ; Styrin, Konstantin ; Jara, Alejandro ; Gomez, Tomas ; Bush, Georgia. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:893.

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2020Switching Volatility in a Nonlinear Open Economy. (2020). Benchimol, Jonathan ; Ivashchenko, Sergey. In: Dynare Working Papers. RePEc:cpm:dynare:060.

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2020Drawing Conclusions from Structural Vector Autoregressions Identified on the Basis of Sign Restrictions. (2020). Hamilton, James ; Baumeister, Christiane. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14271.

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2020Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers. (2020). Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlo ; Carlo Altavilla , . In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14288.

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2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

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2020Do Monetary Policy Announcements Shift Household Expectations?. (2020). Mertens, Karel ; Makridis, Christos ; Lewis, Daniel. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14360.

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2020Has the Information Channel of Monetary Policy Disappeared? Revisiting the Empirical Evidence. (2020). Hoesch, Lukas ; Rossi, Barbara ; Sekhposyan, Tatevik. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14456.

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2020Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14472.

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2020Monetary policy and the term structure of Inflation expectations with information frictions. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-07.

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2020Is Monetary Policy Gender Neutral? Evidence from the Stock Market. (2020). Kim, Chi Hyun ; Grazzini, Caterina Forti . In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1841.

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2020Exchange Rates and the Information Channel of Monetary Policy. (2020). Holtemöller, Oliver ; Kwak, Boreum ; Kriwoluzky, Alexander ; Holtemoller, Oliver. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1906.

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2020Natural Rate Chimera and Bond Pricing Reality. (2020). Brand, Claus ; Lemke, Wolfgang ; Goy, Gavin. In: DNB Working Papers. RePEc:dnb:dnbwpp:666.

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2020Demand shocks for public debt in the Eurozone. (2020). Giuliodori, Massimo ; Lengyel, Andras. In: DNB Working Papers. RePEc:dnb:dnbwpp:674.

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2020Effects of Fed policy rate forecasts on real yields and inflation expectations at the zero lower bound. (2020). Moessner, Richhild ; Galati, Gabriele. In: DNB Working Papers. RePEc:dnb:dnbwpp:690.

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2020A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Goy, Gavin ; Boehl, Gregor. In: DNB Working Papers. RePEc:dnb:dnbwpp:691.

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2020Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?. (2020). Houben, Aerdt ; Bats, Joost ; Giuliodori, Massimo. In: DNB Working Papers. RePEc:dnb:dnbwpp:694.

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2020How do financial markets react to monetary policy signals?. (2020). Motto, Roberto ; Altavilla, Carlo ; Carlo Altavilla , . In: Research Bulletin. RePEc:ecb:ecbrbu:2020:0073:.

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2020Banking supervision, monetary policy and risk-taking: big data evidence from 15 credit registers. (2020). Altavilla, Carlo ; Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel. In: Working Paper Series. RePEc:ecb:ecbwps:20202349.

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2020The long-run information effect of central bank communication. (2020). Tong, Matthew ; McMahon, Michael ; Hansen, Stephen. In: Working Paper Series. RePEc:ecb:ecbwps:20202363.

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2020Trust in the central bank and inflation expectation. (2020). van Rooij, Maarten ; Jappelli, Tullio ; Christelis, Dimitris ; Georgarakos, Dimitris. In: Working Paper Series. RePEc:ecb:ecbwps:20202375.

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2020The Phillips Curve at the ECB. (2020). Osbat, Chiara ; Eser, Fabian ; Moretti, Laura ; Lane, Philip R ; Karadi, Peter. In: Working Paper Series. RePEc:ecb:ecbwps:20202400.

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2020Heterogeneity in corporate debt structures and the transmission of monetary policy. (2020). Holm-Hadulla, Fédéric ; Thurwachter, Claire . In: Working Paper Series. RePEc:ecb:ecbwps:20202402.

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2020Monetary policy and its transmission in a globalised world. (2020). Strasser, Georg ; Stracca, Livio ; Jarociński, Marek ; Jarociski, Marek ; Georgiadis, Georgios ; Dedola, Luca ; Michele Ca, . In: Working Paper Series. RePEc:ecb:ecbwps:20202407.

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2020Disciplining expectations and the forward guidance puzzle. (2020). Müller, Tobias ; Mazelis, Falk ; Muller, Tobias ; Montes-Galdon, Carlos ; Christoffel, Kai. In: Working Paper Series. RePEc:ecb:ecbwps:20202424.

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2020Central banks in parliaments: a text analysis of the parliamentary hearings of the Bank of England, the European Central Bank and the Federal Reserve. (2020). Jamet, Jean-Francois ; Fraccaroli, Nicolò ; Giovannini, Alessandro. In: Working Paper Series. RePEc:ecb:ecbwps:20202442.

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2020Interest rate setting and communication at the ECB. (2020). Jung, Alexander ; Cour-Thimann, Philippine. In: Working Paper Series. RePEc:ecb:ecbwps:20202443.

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2020Central bank information effects and transatlantic spillovers. (2020). Jarociński, Marek ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20202482.

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2020Banks, low interest rates, and monetary policy transmission. (2020). Wang, Olivier. In: Working Paper Series. RePEc:ecb:ecbwps:20202492.

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2020The global financial crisis and the capital structure of firms: Was the impact more severe among SMEs and non-listed firms?. (2020). Tressel, Thierry ; Demirguc-Kunt, Asli ; Martinez, Maria Soledad ; Demirgu-Kunt, Asli. In: Journal of Corporate Finance. RePEc:eee:corfin:v:60:y:2020:i:c:s0929119918308393.

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2020The effects of conventional and unconventional monetary policy on forecasting the yield curve. (2020). Eo, Yunjong ; Ho, Kyu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930209x.

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2020Government spending and heterogeneous consumption dynamics. (2020). Laumer, Sebastian. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:114:y:2020:i:c:s0165188920300373.

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2020Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area. (2020). Tristani, Oreste ; Slacalek, Jiri ; Violante, Giovanni L. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:115:y:2020:i:c:s0165188920300488.

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2020Mind the gap!—A monetarist view of the open-economy Phillips curve. (2020). Martínez García, Enrique ; Garcia, Enrique Martinez ; Dur, Aye. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:117:y:2020:i:c:s0165188920301275.

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2020Impact of macroeconomic news, regulation and hacking exchange markets on the volatility of bitcoin. (2020). Širaňová, Mária ; Molnár, Peter ; Lyócsa, Štefan ; Iraova, Maria ; Plihal, Toma ; Molnar, Peter. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:119:y:2020:i:c:s0165188920301482.

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2020Time to build and bond risk premia. (2020). Li, Kai ; Huang, Fuzhe ; Guo, Bin. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:121:y:2020:i:c:s0165188920301925.

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2020Inflation forecasting using the New Keynesian Phillips Curve with a time-varying trend. (2020). Rumler, Fabio ; Mihailov, Alexander ; McKnight, Stephen. In: Economic Modelling. RePEc:eee:ecmode:v:87:y:2020:i:c:p:383-393.

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2021The reaction of inflation forecasts to news about the Fed. (2021). Mazumder, Sandeep. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:256-264.

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2020“Global factors, international spillovers, and the term structure of interest rates: New evidence for Asian Countries”. (2020). Tronzano, Marco ; Guerello, Chiara. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819300166.

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2020Swiss National Bank communication and investors’ uncertainty. (2020). Huning, Hendrik. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940819301366.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2020Risk aversion, uncertainty, and monetary policy: Structural vector autoregressions identified with high-frequency external instruments. (2020). Jang, Woon Wook. In: Economics Letters. RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303374.

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2020Commodity currencies and causality: Some high-frequency evidence. (2020). Ahmed, Rashad. In: Economics Letters. RePEc:eee:ecolet:v:189:y:2020:i:c:s0165176520300422.

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2020Revisiting the effects of monetary policy shocks: Evidence from SVAR with narrative sign restrictions. (2020). Yang, Yang ; Cheng, Kai. In: Economics Letters. RePEc:eee:ecolet:v:196:y:2020:i:c:s0165176520303591.

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2020ECB Spillovers and domestic monetary policy effectiveness in small open economies. (2020). Ellen, Saskia Ter ; Midthjell, Nina Larsson ; Jansen, Edvard. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119301989.

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2020The impact of ECB policy on structural reforms. (2020). Wittich, Jana ; Rieth, Malte. In: European Economic Review. RePEc:eee:eecrev:v:122:y:2020:i:c:s0014292119302223.

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2020Monetary policy transmission in the United Kingdom: A high frequency identification approach. (2020). Vicondoa, Alejandro ; Thwaites, Gregory ; Cesa-Bianchi, Ambrogio. In: European Economic Review. RePEc:eee:eecrev:v:123:y:2020:i:c:s0014292120300076.

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2020The effects of the ECB’s expanded asset purchase programme. (2020). Gambetti, Luca ; Musso, Alberto. In: European Economic Review. RePEc:eee:eecrev:v:130:y:2020:i:c:s0014292120302038.

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2020Structural recovery of face value at default. (2020). Tarelli, Andrea ; Sbuelz, Alessandro ; Guha, Rajiv. In: European Journal of Operational Research. RePEc:eee:ejores:v:283:y:2020:i:3:p:1148-1171.

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2020Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Allard, Anne-Florence ; Smedts, Kristien. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302015.

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2020Monetary policy rate expectation and energy prices during the FOMC announcement period. (2020). Ki, Byoung ; Jang, Hyeonung. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305725.

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2020Inflation expectations as a policy tool?. (2020). Gorodnichenko, Yuriy ; Coibion, Olivier ; Pedemonte, Mathieu ; Kumar, Saten. In: Journal of International Economics. RePEc:eee:inecon:v:124:y:2020:i:c:s0022199620300167.

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2020Shifts in monetary policy and exchange rate dynamics: Is Dornbuschs overshooting hypothesis intact, after all?. (2020). Rüth, Sebastian ; Ruth, Sebastian K. In: Journal of International Economics. RePEc:eee:inecon:v:126:y:2020:i:c:s002219962030060x.

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2020Forecasting inflation with online prices. (2020). Bertolotto, Manuel I ; Aparicio, Diego. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:232-247.

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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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2020Why do firms issue guaranteed bonds?. (2020). Huang, Jingzhi ; Yu, Tong ; Sun, Zhenzhen ; Chen, Fang. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426618301699.

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2020Estimating nominal interest rate expectations: Overnight indexed swaps and the term structure. (2020). Lloyd, Simon. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:119:y:2020:i:c:s0378426620301771.

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2021The FOMC announcement returns on long-term US and German bond futures. (2021). Tse, Yiuman ; Jiao, Feng ; Indriawan, Ivan. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:123:y:2021:i:c:s0378426620302880.

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2020Animal spirits, risk premia and monetary policy at the zero lower bound. (2020). Lojak, Benjamin ; Proao, Christian R. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:171:y:2020:i:c:p:221-233.

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2020Show me the money: The monetary policy risk premium. (2020). Ozdagli, Ali ; Velikov, Mihail. In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:320-339.

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2020Financing dies in darkness? The impact of newspaper closures on public finance. (2020). Gao, Pengjie ; Murphy, Dermot ; Lee, Chang . In: Journal of Financial Economics. RePEc:eee:jfinec:v:135:y:2020:i:2:p:445-467.

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2020Time-varying inflation risk and stock returns. (2020). Duarte, Fernando ; Szymanowska, Marta ; De Roon, Frans ; Boons, Martijn. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:444-470.

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2020Risky bank guarantees. (2020). Sarno, Lucio ; Mäkinen, Taneli ; Zinna, Gabriele ; Makinen, Taneli. In: Journal of Financial Economics. RePEc:eee:jfinec:v:136:y:2020:i:2:p:490-522.

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More than 100 citations found, this list is not complete...

Works by Refet S. Gürkaynak:

YearTitleTypeCited
2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models In: American Economic Review.
[Full Text][Citation analysis]		article383
2010The TIPS Yield Curve and Inflation Compensation In: American Economic Journal: Macroeconomics.
[Full Text][Citation analysis]		article116
2008The TIPS yield curve and inflation compensation.(2008) In: Finance and Economics Discussion Series.
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2012Macroeconomics and the Term Structure In: Journal of Economic Literature.
[Full Text][Citation analysis]		article134
2010Macroeconomics and the Term Structure.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 134		paper
2007Market-Based Measures of Monetary Policy Expectations In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article188
2006Market-based measures of monetary policy expectations.(2006) In: Working Paper Series.
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This paper has another version. Agregated cites: 188		paper
2002Market-based measures of monetary policy expectations.(2002) In: Finance and Economics Discussion Series.
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2010How Useful Are Estimated DSGE Model Forecasts for Central Bankers? In: Brookings Papers on Economic Activity.
[Full Text][Citation analysis]		article98
2010How Useful Are Estimated DSGE Model Forecasts for Central Bankers?.(2010) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 98		paper
2008ECONOMETRIC TESTS OF ASSET PRICE BUBBLES: TAKING STOCK * In: Journal of Economic Surveys.
[Full Text][Citation analysis]		article98
2005Econometric tests of asset price bubbles: taking stock.(2005) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 98		paper
2005Econometric Tests of Asset Price Bubbles: Taking Stock.(2005) In: Finance.
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This paper has another version. Agregated cites: 98		paper
2013Identification and Inference Using Event Studies In: Manchester School.
[Full Text][Citation analysis]		article35
2013Identification and Inference Using Event Studies.(2013) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 35		paper
2015Is Optimal Monetary Policy Always Optimal? In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper9
2015Is Optimal Monetary Policy Always Optimal?.(2015) In: CEPR Discussion Papers.
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2015Is optimal monetary policy always optimal?.(2015) In: Research Working Paper.
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2015Is Optimal Monetary Policy Always Optimal?.(2015) In: International Journal of Central Banking.
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2015Is optimal monetary policy always optimal?.(2015) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 9		paper
2015Monetary Policy in Turkey after Central Bank Independence In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper7
2015Monetary Policy in Turkey after Central Bank Independence.(2015) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 7		paper
2015Monetary Policy in Turkey after Central Bank Independence.(2015) In: Iktisat Isletme ve Finans.
[Citation analysis]
This paper has another version. Agregated cites: 7		article
2015Monetary policy in Turkey after Central Bank independence.(2015) In: CFS Working Paper Series.
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This paper has another version. Agregated cites: 7		paper
2018Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper11
2018Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: CEPR Discussion Papers.
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This paper has another version. Agregated cites: 11		paper
2018Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises.(2018) In: NBER Working Papers.
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2019Measuring Euro Area Monetary Policy In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper57
2019Measuring Euro Area Monetary Policy.(2019) In: CEPR Discussion Papers.
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2019Measuring euro area monetary policy.(2019) In: Working Paper Series.
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2019Measuring euro area monetary policy.(2019) In: Journal of Monetary Economics.
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2019Measuring euro area monetary policy.(2019) In: CFS Working Paper Series.
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2019Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper2
2019Stock Markets Assessment of Monetary Policy Transmission: The Cash Flow Effect.(2019) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		paper
2019Stock markets assessment of monetary policy transmission: The cash flow effect.(2019) In: CFS Working Paper Series.
[Full Text][Citation analysis]
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2020Monetary Policy Surprises and Exchange Rate Behavior In: CESifo Working Paper Series.
[Full Text][Citation analysis]		paper3
2020Monetary Policy Surprises and Exchange Rate Behavior.(2020) In: NBER Working Papers.
[Full Text][Citation analysis]
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2020Monetary policy surprises and exchange rate behavior.(2020) In: CFS Working Paper Series.
[Full Text][Citation analysis]
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2006INFLATION TARGETING AND THE ANCHORING OF INFLATION EXPECTATIONS IN THE WESTERN HEMISPHERE In: Journal Economía Chilena (The Chilean Economy).
[Full Text][Citation analysis]		article45
2007Inflation Targeting and the Anchoring of Inflation Expectations in the Western Hemisphere.(2007) In: Central Banking, Analysis, and Economic Policies Book Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		chapter
2006Inflation Targeting and the Anchoring of Inflation Expectations in The Western Hemisphere.(2006) In: Working Papers Central Bank of Chile.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		paper
2007Inflation targeting and the anchoring of inflation expectations in the western hemisphere.(2007) In: Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 45		article
2006Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper30
2005Macroeconomic derivatives: an initial analysis of market-based macro forecasts, uncertainty, and risk.(2005) In: Working Paper Series.
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This paper has another version. Agregated cites: 30		paper
2005Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty and Risk.(2005) In: IZA Discussion Papers.
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2005Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk.(2005) In: NBER Chapters.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 30		chapter
2006Macroeconomic Derivatives: An Initial Analysis of Market-Based Macro Forecasts, Uncertainty, and Risk.(2006) In: NBER Working Papers.
[Full Text][Citation analysis]
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2006Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from Long-Term Bond Yields in the US, UK and Sweden In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper84
2006Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden.(2006) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 84		paper
2007Convergence and Anchoring of Yield Curves in the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper92
2007Convergence and anchoring of yield curves in the euro area.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
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2007Convergence and anchoring of yield curves in the Euro area.(2007) In: Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92		paper
2009CONVERGENCE AND ANCHORING OF YIELD CURVES IN THE EURO AREA.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 92		paper
2013Do DSGE Models Forecast More Accurately Out-of-Sample than VAR Models? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper36
2007The U.S. Treasury yield curve: 1961 to the present In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article138
2006The U.S. Treasury yield curve: 1961 to the present.(2006) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 138		paper
2003The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models In: Proceedings.
[Full Text][Citation analysis]		article109
2003The excess sensitivity of long-term interest rates: evidence and implications for macroeconomic models.(2003) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 109		paper
2004Do actions speak louder than words? the response of asset prices to monetary policy actions and statements In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper680
2005Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: International Journal of Central Banking.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 680		article
2005Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: MPRA Paper.
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2005Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: Computing in Economics and Finance 2005.
[Citation analysis]
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2005Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements.(2005) In: Macroeconomics.
[Full Text][Citation analysis]
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2005Using federal funds futures contracts for monetary policy analysis In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper23
2011How useful are estimated DSGE model forecasts? In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper12
2007Devlet iç borçlanma senetleri için getiri eğrisi tahmini In: Iktisat Isletme ve Finans.
[Citation analysis]		article3
2006Devlet Ic Borclanma Senetleri Icin Getiri Egrisi Tahmini.(2006) In: Working Papers.
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2009Türkiyede para politikasının aktarımı: Para politikasının mali piyasalara etkisi In: Iktisat Isletme ve Finans.
[Citation analysis]		article7
2010Türkiye’de piyasa göstergelerinden para politikası beklentilerinin ölçülmesi In: Iktisat Isletme ve Finans.
[Citation analysis]		article1
2012Cari açık, bütçe dengesi, finansal istikrar ve para politikası: Heyecanlı bir dönemin izi In: Iktisat Isletme ve Finans.
[Citation analysis]		article7
2015Forward Guidance and Asset Prices In: IMES Discussion Paper Series.
[Full Text][Citation analysis]		paper11
2005Comment on Dual Inflation and the Real Exchange Rate in New Open Economy Macroeconomics In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2002Is Growth Exogenous? Taking Mankiw, Romer, and Weil Seriously In: NBER Chapters.
[Full Text][Citation analysis]		chapter269
2001Is Growth Exogenous? Taking Mankiw, Romer and Weil Seriously.(2001) In: NBER Working Papers.
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This paper has another version. Agregated cites: 269		paper
2020Monetary Policy Surprises and Exchange Rate Abnormalities In: NBER Chapters.
[Citation analysis]		chapter1
2009Comment on International Portfolios with Supply, Demand and Redistributive Shocks In: NBER Chapters.
[Full Text][Citation analysis]		chapter0
2010TCMB Faiz Kararlarinin Piyasa Faizleri Ve Hisse Senedi Piyasalari Uzerine Etkisi In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper2
2011Turkiyede Endeksli Bonolar Kullanilarak Enflasyon Telafisi Olculmesi In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper1
2008Turkiye�de Para Politikasinin Aktarimi:Para Politikasinin Mali Piyasalara Etkisi In: Working Papers.
[Full Text][Citation analysis]		paper4
2010Turkiye�de Piyasa Gostergelerinden Para Politikasi Beklentilerinin Olculmesi In: Working Papers.
[Full Text][Citation analysis]		paper1
2011Turkiye Icin Getiri Egrileri Kullanilarak Enflasyon Telafisi Tahmin Edilmesi In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Does Inflation Targeting Anchor Long-Run Inflation Expectations? Evidence from the U.S., UK, and Sweden In: Journal of the European Economic Association.
[Full Text][Citation analysis]		article142

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