Zeynep Senyuz : Citation Profile


Federal Reserve Board (Board of Governors of the Federal Reserve System)

8

H index

7

i10 index

195

Citations

RESEARCH PRODUCTION:

11

Articles

20

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 15
   Journals where Zeynep Senyuz has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 9 (4.41 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse330
   Updated: 2025-01-10    RAS profile: 2020-04-29    
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Relations with other researchers


Works with:

Weinbach, Gretchen (4)

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

Is cited by:

Gonzalez-Rivera, Gloria (10)

Petronevich, Anna (7)

Ferrara, Laurent (7)

Hoerova, Marie (5)

Götz, Thomas (4)

Marsilli, Clément (4)

Hecq, Alain (4)

Eisenschmidt, Jens (4)

Leiva-Leon, Danilo (4)

Kheifets, Igor (3)

van Huellen, Sophie (3)

Cites to:

Diebold, Francis (18)

Potter, Simon (14)

Stock, James (11)

Hamilton, James (11)

Kim, Chang-Jin (11)

Bollerslev, Tim (10)

Perron, Pierre (10)

Chauvet, Marcelle (10)

Rudebusch, Glenn (10)

Estrella, Arturo (9)

Ang, Andrew (8)

Main data


Production by document typepaperarticle2009201020112012201320142015201620172018201920202021202202.557.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published20092010201120122013201420152016201720182019202020212022010203040Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2010201120122013201420152016201720182019202020212022202320240102030Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20092010201120122013201420152016201720182019202020212022010203040Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 8Most cited documents123456789100204060Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2013082013092013102013112013122014012014022014032014042014052014062014072014082014092014102014112014122015012015022015032015042015052015062015072015082015092015102015112015122016012016022016032016042016052016062016072016082016092016102016112016122017012017022017032017042017052017062017072017082017092017102017112017122018012018022018032018042018052018062018072018082018092018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025010510h-index Highcharts.comExport to raster or vector imagePrint the chart

Where Zeynep Senyuz has published?


Journals with more than one article published# docs
Journal of Financial Stability2

Working Papers Series with more than one paper published# docs
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)8
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)8
MPRA Paper / University Library of Munich, Germany3

Recent works citing Zeynep Senyuz (2024 and 2023)


Year  ↓Title of citing document  ↓
2023Extraction of deterministic components for high frequency stochastic process -- an application from CSI 300 index. (2022). Sengupta, Indranil ; Zhou, Yan ; Sun, Baiqing ; Hui, Xianfei. In: Papers. RePEc:arx:papers:2204.02891.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2023.

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2023Central Bank Finances and Monetary Policy Conduct. (2023). Monetary Affairs Department, . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:ron231212a.

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2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

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2023Window dressing of regulatory metrics: evidence from repo markets. (2023). Waibel, Martin ; Grill, Michael ; Behn, Markus ; Bassi, Claudio. In: Working Paper Series. RePEc:ecb:ecbwps:20232771.

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2023The financial market effects of unwinding the Federal Reserve’s balance sheet. (2023). Valcarcel, Victor (Vic) ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002858.

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2024A tale of two tightenings. (2024). Lu, Yundi ; Valcarcel, Victor J. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:166:y:2024:i:c:s0165188924000988.

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2023Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002017.

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2023The cross-border interaction of financial stress: From the perspective of pattern causality. (2023). Li, Jianfeng ; Le, Wei ; Yao, Xiaoyang ; Liu, Enmeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823000992.

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2024Monetary policy pass-through after the LCR. (2024). Tase, Manjola ; Anderson, Alyssa. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005098.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Transportation sector and Chinese stock volatility forecasting: Evidence from freight and passenger traffic. (2024). Zhong, Juandan ; Zhang, Lili. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301334x.

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2024Video apps user engagement and stock market volatility: Evidence from China. (2024). Feng, MA ; Jixiang, Zhang. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005348.

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2023Market power in wholesale funding: A structural perspective from the triparty repo market. (2023). Huber, Amy Wang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:2:p:235-259.

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2024Monetary policy transmission in segmented markets. (2024). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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2023Recessions and flattening of the yield curve (1960–2021): A two-way road under a regime switching approach. (2023). Cendejas, Jose Luis. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:8-20.

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2023Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743.

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2023A novel decomposition of national central banks’ profits in the euro area: application to the case of Banco de Portugal. (2023). Silva, Nuno ; Cardoso, Jose Miguel. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202303.

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2023A Truncated Mixture Transition Model for Interval-valued Time Series. (2023). Luo, Yun ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202315.

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2023Commodity price uncertainty as a leading indicator of economic activity. (2023). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4194-4219.

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2023.

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Works by Zeynep Senyuz:


Year  ↓Title  ↓Type  ↓Cited  ↓
2011Autocontours: Dynamic Specification Testing In: Journal of Business & Economic Statistics.
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article21
2011Autocontours: Dynamic Specification Testing.(2011) In: Journal of Business & Economic Statistics.
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This paper has nother version. Agregated cites: 21
article
2015What does financial volatility tell us about macroeconomic fluctuations? In: Journal of Economic Dynamics and Control.
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article40
2012What does financial volatility tell us about macroeconomic fluctuations?.(2012) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 40
paper
2013What does financial volatility tell us about macroeconomic fluctuations?.(2013) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 40
paper
2011What does financial volatility tell us about macroeconomic fluctuations?.(2011) In: MPRA Paper.
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This paper has nother version. Agregated cites: 40
paper
2014Measuring stress in money markets: A dynamic factor approach In: Economics Letters.
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article2
2013Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach In: Journal of Empirical Finance.
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article27
2013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach.(2013) In: Working Papers.
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This paper has nother version. Agregated cites: 27
paper
2016Volatility in the federal funds market and money market spreads during the financial crisis In: Journal of Financial Stability.
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article4
2018Financial stress and equilibrium dynamics in term interbank funding markets In: Journal of Financial Stability.
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article6
2016A dynamic factor model of the yield curve components as a predictor of the economy In: International Journal of Forecasting.
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article13
2012A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy In: Finance and Economics Discussion Series.
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paper6
2015Financial Stress and Equilibrium Dynamics in Money Markets In: Finance and Economics Discussion Series.
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paper3
2016Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets In: Finance and Economics Discussion Series.
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paper11
2018The Regulatory and Monetary Policy Nexus in the Repo Market In: Finance and Economics Discussion Series.
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paper12
2020The Fed’s “Ample-Reserves” Approach to Implementing Monetary Policy In: Finance and Economics Discussion Series.
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paper3
2021Are Repo Markets Fragile? Evidence from September 2019 In: Finance and Economics Discussion Series.
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paper5
2015Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound? In: FEDS Notes.
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paper0
2017Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market In: FEDS Notes.
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paper1
2020What Happened in Money Markets in September 2019? In: FEDS Notes.
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paper3
2020Implementing Monetary Policy in an Ample-Reserves Regime: The Basics (Note 1 of 3) In: FEDS Notes.
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paper1
2020Implementing Monetary Policy in an Ample-Reserves Regime: Maintaining an Ample Quantity of Reserves (Note 2 of 3) In: FEDS Notes.
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paper2
2020Implementing Monetary Policy in an Ample-Reserves Regime: When in Crisis (Note 3 of 3) In: FEDS Notes.
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paper2
2022An Analysis of the Interest Rate Risk of the Federal Reserve’s Balance Sheet, Part 1: Background and Historical Perspective In: FEDS Notes.
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paper2
2022An Analysis of the Interest Rate Risk of the Federal Reserve’s Balance Sheet, Part 2: Projections under Alternative Interest Rate Paths In: FEDS Notes.
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paper3
2019Effects of Changing Monetary and Regulatory Policy on Money Markets In: International Journal of Central Banking.
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article6
2009A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles In: MPRA Paper.
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paper10
2010Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market In: MPRA Paper.
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paper8
2011Factor analysis of permanent and transitory dynamics of the US economy and the stock market.(2011) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 8
article
2014Cyclical Dynamics of the Turkish Economy and the Stock Market In: International Economic Journal.
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article4

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