Zeynep Senyuz : Citation Profile


Are you Zeynep Senyuz?

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

5

H index

3

i10 index

89

Citations

RESEARCH PRODUCTION:

9

Articles

10

Papers

RESEARCH ACTIVITY:

   8 years (2009 - 2017). See details.
   Cites by year: 11
   Journals where Zeynep Senyuz has often published
   Relations with other researchers
   Recent citing documents: 37.    Total self citations: 4 (4.3 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pse330
   Updated: 2019-07-14    RAS profile: 2017-10-23    
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Relations with other researchers


Works with:

Yoldas, Emre (7)

Chauvet, Marcelle (3)

Klee, Elizabeth (2)

Demiralp, Selva (2)

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 (9)

Ferrara, Laurent (5)

Marsilli, Clément (5)

Leiva-Leon, Danilo (4)

Tripier, Fabien (4)

Hecq, Alain (4)

Götz, Thomas (4)

Hurn, Stan (3)

Phillips, Peter (3)

Darné, Olivier (3)

Smeekes, Stephan (3)

Cites to:

Diebold, Francis (17)

Kim, Chang-Jin (10)

Chauvet, Marcelle (9)

Potter, Simon (9)

Rudebusch, Glenn (8)

Ang, Andrew (7)

Bollerslev, Tim (7)

Piazzesi, Monika (7)

Campbell, John (7)

Andersen, Torben (7)

Estrella, Arturo (7)

Main data


Where Zeynep Senyuz has published?


Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)5
MPRA Paper / University Library of Munich, Germany3
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)2

Recent works citing Zeynep Senyuz (2018 and 2017)


YearTitle of citing document
2017What Explains Month-End Funding Pressure in Canada?. (2017). Sutherland, Christopher S. In: Discussion Papers. RePEc:bca:bocadp:17-9.

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2017Monetary Policy Implementation in a Negative Rate Environment. (2017). Witmer, Jonathan ; Boutros, Michael . In: Staff Working Papers. RePEc:bca:bocawp:17-25.

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2017Measuring business cycles intra-synchronization in us: a regime-switching interdependence framework. (2017). Leiva-Leon, Danilo. In: Working Papers. RePEc:bde:wpaper:1726.

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2017Eurosystem’s asset purchases and money market rates. (2017). Vari, Miklos ; Nguyen, Benoît ; Rahmouni-Rousseau, I ; Arrata, W. In: Working papers. RePEc:bfr:banfra:652.

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2018Change Detection and the Causal Impact of the Yield Curve. (2018). Shi, Shuping ; Phillips, Peter ; Hurn, Stan ; PEter, . In: Journal of Time Series Analysis. RePEc:bla:jtsera:v:39:y:2018:i:6:p:966-987.

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2017Measuring Business Cycles Intra-Synchronization in US: A Regime-switching Interdependence Framework. (2017). Leiva-Leon, Danilo. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:79:y:2017:i:4:p:513-545.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7023.

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2017Uncertainty and the Macroeconomy: Evidence from an Uncertainty Composite Indicator. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Working Papers. RePEc:cii:cepidt:2017-25.

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2017Uncertainty Fluctuations: Measures, Effects and Macroeconomic Policy Challenges. (2017). Tripier, Fabien ; Lhuissier, Stéphane ; Ferrara, Laurent. In: CEPII Policy Brief. RePEc:cii:cepipb:2017-20.

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2017The Effect of Stock Prices and Exchange Rates on Economic Growth in Indonesia. (2017). Adam, Pasrun ; Balaka, Muh Yani ; Saenong, Zainuddin ; Saidi, LA. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2017-03-68.

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2017Estimation of fractionally integrated panels with fixed effects and cross-section dependence. (2017). Velasco, Carlos ; Ergemen, Yunus Emre . In: Journal of Econometrics. RePEc:eee:econom:v:196:y:2017:i:2:p:248-258.

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2019Alternative tests for correct specification of conditional predictive densities. (2019). Sekhposyan, Tatevik ; Rossi, Barbara. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:638-657.

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2018Economic policy uncertainty effects for forecasting future real economic activity. (2018). Junttila, Juha ; Vataja, Juuso . In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:569-583.

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2018Oil and the short-term predictability of stock return volatility. (2018). Yin, Libo ; Wang, Yudong ; Wu, Chongfeng ; Wei, YU. In: Journal of Empirical Finance. RePEc:eee:empfin:v:47:y:2018:i:c:p:90-104.

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2017Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Campos, I ; Reyes, T ; Cortazar, G. In: Energy Economics. RePEc:eee:eneeco:v:66:y:2017:i:c:p:194-204.

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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.

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2017Recent advances in explaining hedge fund returns: Implicit factors and exposures. (2017). Stafylas, Dimitrios ; Uddin, Moshfique ; Anderson, Keith. In: Global Finance Journal. RePEc:eee:glofin:v:33:y:2017:i:c:p:69-87.

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2018Empirical analysis of market reactions to the UK’s referendum results – How strong will Brexit be?. (2018). Aristeidis, Samitas ; Elias, Kampouris. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:263-286.

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2017Density forecast evaluation in unstable environments. (2017). Gonzalez-Rivera, Gloria ; Sun, Yingying. In: International Journal of Forecasting. RePEc:eee:intfor:v:33:y:2017:i:2:p:416-432.

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2018Econometric testing on linear and nonlinear dynamic relation between stock prices and macroeconomy in China. (2018). Borjigin, Sumuya ; Sun, Leilei ; Yang, Xiaoguang. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:493:y:2018:i:c:p:107-115.

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2018Multi-moment risk, hedging strategies, & the business cycle. (2018). Racicot, François-Éric ; Theoret, Raymond . In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:637-675.

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2019Its not that important: The negligible effect of oil market uncertainty. (2019). Wang, Yudong ; Liu, LI ; Feng, Jiabao ; Yin, Libo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:62-84.

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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.

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2018The Regulatory and Monetary Policy Nexus in the Repo Market. (2018). Anbil, Sriya ; Senyuz, Zeynep. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-27.

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2018Order Invariant Tests for Proper Calibration of Multivariate Density Forecasts. (2018). Dovern, Jonas ; Manner, Hans. In: Graz Economics Papers. RePEc:grz:wpaper:2018-09.

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2017Uncertainty and the Macroeconomy: Evidence from an uncertainty composite indicator *. (2017). Tripier, Fabien ; Darné, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01549625.

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2018Uncertainty and the Macroeconomy: Evidence from an uncertainty composite indicator. (2018). Tripier, Fabien ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie. In: Post-Print. RePEc:hal:journl:hal-01757042.

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2017On the consistency of the two-step estimates of the MS-DFM: a Monte Carlo study. (2017). Doz, Catherine ; Petronevich, Anna. In: PSE Working Papers. RePEc:hal:psewpa:halshs-01592863.

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2019A Nationwide or Localized Housing Crisis? Evidence from Structural Instability in US Housing Price and Volume Cycles. (2019). Huang, Meichi. In: Computational Economics. RePEc:kap:compec:v:53:y:2019:i:4:d:10.1007_s10614-018-9822-9.

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2017Mixed-Frequency Macro-Financial Spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Koç University-TUSIAD Economic Research Forum Working Papers. RePEc:koc:wpaper:1704.

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2017Interrelations Between External and Internal Macroeconomic Factors: Empirical Evidence on Some OECD Countries. (2017). Ozcelebi, Oguzhan ; Yildirim, Nurtac. In: South-Eastern Europe Journal of Economics. RePEc:seb:journl:v:15:y:2017:i:2:p:147-174.

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2018Does a bank levy increase frictions on the interbank market?. (2018). Hryckiewicz, Aneta ; Snarska, Malgorzata ; Skorulska, Karolina ; Mielus, Piotr . In: Working Papers. RePEc:sgh:kaewps:2018033.

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2017Monitoring systemic risk in the hedge fund sector. (2017). Hespeler, Frank ; Loiacono, Giuseppe . In: Quantitative Finance. RePEc:taf:quantf:v:17:y:2017:i:12:p:1859-1883.

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2017Mixed-frequency macro-financial spillovers. (2017). Yilmaz, Kamil ; Hallam, Mark ; cotter, john. In: Working Papers. RePEc:ucd:wpaper:201704.

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2017A Bootstrap Approach for Generalized Autocontour Testing. Implications for VIX Forecast Densities. (2017). Veiga, Helena ; Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Mazzeu, Joao Henrique . In: Working Papers. RePEc:ucr:wpaper:201709.

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2017Dynamical Interaction Between Financial and Business Cycles. (2017). Billio, Monica ; Petronevich, Anna. In: Working Papers. RePEc:ven:wpaper:2017:24.

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2018Identifying contagion. (2018). Dungey, Mardi ; Renault, Eric. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:33:y:2018:i:2:p:227-250.

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Works by Zeynep Senyuz:


YearTitleTypeCited
2011Autocontours: Dynamic Specification Testing In: Journal of Business & Economic Statistics.
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2011Autocontours: Dynamic Specification Testing.(2011) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 20
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2015What does financial volatility tell us about macroeconomic fluctuations? In: Journal of Economic Dynamics and Control.
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2012What does financial volatility tell us about macroeconomic fluctuations?.(2012) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 23
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2013What does financial volatility tell us about macroeconomic fluctuations?.(2013) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 23
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2011What does financial volatility tell us about macroeconomic fluctuations?.(2011) In: MPRA Paper.
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This paper has another version. Agregated cites: 23
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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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article11
2016Volatility in the federal funds market and money market spreads during the financial crisis In: Journal of Financial Stability.
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article2
2016A dynamic factor model of the yield curve components as a predictor of the economy In: International Journal of Forecasting.
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2012A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy In: Finance and Economics Discussion Series.
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2015Financial Stress and Equilibrium Dynamics in Money Markets In: Finance and Economics Discussion Series.
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2016Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets In: Finance and Economics Discussion Series.
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2015Dynamics of Overnight Money Markets : What Has Changed at the Zero Lower Bound? In: FEDS Notes.
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2017Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market In: FEDS Notes.
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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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2010Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market In: MPRA Paper.
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2011Factor analysis of permanent and transitory dynamics of the US economy and the stock market.(2011) In: Journal of Applied Econometrics.
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This paper has another version. Agregated cites: 6
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2014Cyclical Dynamics of the Turkish Economy and the Stock Market In: International Economic Journal.
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