Zeynep Senyuz : Citation Profile


Are you Zeynep Senyuz?

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

7

H index

4

i10 index

127

Citations

RESEARCH PRODUCTION:

11

Articles

17

Papers

RESEARCH ACTIVITY:

   11 years (2009 - 2020). See details.
   Cites by year: 11
   Journals where Zeynep Senyuz has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 7 (5.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse330
   Updated: 2020-11-21    RAS profile: 2020-04-29    
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Relations with other researchers


Works with:

Yoldas, Emre (4)

Klee, Elizabeth (2)

Chauvet, Marcelle (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 (7)

Petronevich, Anna (6)

Marsilli, Clément (5)

Götz, Thomas (4)

Hecq, Alain (4)

Leiva-Leon, Danilo (4)

Smeekes, Stephan (3)

Kheifets, Igor (3)

Harvey, Andrew (3)

Peydro, Jose-Luis (3)

Cites to:

Diebold, Francis (17)

Potter, Simon (12)

Kim, Chang-Jin (10)

Rudebusch, Glenn (9)

Chauvet, Marcelle (9)

Bollerslev, Tim (8)

Estrella, Arturo (7)

Andersen, Torben (7)

Ang, Andrew (7)

Stock, James (7)

Campbell, John (7)

Main data


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
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)7
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)6
MPRA Paper / University Library of Munich, Germany3

Recent works citing Zeynep Senyuz (2020 and 2019)


YearTitle of citing document
2020A Repo Model of Fire Sales with VWAP and LOB Pricing Mechanisms. (2020). Feinstein, Zachary ; Bichuch, Maxim. In: Papers. RePEc:arx:papers:2005.05364.

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

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2019Behind the scenes of the beauty contest: window dressing and the G-SIB framework. (2019). Wedow, Michael ; Parisi, Laura ; Mangiante, Giacomo ; Behn, Markus. In: Working Paper Series. RePEc:ecb:ecbwps:20192298.

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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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2020Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position. (2020). lucey, brian ; Corbet, Shaen ; Meegan, Andrew ; Larkin, Charles ; Yarovaya, Larisa. In: Journal of Financial Stability. RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306576.

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2020Reserve balances, the federal funds market and arbitrage in the new regulatory framework. (2020). Tase, Manjola ; Banegas, Ayelen. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:118:y:2020:i:c:s037842662030159x.

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2020The scarcity effect of QE on repo rates: Evidence from the euro area. (2020). Vari, Miklos ; Rahmouni-Rousseau, Imene ; Nguyen, Benoit ; Arrata, William. In: Journal of Financial Economics. RePEc:eee:jfinec:v:137:y:2020:i:3:p:837-856.

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2019Transmission mechanisms of financial stress into economic activity in Turkey. (2019). Polat, Onur ; Ozkan, Ibrahim . In: Journal of Policy Modeling. RePEc:eee:jpolmo:v:41:y:2019:i:2:p:395-415.

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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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2020Financial stress dynamics in China: An interconnectedness perspective. (2020). Li, Jianping ; Sun, Xiaolei ; Le, Wei ; Yao, Xiaoyang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:68:y:2020:i:c:p:217-238.

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2020Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods. (2020). Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s027553191930563x.

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2020Treasury Safety, Liquidity, and Money Premium Dynamics: Evidence from Recent Debt Limit Impasses. (2020). Klee, Elizabeth ; Syron, Erin E ; Cashin, David B. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-08.

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2020Hedging Strategies of Green Assets against Dirty Energy Assets. (2020). Tran, Dang Khoa ; Bouri, Elie ; Saeed, Tareq. In: Energies. RePEc:gam:jeners:v:13:y:2020:i:12:p:3141-:d:372689.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: Working Papers. RePEc:hae:wpaper:2019-4.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine . In: PSE Working Papers. RePEc:hal:psewpa:halshs-02262202.

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2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Ferrara, Laurent ; Doz, Catherine ; Pionnier, Pierre-Alain. In: PSE Working Papers. RePEc:hal:psewpa:halshs-02443364.

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2019Dynamic Factor Models. (2019). Fuleky, Peter ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02262202.

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2020Business cycle dynamics after the Great Recession: An Extended Markov-Switching Dynamic Factor Model. (2020). Pionnier, Pierre-Alain ; Ferrara, Laurent ; Doz, Catherine. In: Working Papers. RePEc:hal:wpaper:halshs-02443364.

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2019Systemic Risk in the Interbank Market with Overlapping Portfolios. (2019). Jiang, Shanshan ; Fan, Hong. In: Complexity. RePEc:hin:complx:5317819.

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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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2019Perspectives on U.S. Monetary Policy Tools and Instruments. (2019). Hamilton, James. In: NBER Working Papers. RePEc:nbr:nberwo:25911.

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2020Has the Financial Crisis affected the Real Interest Rate Dynamics in Europe?. (2020). Demiralp, Selva ; Aslanidis, Nektarios. In: Journal of Business Cycle Research. RePEc:spr:jbuscr:v:16:y:2020:i:1:d:10.1007_s41549-020-00041-3.

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2020Accelerating Peak Dating in a Dynamic Factor Markov-Switching Model. (2020). van Dijk, Dick ; van Os, Bram. In: Tinbergen Institute Discussion Papers. RePEc:tin:wpaper:20200057.

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2020Stressed banks? Evidence from the largest-ever supervisory review. (2020). Soto, Paul E ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Abbassi, Puriya. In: Economics Working Papers. RePEc:upf:upfgen:1721.

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2020Monetary Policy Implementation in a Negative Rate Environment. (2020). Witmer, Jonathan ; Boutros, Michael. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:52:y:2020:i:2-3:p:441-470.

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2020Stressed banks? Evidence from the largest-ever supervisory review. (2020). Soto, Paul E ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Abbassi, Puriya. In: Discussion Papers. RePEc:zbw:bubdps:262020.

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2020Stressed Banks? Evidence from the Largest-Ever Supervisory Review. (2020). Soto, Paul ; Peydro, Jose-Luis ; Iyer, Rajkamal ; Abbassi, Puriya. In: EconStor Preprints. RePEc:zbw:esprep:217048.

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2020Determinants of hedge fund performance during ‘good’ and ‘bad’ economic periods. (2020). Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: Research in International Business and Finance. RePEc:eee:riibaf:v:52:y:2020:i:c:s027553191930563x.

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Works by Zeynep Senyuz:


YearTitleTypeCited
2011Autocontours: Dynamic Specification Testing In: Journal of Business & Economic Statistics.
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article20
2011Autocontours: Dynamic Specification Testing.(2011) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 20
article
2015What does financial volatility tell us about macroeconomic fluctuations? In: Journal of Economic Dynamics and Control.
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article25
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: 25
paper
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: 25
paper
2011What does financial volatility tell us about macroeconomic fluctuations?.(2011) In: MPRA Paper.
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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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article21
2013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 21
paper
2016Volatility in the federal funds market and money market spreads during the financial crisis In: Journal of Financial Stability.
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article3
2018Financial stress and equilibrium dynamics in term interbank funding markets In: Journal of Financial Stability.
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article3
2016A dynamic factor model of the yield curve components as a predictor of the economy In: International Journal of Forecasting.
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article8
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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paper4
2016Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets In: Finance and Economics Discussion Series.
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paper8
2018The Regulatory and Monetary Policy Nexus in the Repo Market In: Finance and Economics Discussion Series.
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paper6
2020The Fed’s “Ample-Reserves” Approach to Implementing Monetary Policy In: Finance and Economics Discussion Series.
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paper1
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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paper0
2020Implementing Monetary Policy in an Ample-Reserves Regime: The Basics (Note 1 of 3) In: FEDS Notes.
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paper0
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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2020Implementing Monetary Policy in an Ample-Reserves Regime: When in Crisis (Note 3 of 3) In: FEDS Notes.
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2019Effects of Changing Monetary and Regulatory Policy on Money Markets In: International Journal of Central Banking.
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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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paper10
2010Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market In: MPRA Paper.
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paper7
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: 7
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2014Cyclical Dynamics of the Turkish Economy and the Stock Market In: International Economic Journal.
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article2

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