Deren Unalmis : Citation Profile


Are you Deren Unalmis?

Türkiye Cumhuriyet Merkez Bankası

9

H index

8

i10 index

174

Citations

RESEARCH PRODUCTION:

10

Articles

23

Papers

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 12
   Journals where Deren Unalmis has often published
   Relations with other researchers
   Recent citing documents: 25.    Total self citations: 14 (7.45 %)

EXPERT IN:

   Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
   Financial Econometrics
   Computable General Equilibrium Models
   Money and Interest Rates
   Monetary Policy, Central Banking, and the Supply of Money and Credit

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pun22
   Updated: 2022-01-15    RAS profile: 2020-06-01    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

de Haan, Jakob (2)

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

Is cited by:

Kara, Hakan (9)

Perego, Erica (6)

Courtoy, Francois (6)

Lin, Boqiang (4)

Netšunajev, Aleksei (4)

Demiralp, Selva (4)

Torro, Hipolit (4)

Lütkepohl, Helmut (4)

Binici, Mahir (3)

Bulut, Umit (3)

Gürkaynak, Refet (3)

Cites to:

Rigobon, Roberto (24)

Kilian, Lutz (19)

Gürkaynak, Refet (15)

Ehrmann, Michael (11)

Fratzscher, Marcel (11)

Özbay Özlü, Pınar (10)

Smets, Frank (8)

Napolitano, Oreste (8)

Duran, Murat (8)

Swanson, Eric (8)

Kuttner, Kenneth (8)

Main data


Where Deren Unalmis has published?


Journals with more than one article published# docs
Central Bank Review3

Working Papers Series with more than one paper published# docs
Working Papers / Research and Monetary Policy Department, Central Bank of the Republic of Turkey11
CBT Research Notes in Economics / Research and Monetary Policy Department, Central Bank of the Republic of Turkey8

Recent works citing Deren Unalmis (2021 and 2020)


YearTitle of citing document
2020Monetary policy under a multiple‐tool environment. (2020). Berument, Hakan M ; Varlik, Serdar. In: Bulletin of Economic Research. RePEc:bla:buecrs:v:72:y:2020:i:3:p:225-250.

Full description at Econpapers || Download paper

2021World Interest Rates and Macroeconomic Adjustments in Developing Commodity Producing Countries. (2021). Bodart, Vincent ; Courtoy, Franois ; Perego, Erica. In: Working Papers. RePEc:cii:cepidt:2021-01.

Full description at Econpapers || Download paper

2021World interest rates and macroeconomic adjustments in developing commodity producing countries. (2021). Courtoy, Franois ; Bodart, Vincent ; Perego, Erica. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021002.

Full description at Econpapers || Download paper

2021Euro area equity risk premia and monetary policy: a longer-term perspective. (2021). Kristiansen, Kristian ; Kapp, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20212535.

Full description at Econpapers || Download paper

2021Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries. (2021). Hadhek, Zouhaier ; Lafi, Mosbah ; Mrad, Fatma ; Bouazizi, Tarek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-5.

Full description at Econpapers || Download paper

2021Do banks price environmental transition risks? Evidence from a quasi-natural experiment in China. (2021). Wu, YU ; Punzi, Maria Teresa ; Huang, Bihong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001048.

Full description at Econpapers || Download paper

2021Effects of quantitative easing on firm performance in the euro area. (2021). Korab, Petr ; Dibooglu, Sel ; Mallek, Ray Saadaoui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000814.

Full description at Econpapers || Download paper

2020How the financial market can dampen the effects of commodity price shocks. (2020). Kim, Myunghyun. In: European Economic Review. RePEc:eee:eecrev:v:121:y:2020:i:c:s0014292119302004.

Full description at Econpapers || Download paper

2021The impact of extreme events on energy price risk. (2021). Chang, Chun-Ping ; Zhao, Xin-Xin ; Wen, Jun. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002139.

Full description at Econpapers || Download paper

2021Macroeconomic effect of energy transition to carbon neutrality: Evidence from Chinas coal capacity cut policy. (2021). Shi, Xunpeng ; Nie, Rui ; Chen, Sai ; Qian, Xiangyan ; Zhang, Yanfang. In: Energy Policy. RePEc:eee:enepol:v:155:y:2021:i:c:s0301421521002445.

Full description at Econpapers || Download paper

2020Analyzing dynamic impacts of different oil shocks on oil price. (2020). Lin, Boqiang ; Gong, XU ; Chen, Liqiang. In: Energy. RePEc:eee:energy:v:198:y:2020:i:c:s0360544220304138.

Full description at Econpapers || Download paper

2021Financial contagion and the role of firm characteristics. (2021). Hacihasanoglu, Yavuz Selim ; Kara, Alper ; Unalmis, Deren. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319302600.

Full description at Econpapers || Download paper

2020The impact of monetary policy stance, financial conditions, and the GFC on investment-cash flow sensitivity. (2020). Tastan, Huseyin ; Gul, Selcuk ; Tatan, Huseyin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:692-707.

Full description at Econpapers || Download paper

2021Emerging market exchange rates during quantitative tapering: The effect of US and domestic news. (2021). Tamgac, Unay. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000143.

Full description at Econpapers || Download paper

2021On Determinants of Exchange Market Pressure in Turkey: The Role of Model Uncertainty. (2021). Ncekara, Ahmet ; Poyraz, Gulden. In: Journal of Economy Culture and Society. RePEc:ist:iujecs:v:63:y:2021:1:p:199-211.

Full description at Econpapers || Download paper

2020US non-linear causal effects on global equity indices in Normal times versus unconventional eras. (2020). Tzeremes, Panayiotis ; Kyriazis, Ikolaos A ; Papadamou, Stephanos. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:17:y:2020:i:2:d:10.1007_s10368-019-00457-y.

Full description at Econpapers || Download paper

2021What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy?. (2021). Rano, Shehu Usman. In: MPRA Paper. RePEc:pra:mprapa:110382.

Full description at Econpapers || Download paper

2021Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries. (2021). Ji, Qiang ; Gupta, Rangan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202126.

Full description at Econpapers || Download paper

2020Impact of monetary policy on the Indian stock market: Does the devil lie in the detail?. (2020). Prabu, Edwin A ; Ray, Partha ; Bhattacharyya, Indranil . In: Indian Economic Review. RePEc:spr:inecre:v:55:y:2020:i:1:d:10.1007_s41775-020-00078-2.

Full description at Econpapers || Download paper

2020Interbank market friction-induced holdings of precautionary liquidity: implications for bank loan supply and monetary policy implementation. (2020). Neyer, Ulrike ; Hauck, Achim ; Bucher, Monika. In: Economic Theory. RePEc:spr:joecth:v:70:y:2020:i:1:d:10.1007_s00199-019-01207-6.

Full description at Econpapers || Download paper

2021Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidence for Turkish Economy. (2021). Akdeniz, Cokun. In: Springer Books. RePEc:spr:sprchp:978-3-030-54108-8_9.

Full description at Econpapers || Download paper

2020Credit decomposition and economic activity in Turkey: A wavelet-based approach. (2020). Yalmaz, Muhammed Hasan ; Hacahasanoalu, Yavuz Selim ; Epni, Oauzhan. In: Central Bank Review. RePEc:tcb:cebare:v:20:y:2020:i:3:p:109-131.

Full description at Econpapers || Download paper

2020ECB Announcements and Stock Market Volatility. (2020). Neugebauer, Frederik. In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:20-02.

Full description at Econpapers || Download paper

2021The response of precious metal futures markets to unconventional monetary surprises in the presence of uncertainty. (2021). Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1897-1916.

Full description at Econpapers || Download paper

2020Global oil prices and the macroeconomy: The role of tradeable manufacturing versus nontradeable services. (2020). Khalil, Makram. In: Discussion Papers. RePEc:zbw:bubdps:602020.

Full description at Econpapers || Download paper

Works by Deren Unalmis:


YearTitleTypeCited
2016INTEREST RATE CORRIDOR, LIQUIDITY MANAGEMENT, AND THE OVERNIGHT SPREAD In: Contemporary Economic Policy.
[Full Text][Citation analysis]
article7
2014Interest Rate Corridor, Liquidity Management and the Overnight Spread.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7
paper
2015The impact of the ECBs conventional and unconventional monetary policies on stock markets In: DNB Working Papers.
[Full Text][Citation analysis]
paper26
2016The impact of the ECBs conventional and unconventional monetary policies on stock markets.(2016) In: Journal of Macroeconomics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 26
article
2013How do banks stock returns respond to monetary policy committee announcements in Turkey? Evidence from traditional versus new monetary policy episodes In: Economic Modelling.
[Full Text][Citation analysis]
article0
2012Measuring the impact of monetary policy on asset prices in Turkey In: Economics Letters.
[Full Text][Citation analysis]
article11
2008On the stability of domestic financial market linkages in the presence of time-varying volatility In: Emerging Markets Review.
[Full Text][Citation analysis]
article21
2008On the stability of domestic financial market linkages in the presence of time-varying volatility.(2008) In: Economics Department Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2008On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 21
paper
2016Taxing fossil fuels under speculative storage In: Energy Economics.
[Full Text][Citation analysis]
article9
2015Taxing Fossil Fuels under Speculative Storage.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9
paper
2012On Oil Price Shocks: The Role of Storage In: IMF Economic Review.
[Full Text][Citation analysis]
article16
2015The Effects of Conventional and Unconventional Monetary Policy Surprises on Asset Markets in the United States In: MPRA Paper.
[Full Text][Citation analysis]
paper2
2010TCMB Faiz Kararlarinin Hisse Senedi Piyasalari Uzerine Etkisi In: Central Bank Review.
[Full Text][Citation analysis]
article1
2012Kuresel Kriz, Avrupa Borc Krizi ve Gelismekte Olan Piyasalarda Bulasicilik Etkisi (Global Crisis, European Debt Crisis and Contagion in Emerging Markets) In: Central Bank Review.
[Full Text][Citation analysis]
article0
2015Turkiye icin Finansal Kosullar Endeksi In: Central Bank Review.
[Full Text][Citation analysis]
article5
2015Turkiye icin Finansal Kosullar Endeksi.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2010TCMB Faiz Kararlarinin Piyasa Faizleri Ve Hisse Senedi Piyasalari Uzerine Etkisi In: CBT Research Notes in Economics.
[Full Text][Citation analysis]
paper2
2012Kuresel Kriz, Avrupa Borc Krizi ve Gelismekte Olan Piyasalarda Bulasicilik Etkisi In: CBT Research Notes in Economics.
[Full Text][Citation analysis]
paper0
2012Makroekonomik Gostergelerin Doviz Kurlari Uzerine Etkisi In: CBT Research Notes in Economics.
[Full Text][Citation analysis]
paper0
2012Financial Conditions Indices for the Turkish Economy In: CBT Research Notes in Economics.
[Full Text][Citation analysis]
paper4
2013Interest Rate Corridor : A New Macroprudential Tool? In: CBT Research Notes in Economics.
[Full Text][Citation analysis]
paper16
2013Likidite Yonetimi ve BIST Faiz Farki In: CBT Research Notes in Economics.
[Full Text][Citation analysis]
paper1
2015Zorunlu Karsiliklara Faiz Odenmesi In: CBT Research Notes in Economics.
[Full Text][Citation analysis]
paper1
2015Faiz Koridoru, Likidite Yonetimi ve Para Piyasalarinda Efektif Fonlama Faizi In: CBT Research Notes in Economics.
[Full Text][Citation analysis]
paper0
2002The Causality Between Financial Development and Economic Growth : The Case of Turkey In: Working Papers.
[Full Text][Citation analysis]
paper12
2008Oil Price Shocks, Macroeconomic Stability and Welfare in a Small Open Economy In: Working Papers.
[Full Text][Citation analysis]
paper4
2008Oil Price Shocks, Macroeconomics Stability and Welfare in a Small Open Economy.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
paper
2010On the Sources of Oil Price Fluctuations (Petrol Fiyatlarindaki Dalgalanmalarin Kaynaklari) In: Working Papers.
[Full Text][Citation analysis]
paper0
2010Measuring the Impact of Monetary Policy on Asset Prices in Turkey (Turkiye�de Para Politikasinin Finansal Varlik Fiyatlari Uzerine Etkisi) In: Working Papers.
[Full Text][Citation analysis]
paper0
2012On the Sources and Consequences of Oil Price Shocks : The Role of Storage In: Working Papers.
[Full Text][Citation analysis]
paper14
2013How do Banks� Stock Returns Respond to Monetary Policy Committee Announcements in Turkey? Evidence from Traditional versus New Monetary Policy Episodes In: Working Papers.
[Full Text][Citation analysis]
paper0
2016The Impact of the ECB�s Conventional and Unconventional Monetary Policies on Stock Markets In: Working Papers.
[Full Text][Citation analysis]
paper22

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 2 2022. Contact: CitEc Team