Deren Unalmis : Citation Profile


Are you Deren Unalmis?

Türkiye Cumhuriyet Merkez Bankası

7

H index

5

i10 index

116

Citations

RESEARCH PRODUCTION:

10

Articles

26

Papers

RESEARCH ACTIVITY:

   14 years (2002 - 2016). See details.
   Cites by year: 8
   Journals where Deren Unalmis has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 18 (13.43 %)

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: 2019-10-06    RAS profile: 2018-11-01    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Unalmis, Ibrahim (7)

Özbay Özlü, Pınar (6)

de Haan, Jakob (3)

Unsal, Filiz (3)

Tumen, Semih (3)

Kara, Hakan (3)

Talasli, Ismail (2)

YUKSEL, CANAN (2)

Kucuk, Hande (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 (8)

Alquist, Ron (4)

Coibion, Olivier (4)

Gürkaynak, Refet (3)

Kilian, Lutz (3)

Demiralp, Selva (3)

Tuteja, Divya (2)

Millard, Stephen (2)

Morley, Ciara (2)

Özbay Özlü, Pınar (2)

Şensoy, Ahmet (2)

Cites to:

Kilian, Lutz (31)

Rigobon, Roberto (22)

Gürkaynak, Refet (15)

Smets, Frank (12)

Unsal, Filiz (11)

Gali, Jordi (10)

Ehrmann, Michael (10)

Unalmis, Ibrahim (10)

Fratzscher, Marcel (10)

Guerrieri, Luca (9)

Bodenstein, Martin (9)

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
IMF Working Papers / International Monetary Fund3

Recent works citing Deren Unalmis (2018 and 2017)


YearTitle of citing document
2019Regime-Dependent Effects on Stock Market Return Dynamics: Evidence from SAARC Countries. (2019). Mustafa, Khalid ; Ahmed, Zobia Israr. In: Asian Development Policy Review. RePEc:asi:adprev:2019:p:111-132.

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2017Financial stability and macroprudential policy in Turkey. (2017). Uysal, Murat . In: BIS Papers chapters. RePEc:bis:bisbpc:94-27.

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2017Macroprudential frameworks, implementation and relationship with other policies. (2017). Bank for International Settlements, . In: BIS Papers. RePEc:bis:bisbps:94.

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2017RESPONSES OF TERM STRUCTURE OF INTEREST RATES AND ASSET PRICES TO MONETARY POLICY SHOCKS: EVIDENCE FROM TURKEY. (2017). Eroglu, Burak ; Yildirim-Karaman, Secil. In: Working Papers. RePEc:bli:wpaper:1705.

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2017Perspectives on Monetary Policy and Cost of Capital: Evidence from Turkey. (2017). Turguttopbas, Neslihan . In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:6:y:2017:i:2:p:45-64.

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2018The effects of unconventional monetary policy in the euro area. (2018). Duijndam, Sem ; Ji, Kan ; Elbourne, Adam . In: CPB Discussion Paper. RePEc:cpb:discus:371.

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2019Do zero and sign restricted SVARs identify unconventional monetary policy shocks in the euro area?. (2019). Ji, Kan ; Elbourne, Adam. In: CPB Discussion Paper. RePEc:cpb:discus:391.

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2018The Relation between Monetary Policy and the Stock Market in Europe. (2018). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1729.

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2019The Short-Run Effect of Monetary Policy Shocks on Credit Risk: An Analysis of the Euro Area. (2019). Kim, Chi Hyun ; Other, Lars. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1781.

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2018On the Stock Market-Electricity Sector Nexus in Latin America: A Dynamic Panel Data Model. (2018). Venegas-Martínez, Francisco ; Santillan-Salgado, Roberto J ; Venegas-Martinez, Francisco ; Aali-Bujari, Ali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2018-06-18.

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2019The Response of European Energy Prices to ECB Monetary Policy. (2019). Torro, Hipolit. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2019-02-1.

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2018Institution shocks and economic outcomes: Allendes election, Pinochets coup and the Santiago stock market. (2018). Girardi, Daniele ; Bowles, Samuel. In: Journal of Development Economics. RePEc:eee:deveco:v:134:y:2018:i:c:p:16-27.

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2018Time-varying effects of oil supply and demand shocks on Chinas macro-economy. (2018). Lin, Boqiang ; Gong, XU. In: Energy. RePEc:eee:energy:v:149:y:2018:i:c:p:424-437.

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2017The effectiveness of the ECB’s unconventional monetary policy: Comparative evidence from crisis and non-crisis Euro-area countries. (2017). Jäger, Jannik ; Grigoriadis, Theocharis ; Jager, Jannik . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:78:y:2017:i:c:p:21-43.

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2019The role of market expectations in commodity price dynamics: Evidence from oil data. (2019). Jin, Xin. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:90:y:2019:i:c:p:1-18.

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2019Market reactions to ECB policy innovations: A cross-country analysis. (2019). Pacicco, Fausto ; Venegoni, Andrea ; Vena, Luigi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:91:y:2019:i:c:p:126-137.

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2018The impact of ECB monetary policy surprises on the German stock market. (2018). Fausch, Jurg ; Sigonius, Markus. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:55:y:2018:i:c:p:46-63.

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2018Renewable energy sources policies in a Bayesian DSGE model. (2018). Argentiero, Amedeo ; Zopounidis, Constantin ; Micheli, Silvia ; Bollino, Carlo Andrea. In: Renewable Energy. RePEc:eee:renene:v:120:y:2018:i:c:p:60-68.

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2017Contained crisis and socialized risk. (2017). Nakabayashi, Masaki. In: Research in International Business and Finance. RePEc:eee:riibaf:v:40:y:2017:i:c:p:231-241.

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2018The Response of European Energy Prices to ECB Monetary Policy. (2018). Torro, Hipolit. In: Working Papers. RePEc:fem:femwpa:2018.09.

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2018The Relation between Monetary Policy and the Stock Market in Europe. (2018). Netšunajev, Aleksei ; Lütkepohl, Helmut ; Netunajev, Aleksei ; Lutkepohl, Helmut. In: Econometrics. RePEc:gam:jecnmx:v:6:y:2018:i:3:p:36-:d:162048.

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2017Japanese Mutual Funds before and after the Crisis Outburst: A Style- and Performance-Analysis. (2017). Papadamou, Stephanos ; Mermigka, Lydia ; Kyriazis, Nikolaos A. In: International Journal of Financial Studies. RePEc:gam:jijfss:v:5:y:2017:i:1:p:9-:d:91815.

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2018Impact of Fiscal and Monetary Policies on Stock Market Performance: An Empirical Study of Pakistan Stock Exchange. (2018). Shahida Perveen, Mustaghis-ur-Rahman, . In: Journal of Finance and Economics Research. RePEc:gei:jnlfer:v:3:y:2018:i:2:p:2-23.

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2018A shadow rate without a lower bound constraint. (2018). Ristiniemi, Annukka ; De Rezende, Rafael. In: Working Paper Series. RePEc:hhs:rbnkwp:0355.

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2019The effectiveness of the monetary transmission mechanism channel in Turkey. (2019). Durmaz, Atakan ; Akku, Omer ; OKUR, Fatih . In: Eastern Journal of European Studies. RePEc:jes:journl:y:2019:v:10:p:161-180.

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2018Investigating International Portfolio Diversification Opportunities for the Asian Islamic Stock Market Investors. (2018). Masih, Abul ; Yildirim, Ramazan. In: MPRA Paper. RePEc:pra:mprapa:90281.

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2018Economic regimes and stock market performance in Nigeria: Evidence from regime switching model. (2018). Rano, Shehu Usman ; Aminu, Abubakar Wambai. In: MPRA Paper. RePEc:pra:mprapa:91430.

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2019Monetary Policy in a Small Open Economy with Non-Separable Government Spending. (2019). Troug, Haytem. In: MPRA Paper. RePEc:pra:mprapa:92511.

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2019Oil prices in a general equilibrium model with precautionary demand for oil. (2019). Olovsson, Conny. In: Review of Economic Dynamics. RePEc:red:issued:18-15.

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2018The causal relationship between financial development and economic growth: an experience with BRICS economies. (2018). Kiran, Siva K ; Rao, Prabhakar R. In: Journal of Social and Economic Development. RePEc:spr:jsecdv:v:20:y:2018:i:2:d:10.1007_s40847-018-0071-5.

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2017LONG MEMORY IN TURKISH STOCK MARKET AND EFFECTS OF CENTRAL BANKS’ ANNOUNCEMENTS. (2017). Erer, Elif. In: Studii Financiare (Financial Studies). RePEc:vls:finstu:v:21:y:2017:i:3:p:6-18.

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2018Country-Specific Euro Area Government Bond Yield Reactions to ECB’s Non-Standard Monetary Policy Announcements. (2018). Fendel, Ralf ; Neugebauer, Frederik. In: WHU Working Paper Series - Economics Group. RePEc:whu:wpaper:18-02.

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Works by Deren Unalmis:


YearTitleTypeCited
2016INTEREST RATE CORRIDOR, LIQUIDITY MANAGEMENT, AND THE OVERNIGHT SPREAD In: Contemporary Economic Policy.
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article4
2014Interest Rate Corridor, Liquidity Management and the Overnight Spread.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 4
paper
2015The impact of the ECBs conventional and unconventional monetary policies on stock markets In: DNB Working Papers.
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paper16
2016The impact of the ECBs conventional and unconventional monetary policies on stock markets.(2016) In: Journal of Macroeconomics.
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This paper has another version. Agregated cites: 16
article
2016The Impact of the ECB’s Conventional and Unconventional Monetary Policies on Stock Markets.(2016) In: Working Papers.
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paper
2013How do banks stock returns respond to monetary policy committee announcements in Turkey? Evidence from traditional versus new monetary policy episodes In: Economic Modelling.
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article0
2013How do Banks’ Stock Returns Respond to Monetary Policy Committee Announcements in Turkey? Evidence from Traditional versus New Monetary Policy Episodes.(2013) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2012Measuring the impact of monetary policy on asset prices in Turkey In: Economics Letters.
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article9
2008On the stability of domestic financial market linkages in the presence of time-varying volatility In: Emerging Markets Review.
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article18
2008On the stability of domestic financial market linkages in the presence of time-varying volatility.(2008) In: Economics, Finance and Accounting Department Working Paper Series.
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This paper has another version. Agregated cites: 18
paper
2008On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 18
paper
2016Taxing fossil fuels under speculative storage In: Energy Economics.
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article3
2014Taxing Fossil Fuels under Speculative Storage.(2014) In: IMF Working Papers.
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2015Taxing Fossil Fuels under Speculative Storage.(2015) In: Working Papers.
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2009On the Sources of Oil Price Fluctuations In: IMF Working Papers.
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paper7
2012On the Sources and Consequences of Oil Price Shocks; The Role of Storage In: IMF Working Papers.
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paper8
2012On the Sources and Consequences of Oil Price Shocks : The Role of Storage.(2012) In: Working Papers.
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This paper has another version. Agregated cites: 8
paper
2012On Oil Price Shocks: The Role of Storage In: IMF Economic Review.
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article11
2015The Effects of Conventional and Unconventional Monetary Policy Surprises on Asset Markets in the United States In: MPRA Paper.
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paper1
2010TCMB Faiz Kararlarinin Hisse Senedi Piyasalari Uzerine Etkisi In: Central Bank Review.
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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.
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article0
2015Turkiye icin Finansal Kosullar Endeksi In: Central Bank Review.
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article3
2015Turkiye icin Finansal Kosullar Endeksi.(2015) In: Working Papers.
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2010TCMB Faiz Kararlarinin Piyasa Faizleri Ve Hisse Senedi Piyasalari Uzerine Etkisi In: CBT Research Notes in Economics.
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2012Kuresel Kriz, Avrupa Borc Krizi ve Gelismekte Olan Piyasalarda Bulasicilik Etkisi In: CBT Research Notes in Economics.
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2012Makroekonomik Gostergelerin Doviz Kurlari Uzerine Etkisi In: CBT Research Notes in Economics.
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2012Financial Conditions Indices for the Turkish Economy In: CBT Research Notes in Economics.
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2013Interest Rate Corridor : A New Macroprudential Tool? In: CBT Research Notes in Economics.
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paper15
2013Likidite Yonetimi ve BIST Faiz Farki In: CBT Research Notes in Economics.
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paper1
2015Zorunlu Karsiliklara Faiz Odenmesi In: CBT Research Notes in Economics.
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2015Faiz Koridoru, Likidite Yonetimi ve Para Piyasalarinda Efektif Fonlama Faizi In: CBT Research Notes in Economics.
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2002The Causality Between Financial Development and Economic Growth : The Case of Turkey In: Working Papers.
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paper11
2008Oil Price Shocks, Macroeconomic Stability and Welfare in a Small Open Economy In: Working Papers.
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2008Oil Price Shocks, Macroeconomics Stability and Welfare in a Small Open Economy.(2008) In: Discussion Papers.
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2010On the Sources of Oil Price Fluctuations (Petrol Fiyatlarindaki Dalgalanmalarin Kaynaklari) In: Working Papers.
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2010Measuring the Impact of Monetary Policy on Asset Prices in Turkey (Turkiye’de Para Politikasinin Finansal Varlik Fiyatlari Uzerine Etkisi) In: Working Papers.
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