Emre Yoldas : Citation Profile


Are you Emre Yoldas?

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

6

H index

5

i10 index

100

Citations

RESEARCH PRODUCTION:

10

Articles

10

Papers

RESEARCH ACTIVITY:

   9 years (2007 - 2016). See details.
   Cites by year: 11
   Journals where Emre Yoldas has often published
   Relations with other researchers
   Recent citing documents: 35.    Total self citations: 3 (2.91 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pyo92
   Updated: 2019-07-14    RAS profile: 2017-04-18    
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Relations with other researchers


Works with:

Senyuz, Zeynep (7)

Klee, Elizabeth (2)

Chauvet, Marcelle (2)

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

Is cited by:

Gonzalez-Rivera, Gloria (15)

Dovern, Jonas (6)

Ruiz, Esther (5)

Marsilli, Clément (5)

Ferrara, Laurent (5)

Tripier, Fabien (4)

Götz, Thomas (4)

Hecq, Alain (4)

Veiga, Helena (4)

Égert, Balázs (4)

Harvey, Andrew (3)

Cites to:

Diebold, Francis (10)

Bollerslev, Tim (8)

Andersen, Torben (7)

Pesaran, M (5)

Engle, Robert (5)

Guidolin, Massimo (4)

Senyuz, Zeynep (4)

Sheppard, Kevin (4)

Timmermann, Allan (4)

Stambaugh, Robert (4)

Bai, Jushan (3)

Main data


Where Emre Yoldas has published?


Journals with more than one article published# docs
Studies in Nonlinear Dynamics & Econometrics2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (US)6

Recent works citing Emre Yoldas (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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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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2017The Impact of Forward Guidance on Inflation Expectations: Evidence from the ECB. (2017). de la Barrera, Marc ; Vaglio, Jean-Alexandre ; Henricot, Dorian ; Falath, Juraj. In: Working Papers. RePEc:bge:wpaper:1010.

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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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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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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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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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2019Whether Urban Development and Ecological Protection Can Achieve a Win-win Situation-the Nonlinear Relationship between Urbanization and Ecosystem Service Value in China. (2019). Wu, Baijun ; Zhang, Zhonghao ; Tang, Maogang. In: Sustainability. RePEc:gam:jsusta:v:11:y:2019:i:12:p:3277-:d:239669.

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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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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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2018Central bank transparency and inflation (volatility) – new evidence. (2018). Weber, Christoph S. In: International Economics and Economic Policy. RePEc:kap:iecepo:v:15:y:2018:i:1:d:10.1007_s10368-016-0365-z.

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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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2017Granger Causalities Between Interest Rate, Price Level, Money Supply and Real Gdp in the Czech Republic. (2017). Urbanovsk, Toma. In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis. RePEc:mup:actaun:actaun_2017065020745.

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2017THE INFLATION-GROWTH NEXUS: A DYNAMIC PANEL THRESHOLD ANALYSIS FOR D-8 COUNTRIES. (2017). Aydin, Celil. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2017:i:4:p:134-151.

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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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2017Computing long‐term market inflation expectations for countries without inflation expectation markets. (2017). Rosenblatt-Wisch, Rina ; Moessner, Richhild ; Gerlach-Kristen, Petra. In: Working Papers. RePEc:snb:snbwpa:2017-09.

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2017Threshold Effects on the Relationship Between Inflation Rate and Economic Growth in Tunisia. (2017). Dammak, Thouraya Boujelbene ; Helali, Kamel. In: International Economic Journal. RePEc:taf:intecj:v:31:y:2017:i:2:p:310-325.

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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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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 Emre Yoldas:


YearTitleTypeCited
2011Autocontours: Dynamic Specification Testing In: Journal of Business & Economic Statistics.
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article18
2011Autocontours: Dynamic Specification Testing.(2011) In: Journal of Business & Economic Statistics.
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This paper has another version. Agregated cites: 18
article
2012Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2016Public debt and macroeconomic activity: a predictive analysis for advanced economies In: Studies in Nonlinear Dynamics & Econometrics.
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article0
2015What does financial volatility tell us about macroeconomic fluctuations? In: Journal of Economic Dynamics and Control.
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article23
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
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: 23
paper
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
paper
2014Non-linearity in the inflation–growth relationship in developing economies: Evidence from a semiparametric panel model In: Economics Letters.
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article12
2014Non-linearity in the Inflation-Growth Relationship in Developing Economies: Evidence from a Semiparametric Panel Model.(2014) In: Finance and Economics Discussion Series.
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This paper has another version. Agregated cites: 12
paper
2013Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach In: Journal of Empirical Finance.
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article11
2007Optimality of the RiskMetrics VaR model In: Finance Research Letters.
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article4
2012Autocontour-based evaluation of multivariate predictive densities In: International Journal of Forecasting.
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article15
2013Government debt and macroeconomic activity: a predictive analysis for advanced economies In: Finance and Economics Discussion Series.
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paper7
2015Financial Stress and Equilibrium Dynamics in Money Markets In: Finance and Economics Discussion Series.
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paper1
2016Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets 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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2016Drivers of Inflation Compensation : Evidence from Inflation Swaps in Advanced Economies In: IFDP Notes.
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2014Cyclical Dynamics of the Turkish Economy and the Stock Market In: International Economic Journal.
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article2
2010Multivariate Autocontours for Specification Testing in Multivariate GARCH Models In: Working Papers.
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paper0

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