Emre Yoldas : Citation Profile

Are you Emre Yoldas?

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

8

H index

7

i10 index

181

Citations

RESEARCH PRODUCTION:

10

Articles

14

Papers

RESEARCH ACTIVITY:

   16 years (2007 - 2023). See details.
   Cites by year: 11
   Journals where Emre Yoldas has often published
   Relations with other researchers
   Recent citing documents: 14.    Total self citations: 3 (1.63 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyo92
   Updated: 2024-04-18    RAS profile: 2023-03-10    
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Relations with other researchers

Works with:

Hoek, Jasper (3)

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 (16)

Ferrara, Laurent (7)

Dovern, Jonas (6)

Ruiz, Esther (6)

Égert, Balázs (4)

Veiga, Helena (4)

Götz, Thomas (4)

Marsilli, Clément (4)

Hecq, Alain (4)

Nguyen, Benoît (3)

Smeekes, Stephan (3)

Cites to:

Bollerslev, Tim (13)

Diebold, Francis (12)

Andersen, Torben (9)

Timmermann, Allan (6)

Guidolin, Massimo (6)

Engle, Robert (6)

Hansen, Bruce (6)

Afonso, Gara (6)

Pesaran, Mohammad (6)

Senyuz, Zeynep (5)

Rogoff, Kenneth (5)

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 (U.S.)6
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)4

Recent works citing Emre Yoldas (2024 and 2023)

YearTitle of citing document
2023Extraction of deterministic components for high frequency stochastic process -- an application from CSI 300 index. (2022). Sengupta, Indranil ; Zhou, Yan ; Sun, Baiqing ; Hui, Xianfei. In: Papers. RePEc:arx:papers:2204.02891.

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2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2022). Ortega, Juan-Pablo ; van Huellen, Sophie ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Dellaportas, Petros ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

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2023Score-based calibration testing for multivariate forecast distributions. (2022). Pohle, Marc-Oliver ; Kruger, Fabian ; Knuppel, Malte. In: Papers. RePEc:arx:papers:2211.16362.

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2023Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269.

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2023The inverted-U effect of inflation on growth: Cross-country evidence. (2023). He, Qichun. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003139.

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2023Hedge fund performance persistence under different business cycles and stock market regimes. (2023). Tolikas, Konstantinos ; Andrikopoulos, Athanasios ; Stafylas, Dimitrios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002017.

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2023The global financial cycle and capital flows during the COVID-19 pandemic. (2023). Davis, Jonathan ; Zlate, Andrei. In: European Economic Review. RePEc:eee:eecrev:v:156:y:2023:i:c:s001429212300106x.

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2023Corporate credit risk counter-cyclical interdependence: A systematic analysis of cross-border and cross-sector correlation dynamics. (2023). Christopoulos, Apostolos ; Zopounidis, Constantin ; Karanasos, Menelaos ; Yfanti, Stavroula. In: European Journal of Operational Research. RePEc:eee:ejores:v:304:y:2023:i:2:p:813-831.

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2023Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122.

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2023Lockdown spillovers*. (2023). Tillmann, Peter ; Chen, Hongyi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623000918.

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2023A Truncated Mixture Transition Model for Interval-valued Time Series. (2023). Luo, Yun ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202315.

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2023Commodity price uncertainty as a leading indicator of economic activity. (2023). Bakas, Dimitrios ; Triantafyllou, Athanasios ; Ioakimidis, Marilou. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:4:p:4194-4219.

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Works by Emre Yoldas:

YearTitleTypeCited
2011Autocontours: Dynamic Specification Testing In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article19
2011Autocontours: Dynamic Specification Testing.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 19		article
2012Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article0
2016Public debt and macroeconomic activity: a predictive analysis for advanced economies In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article7
2015What does financial volatility tell us about macroeconomic fluctuations? In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article37
2012What does financial volatility tell us about macroeconomic fluctuations?.(2012) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2013What does financial volatility tell us about macroeconomic fluctuations?.(2013) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2011What does financial volatility tell us about macroeconomic fluctuations?.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 37		paper
2014Non-linearity in the inflation–growth relationship in developing economies: Evidence from a semiparametric panel model In: Economics Letters.
[Full Text][Citation analysis]		article22
2014Non-linearity in the Inflation-Growth Relationship in Developing Economies: Evidence from a Semiparametric Panel Model.(2014) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2013Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article27
2007Optimality of the RiskMetrics VaR model In: Finance Research Letters.
[Full Text][Citation analysis]		article4
2012Autocontour-based evaluation of multivariate predictive densities In: International Journal of Forecasting.
[Full Text][Citation analysis]		article19
2013Government debt and macroeconomic activity: a predictive analysis for advanced economies In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper11
2015Financial Stress and Equilibrium Dynamics in Money Markets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper3
2016Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper12
2015Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound? In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2020The Impact of COVID-19 on Emerging Market Economies Financial Conditions In: FEDS Notes.
[Full Text][Citation analysis]		paper8
2021Are Rising U.S. Interest Rates Destabilizing for Emerging Market Economies? In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2023U.S. Interest Rates and Emerging Market Currencies: Taking Stock 10 Years After the Taper Tantrum In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2020When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets In: International Finance Discussion Papers.
[Full Text][Citation analysis]		paper5
2016Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies In: IFDP Notes.
[Full Text][Citation analysis]		paper2
2014Cyclical Dynamics of the Turkish Economy and the Stock Market In: International Economic Journal.
[Full Text][Citation analysis]		article4
2010Multivariate Autocontours for Specification Testing in Multivariate GARCH Models In: Working Papers.
[Full Text][Citation analysis]		paper0

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