Emre Yoldas : Citation Profile


Are you Emre Yoldas?

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

7

H index

6

i10 index

132

Citations

RESEARCH PRODUCTION:

10

Articles

12

Papers

RESEARCH ACTIVITY:

   13 years (2007 - 2020). See details.
   Cites by year: 10
   Journals where Emre Yoldas has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 3 (2.22 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pyo92
   Updated: 2020-10-17    RAS profile: 2017-04-18    
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Relations with other researchers


Works with:

Senyuz, Zeynep (4)

Klee, Elizabeth (2)

Hoek, Jasper (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 (16)

Ferrara, Laurent (7)

Dovern, Jonas (6)

Marsilli, Clément (5)

Ruiz, Esther (5)

Hecq, Alain (4)

Götz, Thomas (4)

Égert, Balázs (4)

Veiga, Helena (4)

Vari, Miklos (3)

Harvey, Andrew (3)

Cites to:

Diebold, Francis (10)

Bollerslev, Tim (8)

Andersen, Torben (7)

Engle, Robert (5)

Pesaran, M (5)

Stambaugh, Robert (4)

Senyuz, Zeynep (4)

Timmermann, Allan (4)

Sheppard, Kevin (4)

Gilchrist, Simon (4)

Guidolin, Massimo (4)

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.)2

Recent works citing Emre Yoldas (2020 and 2019)


YearTitle of citing document
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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2019Prediction regions for interval-valued time series. (2019). Gonzalez-Rivera, Gloria ; Luo, Yun ; Ortega, Esther Ruiz. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:29054.

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2020Monetary policy and its transmission in a globalised world. (2020). Strasser, Georg ; Stracca, Livio ; Jarociński, Marek ; Jarociski, Marek ; Georgiadis, Georgios ; Dedola, Luca ; Michele Ca, . In: Working Paper Series. RePEc:ecb:ecbwps:20202407.

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2020From command-and-control to market-based environmental policies: Optimal transition timing and China’s heterogeneous environmental effectiveness. (2020). Wu, Baijun ; Zhang, Yun ; Li, Xiuzhen ; Tang, Maogang. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:1-10.

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2020Sovereign debt and the length of economic depressions. (2020). McDermott, John ; Guo, Minjie. In: Economic Modelling. RePEc:eee:ecmode:v:90:y:2020:i:c:p:79-91.

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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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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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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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2019Cruising at Different Speeds: Similarities and Divergences between the German and the French Economies. (2019). Granelli, Lucia ; Laguna, Jorge Duran ; de Castro, Francisco ; Ziemendorff, Johannes ; Cleaud, Guillaume ; Weissschadel, Kai-Young ; Tsalinski, Tsvetan ; Palvolgyi, Balazs ; Ognyanova, Diana ; Rodriguez, Carlos Maravall ; Jaubertie, Anne ; Hallet, Martin. In: European Economy - Discussion Papers 2015 -. RePEc:euf:dispap:103.

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2020The Fed’s “Ample-Reserves” Approach to Implementing Monetary Policy. (2020). Senyuz, Zeynep ; Weinbach, Gretchen C ; Ihrig, Jane E. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-22.

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2019Monetary Policy, Price Stability, and Equilibrium Bond Yields: Success and Consequences : a speech at the High-Level Conference on Global Risk, Uncertainty, And Volatility, co-sponsored by the Bank fo. (2019). Clarida, Richard H. In: Speech. RePEc:fip:fedgsq:1102.

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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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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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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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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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2019Expectations and NGDP Targeting: Supply-Side Problems with Demand-Side Policy. (2019). Hogan, Thomas L ; Salter, Alexander William. In: Journal of Private Enterprise. RePEc:jpe:journl:1607.

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2020Suboptimal Equilibria from Nominal GDP Targeting. (2020). Luther, William J ; Hogan, Thomas L. In: Journal of Private Enterprise. RePEc:jpe:journl:1684.

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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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2019Inflation and Growth: An Inverted-U Relationship. (2019). Zhang, Zhixiang ; He, Qichun. In: MPRA Paper. RePEc:pra:mprapa:97092.

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2019Does public indebtedness constrain or can it favor economic growth? A simple analytical modeling. (2019). Menguy, Severine. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:6:y:2019:i:2:p:1-29.

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2020Sustainability of European fiscal balances: Just a statistical artifact?. (2020). Rengel, Malte. In: Empirical Economics. RePEc:spr:empeco:v:58:y:2020:i:4:d:10.1007_s00181-018-1567-8.

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2020Prediction regions for interval‐valued time series. (2020). Gonzalezrivera, Gloria ; Ruiz, Esther ; Luo, Yun. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:35:y:2020:i:4:p:373-390.

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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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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 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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article2
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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This paper has another version. Agregated cites: 25
paper
2014Non-linearity in the inflation–growth relationship in developing economies: Evidence from a semiparametric panel model In: Economics Letters.
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article16
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: 16
paper
2013Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach In: Journal of Empirical Finance.
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article21
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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article17
2013Government debt and macroeconomic activity: a predictive analysis for advanced economies In: Finance and Economics Discussion Series.
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paper9
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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paper10
2015Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound? In: FEDS Notes.
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paper0
2020The Impact of COVID-19 on Emerging Markets Economies Financial Conditions In: FEDS Notes.
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paper0
2020When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets In: International Finance Discussion Papers.
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paper2
2016Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies In: IFDP Notes.
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paper2
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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