Zeynep Senyuz : Citation Profile

Are you Zeynep Senyuz?

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

8

H index

7

i10 index

190

Citations

RESEARCH PRODUCTION:

11

Articles

20

Papers

RESEARCH ACTIVITY:

   13 years (2009 - 2022). See details.
   Cites by year: 14
   Journals where Zeynep Senyuz has often published
   Relations with other researchers
   Recent citing documents: 23.    Total self citations: 9 (4.52 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse330
   Updated: 2024-11-04    RAS profile: 2020-04-29    
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Relations with other researchers

Works with:

Weinbach, Gretchen (4)

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

Is cited by:

Gonzalez-Rivera, Gloria (10)

Petronevich, Anna (7)

Ferrara, Laurent (7)

Hoerova, Marie (5)

Götz, Thomas (4)

Marsilli, Clément (4)

Leiva-Leon, Danilo (4)

Hecq, Alain (4)

Vari, Miklos (3)

Kheifets, Igor (3)

Peydro, Jose-Luis (3)

Cites to:

Diebold, Francis (18)

Potter, Simon (14)

Kim, Chang-Jin (11)

Hamilton, James (11)

Stock, James (11)

Bollerslev, Tim (10)

Chauvet, Marcelle (10)

Perron, Pierre (10)

Rudebusch, Glenn (10)

Estrella, Arturo (9)

Piazzesi, Monika (8)

Main data

Where Zeynep Senyuz has published?

Journals with more than one article published# docs
Journal of Financial Stability2

Working Papers Series with more than one paper published# docs
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)8
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)8
MPRA Paper / University Library of Munich, Germany3

Recent works citing Zeynep Senyuz (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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2023.

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2023Central Bank Finances and Monetary Policy Conduct. (2023). Monetary Affairs Department, . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:ron231212a.

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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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2023Window dressing of regulatory metrics: evidence from repo markets. (2023). Waibel, Martin ; Grill, Michael ; Behn, Markus ; Bassi, Claudio. In: Working Paper Series. RePEc:ecb:ecbwps:20232771.

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2023The financial market effects of unwinding the Federal Reserve’s balance sheet. (2023). Valcarcel, Victor (Vic) ; Smith, Lee A. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002858.

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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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2024Monetary policy pass-through after the LCR. (2024). Tase, Manjola ; Anderson, Alyssa. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005098.

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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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2024The shape of the Treasury yield curve and commodity prices. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Transportation sector and Chinese stock volatility forecasting: Evidence from freight and passenger traffic. (2024). Zhong, Juandan ; Zhang, Lili. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301334x.

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2024Video apps user engagement and stock market volatility: Evidence from China. (2024). Feng, MA ; Jixiang, Zhang. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005348.

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2023Market power in wholesale funding: A structural perspective from the triparty repo market. (2023). Huber, Amy Wang. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:2:p:235-259.

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2024Monetary policy transmission in segmented markets. (2024). Zhang, Anthony Lee ; Ma, Yiming ; Eisenschmidt, Jens. In: Journal of Financial Economics. RePEc:eee:jfinec:v:151:y:2024:i:c:s0304405x23001782.

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2023Recessions and flattening of the yield curve (1960–2021): A two-way road under a regime switching approach. (2023). Cendejas, Jose Luis. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:88:y:2023:i:c:p:8-20.

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2023Systemic Risk with Multi-Channel Risk Contagion in the Interbank Market. (2023). Li, Yutong ; Dong, Ruiting ; Wang, Jie ; Jiang, Shanshan ; Xia, Min. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:3:p:2727-:d:1055743.

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2023A novel decomposition of national central banks’ profits in the euro area: application to the case of Banco de Portugal. (2023). Silva, Nuno ; Cardoso, Jose Miguel. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202303.

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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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2023.

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Works by Zeynep Senyuz:

YearTitleTypeCited
2011Autocontours: Dynamic Specification Testing In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article21
2011Autocontours: Dynamic Specification Testing.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2015What does financial volatility tell us about macroeconomic fluctuations? In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article39
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: 39		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: 39		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: 39		paper
2014Measuring stress in money markets: A dynamic factor approach In: Economics Letters.
[Full Text][Citation analysis]		article2
2013Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article27
2013Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach.(2013) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 27		paper
2016Volatility in the federal funds market and money market spreads during the financial crisis In: Journal of Financial Stability.
[Full Text][Citation analysis]		article4
2018Financial stress and equilibrium dynamics in term interbank funding markets In: Journal of Financial Stability.
[Full Text][Citation analysis]		article5
2016A dynamic factor model of the yield curve components as a predictor of the economy In: International Journal of Forecasting.
[Full Text][Citation analysis]		article13
2012A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper6
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]		paper11
2018The Regulatory and Monetary Policy Nexus in the Repo Market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper12
2020The Fed’s “Ample-Reserves” Approach to Implementing Monetary Policy In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper3
2021Are Repo Markets Fragile? Evidence from September 2019 In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper4
2015Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound? In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2017Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2020What Happened in Money Markets in September 2019? In: FEDS Notes.
[Full Text][Citation analysis]		paper3
2020Implementing Monetary Policy in an Ample-Reserves Regime: The Basics (Note 1 of 3) In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2020Implementing Monetary Policy in an Ample-Reserves Regime: Maintaining an Ample Quantity of Reserves (Note 2 of 3) In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2020Implementing Monetary Policy in an Ample-Reserves Regime: When in Crisis (Note 3 of 3) In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2022An Analysis of the Interest Rate Risk of the Federal Reserve’s Balance Sheet, Part 1: Background and Historical Perspective In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2022An Analysis of the Interest Rate Risk of the Federal Reserve’s Balance Sheet, Part 2: Projections under Alternative Interest Rate Paths In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2019Effects of Changing Monetary and Regulatory Policy on Money Markets In: International Journal of Central Banking.
[Full Text][Citation analysis]		article6
2009A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2010Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market In: MPRA Paper.
[Full Text][Citation analysis]		paper8
2011Factor analysis of permanent and transitory dynamics of the US economy and the stock market.(2011) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 8		article
2014Cyclical Dynamics of the Turkish Economy and the Stock Market In: International Economic Journal.
[Full Text][Citation analysis]		article4

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