Deren Ünalmış : Citation Profile

Are you Deren Ünalmış?

BAU Bahçeşehir Üniversitesi

9

H index

9

i10 index

223

Citations

RESEARCH PRODUCTION:

11

Articles

25

Papers

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 11
   Journals where Deren Ünalmış has often published
   Relations with other researchers
   Recent citing documents: 40.    Total self citations: 18 (7.47 %)

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: 2023-08-19    RAS profile: 2023-01-13    
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Relations with other researchers

Works with:

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

Is cited by:

Kara, Hakan (9)

Bodart, Vincent (6)

Perego, Erica (6)

Torro, Hipolit (6)

Courtoy, Francois (6)

Lin, Boqiang (4)

Coibion, Olivier (4)

Alquist, Ron (4)

Lütkepohl, Helmut (4)

Demiralp, Selva (4)

Khalil, Makram (4)

Cites to:

Kilian, Lutz (31)

Rigobon, Roberto (24)

Smets, Frank (22)

Galí, Jordi (18)

Ehrmann, Michael (16)

Gürkaynak, Refet (16)

Wouters, Raf (15)

Unsal, Filiz (11)

Fratzscher, Marcel (11)

Gertler, Mark (11)

Özbay Özlü, Pınar (10)

Main data

Where Deren Ünalmış 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 Ünalmış (2022 and 2021)

YearTitle of citing document
2022The Conditional Path of Central Bank Asset Purchases. (2022). Hubert, Paul ; Creel, Jerome ; Bozou, Caroline ; Blot, Christophe. In: Working papers. RePEc:bfr:banfra:885.

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2021Why central banks announcing liquidity injections is more effective than forward guidance. (2021). Klose, Jens ; Baumgärtner, Martin ; Baumgartner, Martin. In: International Finance. RePEc:bla:intfin:v:24:y:2021:i:2:p:236-256.

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2022The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market. (2022). Farka, Mira. In: Journal of Financial Research. RePEc:bla:jfnres:v:45:y:2022:i:3:p:633-693.

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2022Unconventional policies effects on stock market volatility: The MAP approach. (2022). Otranto, Edoardo ; Gallo, Giampiero ; Lacava, Demetrio. In: Journal of the Royal Statistical Society Series C. RePEc:bla:jorssc:v:71:y:2022:i:5:p:1245-1265.

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2023ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304.

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2021World Interest Rates and Macroeconomic Adjustments in Developing Commodity Producing Countries. (2021). Bodart, Vincent ; Courtoy, Franois ; Perego, Erica. In: Working Papers. RePEc:cii:cepidt:2021-01.

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2021World interest rates and macroeconomic adjustments in developing commodity producing countries. (2021). Courtoy, Franois ; Bodart, Vincent ; Perego, Erica. In: LIDAM Discussion Papers IRES. RePEc:ctl:louvir:2021002.

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2021Euro area equity risk premia and monetary policy: a longer-term perspective. (2021). Kristiansen, Kristian ; Kapp, Daniel. In: Working Paper Series. RePEc:ecb:ecbwps:20212535.

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2021Changes in Demand for Crude Oil and its Correlation with Crude Oil and Stock Market Returns Volatilities: Evidence from Three Asian Oil Importing Countries. (2021). Hadhek, Zouhaier ; Lafi, Mosbah ; Mrad, Fatma ; Bouazizi, Tarek. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-5.

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2021Do banks price environmental transition risks? Evidence from a quasi-natural experiment in China. (2021). Wu, YU ; Punzi, Maria Teresa ; Huang, Bihong. In: Journal of Corporate Finance. RePEc:eee:corfin:v:69:y:2021:i:c:s0929119921001048.

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2022Oil price shocks and monetary policy in resource-rich economies: Does capital matter?. (2022). Omotosho, Babatunde. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:143:y:2022:i:c:s0165188922001841.

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2023Reforms in the natural gas sector and economic development. (2023). Zimmermann, Guilherme G ; Serrano-Quintero, Rafael ; Delalibera, Bruno R. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001700.

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2021Effects of quantitative easing on firm performance in the euro area. (2021). Korab, Petr ; Dibooglu, Sel ; Mallek, Ray Saadaoui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000814.

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2022Monetary policy surprises and interest rates under Chinas evolving monetary policy framework. (2022). Ho, Chun-Yu ; Fu, Liang. In: Emerging Markets Review. RePEc:eee:ememar:v:52:y:2022:i:c:s1566014122000127.

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2021The impact of extreme events on energy price risk. (2021). Chang, Chun-Ping ; Zhao, Xin-Xin ; Wen, Jun. In: Energy Economics. RePEc:eee:eneeco:v:99:y:2021:i:c:s0140988321002139.

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2021Macroeconomic effect of energy transition to carbon neutrality: Evidence from Chinas coal capacity cut policy. (2021). Shi, Xunpeng ; Nie, Rui ; Chen, Sai ; Qian, Xiangyan ; Zhang, Yanfang. In: Energy Policy. RePEc:eee:enepol:v:155:y:2021:i:c:s0301421521002445.

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2022Senior official speech attributes and foreign exchange risk around business cycles. (2022). Welch, Robert ; Wang, Jiayu ; ben Omrane, Walid ; Ayadi, Mohamed A. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521921003240.

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2022Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas. (2022). Luo, Weijie ; Long, Shaobo ; Guo, Jiaqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002423.

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2022The response of Brent crude oil to the European central bank monetary policy. (2022). Torro, Hipolit ; Soriano, Pilar. In: Finance Research Letters. RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003585.

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2022Monetary policy and portfolio rebalancing: Evidence from European equity mutual funds. (2022). Soudant, Joey ; Gnabo, Jean-Yves. In: Journal of Financial Stability. RePEc:eee:finsta:v:63:y:2022:i:c:s157230892200081x.

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2022Oil prices, manufacturing goods, and nontradeable services. (2022). Khalil, Makram. In: Journal of International Economics. RePEc:eee:inecon:v:134:y:2022:i:c:s0022199621001331.

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2023The nonlinear and negative tail dependence and risk spillovers between foreign exchange and stock markets in emerging economies. (2023). Alshater, Muneer M ; el Khoury, Rim ; Tian, Maoxi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001846.

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2022The role of shadow banking in systemic risk in the European financial system. (2022). Urga, Giovanni ; Meoli, Michele ; Cincinelli, Peter ; Pellegrini, Carlo Bellavite. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:138:y:2022:i:c:s037842662200022x.

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2021Central bank communication and the yield curve. (2021). Whelan, Paul ; Venter, Gyuri ; Vedolin, Andrea ; Leombroni, Matteo. In: Journal of Financial Economics. RePEc:eee:jfinec:v:141:y:2021:i:3:p:860-880.

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2021Quantitative easing and exuberance in stock markets: Evidence from the euro area. (2021). Hudepohl, Thomas ; de Vette, Nander ; van Lamoen, Ryan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:118:y:2021:i:c:s0261560621001224.

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2022Price effects of unconventional monetary policy announcements on European securities markets. (2022). Serra, Ana Paula ; Ferreira, Eurico. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002096.

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2021The impact of the ECBs asset purchase programme on core and peripheral sovereign yields and its transmission channels. (2021). Vidrago, Jose ; Farinha, Jorge Bento. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:24:y:2021:i:c:s1703494921000189.

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2021The impact of the ECB’s asset purchase programme on euro area equities. (2021). Vidrago, Jose ; Farinha, Jorge Bento. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:82:y:2021:i:c:p:270-279.

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2021Emerging market exchange rates during quantitative tapering: The effect of US and domestic news. (2021). Tamgac, Unay. In: Research in International Business and Finance. RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000143.

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2022The Transmission Mechanisms and Impacts of Oil Price Fluctuations: Evidence from DSGE Model. (2022). Fang, Xingming ; Ai, Xiaoqing ; Zhang, Bei ; Chen, Shi. In: Energies. RePEc:gam:jeners:v:15:y:2022:i:16:p:6038-:d:893216.

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2022Financial, Institutional and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows. (2022). Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp02352022.

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2021On Determinants of Exchange Market Pressure in Turkey: The Role of Model Uncertainty. (2021). Ncekara, Ahmet ; Poyraz, Gulden. In: Journal of Economy Culture and Society. RePEc:ist:iujecs:v:63:y:2021:1:p:199-211.

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2021What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy?. (2021). Rano, Shehu Usman. In: MPRA Paper. RePEc:pra:mprapa:110382.

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2021Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries. (2021). Ji, Qiang ; Gupta, Rangan ; Cepni, Oguzhan. In: Working Papers. RePEc:pre:wpaper:202126.

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2021Regime Shifts in the Behaviour of International Currency and Equity Markets: A Markov-Switching Analysis. (2021). Tuteja, Divya ; Dua, Pami. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:19:y:2021:i:1:d:10.1007_s40953-021-00273-9.

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2023Oil Demand and Supply Shocks in Canada’s Economy. (2023). Some, Juste. In: Journal of Quantitative Economics. RePEc:spr:jqecon:v:21:y:2023:i:2:d:10.1007_s40953-023-00339-w.

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2021Investigating the nexus between European major and sectoral stock indices, gold and oil during the COVID-19 pandemic. (2021). Kyriazis, Ikolaos A. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:4:d:10.1007_s43546-021-00060-x.

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2021Construction of the Monetary Conditions Index with TVP-VAR Model: Empirical Evidence for Turkish Economy. (2021). Akdeniz, Cokun. In: Springer Books. RePEc:spr:sprchp:978-3-030-54108-8_9.

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2021The response of precious metal futures markets to unconventional monetary surprises in the presence of uncertainty. (2021). Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:2:p:1897-1916.

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2023Nonstandard monetary policies and bank profitability: The case of Spain. (2023). Tercerolucas, David. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2248-2277.

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Works by Deren Ünalmış:

YearTitleTypeCited
2016INTEREST RATE CORRIDOR, LIQUIDITY MANAGEMENT, AND THE OVERNIGHT SPREAD In: Contemporary Economic Policy.
[Full Text][Citation analysis]		article7
2014Interest Rate Corridor, Liquidity Management and the Overnight Spread.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		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.
[Full Text][Citation analysis]		article0
2012Measuring the impact of monetary policy on asset prices in Turkey In: Economics Letters.
[Full Text][Citation analysis]		article12
2008On the stability of domestic financial market linkages in the presence of time-varying volatility In: Emerging Markets Review.
[Full Text][Citation analysis]		article22
2008On the stability of domestic financial market linkages in the presence of time-varying volatility.(2008) In: Economics Department Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2008On the Stability of Domestic Financial Market Linkages in the Presence of time-varying Volatility.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 22		paper
2016Taxing fossil fuels under speculative storage In: Energy Economics.
[Full Text][Citation analysis]		article9
2014Taxing Fossil Fuels under Speculative Storage.(2014) In: IMF Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2015Taxing Fossil Fuels under Speculative Storage.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2021Financial contagion and the role of firm characteristics In: Finance Research Letters.
[Full Text][Citation analysis]		article0
2016The impact of the ECBs conventional and unconventional monetary policies on stock markets In: Journal of Macroeconomics.
[Full Text][Citation analysis]		article47
2009On the Sources of Oil Price Fluctuations In: IMF Working Papers.
[Full Text][Citation analysis]		paper10
2012On the Sources and Consequences of Oil Price Shocks: The Role of Storage In: IMF Working Papers.
[Full Text][Citation analysis]		paper18
2012On the Sources and Consequences of Oil Price Shocks : The Role of Storage.(2012) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 18		paper
2012On Oil Price Shocks: The Role of Storage In: IMF Economic Review.
[Full Text][Citation analysis]		article21
2015The Effects of Conventional and Unconventional Monetary Policy Surprises on Asset Markets in the United States In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2010TCMB Faiz Kararlarinin Hisse Senedi Piyasalari Uzerine Etkisi In: Central Bank Review.
[Full Text][Citation analysis]		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.
[Full Text][Citation analysis]		article0
2015Turkiye icin Finansal Kosullar Endeksi In: Central Bank Review.
[Full Text][Citation analysis]		article5
2015Turkiye icin Finansal Kosullar Endeksi.(2015) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2010TCMB Faiz Kararlarinin Piyasa Faizleri Ve Hisse Senedi Piyasalari Uzerine Etkisi In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper2
2012Kuresel Kriz, Avrupa Borc Krizi ve Gelismekte Olan Piyasalarda Bulasicilik Etkisi In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper0
2012Makroekonomik Gostergelerin Doviz Kurlari Uzerine Etkisi In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper0
2012Financial Conditions Indices for the Turkish Economy In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper4
2013Interest Rate Corridor : A New Macroprudential Tool? In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper15
2013Likidite Yonetimi ve BIST Faiz Farki In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper1
2015Zorunlu Karsiliklara Faiz Odenmesi In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper1
2015Faiz Koridoru, Likidite Yonetimi ve Para Piyasalarinda Efektif Fonlama Faizi In: CBT Research Notes in Economics.
[Full Text][Citation analysis]		paper0
2002The Causality Between Financial Development and Economic Growth : The Case of Turkey In: Working Papers.
[Full Text][Citation analysis]		paper12
2008Oil Price Shocks, Macroeconomic Stability and Welfare in a Small Open Economy In: Working Papers.
[Full Text][Citation analysis]		paper4
2008Oil Price Shocks, Macroeconomics Stability and Welfare in a Small Open Economy.(2008) In: Discussion Papers.
[Full Text][Citation analysis]
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2010On the Sources of Oil Price Fluctuations (Petrol Fiyatlarindaki Dalgalanmalarin Kaynaklari) In: Working Papers.
[Full Text][Citation analysis]		paper0
2010Measuring the Impact of Monetary Policy on Asset Prices in Turkey (Turkiye�de Para Politikasinin Finansal Varlik Fiyatlari Uzerine Etkisi) In: Working Papers.
[Full Text][Citation analysis]		paper0
2013How do Banks� Stock Returns Respond to Monetary Policy Committee Announcements in Turkey? Evidence from Traditional versus New Monetary Policy Episodes In: Working Papers.
[Full Text][Citation analysis]		paper0
2016The Impact of the ECB�s Conventional and Unconventional Monetary Policies on Stock Markets In: Working Papers.
[Full Text][Citation analysis]		paper29

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team