7
H index
2
i10 index
90
Citations
Sermin Gungor : Citation Profile
Bank of Canada | RESEARCH PRODUCTION: 3 Articles 11 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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12 years (2009 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Sermin Gungor. | Is cited by:
| Cites to:
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Main data
Where Sermin Gungor has published?
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Staff Analytical Notes / Bank of Canada | 5 |
| Staff Working Papers / Bank of Canada | 5 |
Recent works citing Sermin Gungor (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2025 | Whatever It Takes? The Impact of Conditional Policy Promises. (2025). Haddad, Valentin ; Moreira, Alan ; Muir, Tyler. In: American Economic Review. RePEc:aea:aecrev:v:115:y:2025:i:1:p:295-329. Full description at Econpapers || Download paper |
| 2024 | High-Dimensional Mean-Variance Spanning Tests. (2024). Ardia, David ; Laurent, S'Ebastien ; Sessinou, Rosnel. In: Papers. RePEc:arx:papers:2403.17127. Full description at Econpapers || Download paper |
| 2025 | A general randomized test for Alpha. (2025). Vallarino, Pierluigi ; Sarno, Lucio ; Trapani, Lorenzo ; Massacci, Daniele. In: Papers. RePEc:arx:papers:2507.17599. Full description at Econpapers || Download paper |
| 2025 | Will Asset Managers Dash for Cash? Implications for Central Banks. (2025). Fontaine, Jean-Sebastien ; Cimon, David ; Sandhu, Jabir ; Dion, Jean-Philippe. In: Discussion Papers. RePEc:bca:bocadp:25-05. Full description at Econpapers || Download paper |
| 2024 | Testing Predictability in the Presence of Persistent Errors. (2024). Yu, Jun ; Lui, Yiu Lim ; Fei, Yijie. In: Working Papers. RePEc:boa:wpaper:202401. Full description at Econpapers || Download paper |
| 2024 | Term Spread Spillovers to Latin America and Emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: Documentos de trabajo. RePEc:col:000566:021169. Full description at Econpapers || Download paper |
| 2024 | Power enhancement for testing multi-factor asset pricing models via Fisher’s method. (2024). Yu, Xiufan ; Xue, Lingzhou ; Yao, Jiawei. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623001525. Full description at Econpapers || Download paper |
| 2024 | Inference in predictive quantile regressions. (2024). Maynard, Alex ; Shimotsu, Katsumi ; Kuriyama, Nina. In: Journal of Econometrics. RePEc:eee:econom:v:245:y:2024:i:1:s0304407624002203. Full description at Econpapers || Download paper |
| 2025 | Price effects of asset forced sales during massive pension funds withdrawals. (2025). Hansen, Erwin ; Daz, Juan D. In: International Review of Financial Analysis. RePEc:eee:finana:v:97:y:2025:i:c:s1057521924008019. Full description at Econpapers || Download paper |
| 2024 | Whatever-it-takes policymaking during the pandemic. (2024). Dominguez, Kathryn ; Foschi, Andrea. In: Journal of International Economics. RePEc:eee:inecon:v:149:y:2024:i:c:s0022199624000394. Full description at Econpapers || Download paper |
| 2024 | Term spread spillovers to Latin America and emergence of the ‘Twin Ds’. (2024). Uribe, Jorge ; Gomez-Gonzalez, Jose ; Giraldo, Iader. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006749. Full description at Econpapers || Download paper |
| 2024 | Testing for Alpha in Linear Factor Pricing Models with a Large Number of Securities*. (2024). Yamagata, Takashi ; Pesaran, Hashem M. In: Journal of Financial Econometrics. RePEc:oup:jfinec:v:22:y:2024:i:2:p:407-460.. Full description at Econpapers || Download paper |
| 2025 | Does the sequence matter: interest rates, quantitative easing or forward guidance?. (2025). Swarbrick, Jonathan ; Zhang, Yang ; Wagner, Joel ; Suchanek, Lena ; Schlanger, Tudor. In: Economics Discussion Papers. RePEc:san:econdp:2501. Full description at Econpapers || Download paper |
Works by Sermin Gungor:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | The Life Cycle of Government of Canada Bonds in Core Funding Markets In: Bank of Canada Review. [Full Text][Citation analysis] | article | 6 |
| 2018 | Government of Canada Securities in the Cash, Repo and Securities Lending Markets In: Discussion Papers. [Full Text][Citation analysis] | paper | 4 |
| 2013 | Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2014 | Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy In: Staff Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings In: Staff Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2017 | Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects In: Staff Working Papers. [Full Text][Citation analysis] | paper | 7 |
| 2017 | Has Liquidity in Canadian Government Bond Markets Deteriorated? In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 11 |
| 2018 | Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated? In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 4 |
| 2018 | Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated? In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 4 |
| 2020 | Announcing the Bankers’ Acceptance Purchase Facility: a COVID‑19 event study In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 5 |
| 2021 | The impact of the Bank of Canada’s Government Bond Purchase Program In: Staff Analytical Notes. [Full Text][Citation analysis] | paper | 9 |
| 2009 | Exact distribution-free tests of mean-variance efficiency In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 9 |
| 2013 | Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 12 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team