8
H index
7
i10 index
193
Citations
Zeynep Senyuz : Citation Profile
Federal Reserve Board (Board of Governors of the Federal Reserve System) | RESEARCH PRODUCTION: 11 Articles 20 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2009 - 2022). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Zeynep Senyuz. | Is cited by:
| Cites to:
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Main data
Where Zeynep Senyuz has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Financial Stability | 2 |
| 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, Germany | 3 |
Recent works citing Zeynep Senyuz (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Extraction 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. Full description at Econpapers || Download paper |
| 2024 | Reservoir 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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Central Bank Finances and Monetary Policy Conduct. (2023). Monetary Affairs Department, . In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:ron231212a. Full description at Econpapers || Download paper |
| 2023 | Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269. Full description at Econpapers || Download paper |
| 2023 | Window 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. Full description at Econpapers || Download paper |
| 2023 | The 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. Full description at Econpapers || Download paper |
| 2023 | Hedge 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. Full description at Econpapers || Download paper |
| 2024 | Monetary policy pass-through after the LCR. (2024). Tase, Manjola ; Anderson, Alyssa. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s0165176523005098. Full description at Econpapers || Download paper |
| 2023 | Corporate 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. Full description at Econpapers || Download paper |
| 2023 | Conditional 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. Full description at Econpapers || Download paper |
| 2024 | The 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. Full description at Econpapers || Download paper |
| 2024 | Transportation 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. Full description at Econpapers || Download paper |
| 2024 | Video 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. Full description at Econpapers || Download paper |
| 2023 | Market 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. Full description at Econpapers || Download paper |
| 2024 | Monetary 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. Full description at Econpapers || Download paper |
| 2023 | Recessions 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. Full description at Econpapers || Download paper |
| 2023 | Systemic 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. Full description at Econpapers || Download paper |
| 2023 | A 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. Full description at Econpapers || Download paper |
| 2023 | A Truncated Mixture Transition Model for Interval-valued Time Series. (2023). Luo, Yun ; Gonzalez-Rivera, Gloria. In: Working Papers. RePEc:ucr:wpaper:202315. Full description at Econpapers || Download paper |
| 2023 | Commodity 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. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
Works by Zeynep Senyuz:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2011 | Autocontours: Dynamic Specification Testing In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 21 |
| 2011 | Autocontours: Dynamic Specification Testing.(2011) In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | article | |
| 2015 | What does financial volatility tell us about macroeconomic fluctuations? In: Journal of Economic Dynamics and Control. [Full Text][Citation analysis] | article | 40 |
| 2012 | What 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: 40 | paper | |
| 2013 | What 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: 40 | paper | |
| 2011 | What does financial volatility tell us about macroeconomic fluctuations?.(2011) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
| 2014 | Measuring stress in money markets: A dynamic factor approach In: Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2013 | Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 27 |
| 2013 | Hedge 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 | |
| 2016 | Volatility in the federal funds market and money market spreads during the financial crisis In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 4 |
| 2018 | Financial stress and equilibrium dynamics in term interbank funding markets In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 5 |
| 2016 | A dynamic factor model of the yield curve components as a predictor of the economy In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 13 |
| 2012 | A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 6 |
| 2015 | Financial Stress and Equilibrium Dynamics in Money Markets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 3 |
| 2016 | Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 11 |
| 2018 | The Regulatory and Monetary Policy Nexus in the Repo Market In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 12 |
| 2020 | The Fed’s “Ample-Reserves” Approach to Implementing Monetary Policy In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 3 |
| 2021 | Are Repo Markets Fragile? Evidence from September 2019 In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound? In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
| 2017 | Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market In: FEDS Notes. [Full Text][Citation analysis] | paper | 1 |
| 2020 | What Happened in Money Markets in September 2019? In: FEDS Notes. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Implementing Monetary Policy in an Ample-Reserves Regime: The Basics (Note 1 of 3) In: FEDS Notes. [Full Text][Citation analysis] | paper | 1 |
| 2020 | Implementing Monetary Policy in an Ample-Reserves Regime: Maintaining an Ample Quantity of Reserves (Note 2 of 3) In: FEDS Notes. [Full Text][Citation analysis] | paper | 2 |
| 2020 | Implementing Monetary Policy in an Ample-Reserves Regime: When in Crisis (Note 3 of 3) In: FEDS Notes. [Full Text][Citation analysis] | paper | 2 |
| 2022 | An 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] | paper | 2 |
| 2022 | An 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] | paper | 3 |
| 2019 | Effects of Changing Monetary and Regulatory Policy on Money Markets In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 6 |
| 2009 | A 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] | paper | 10 |
| 2010 | Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market In: MPRA Paper. [Full Text][Citation analysis] | paper | 8 |
| 2011 | Factor 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 | |
| 2014 | Cyclical Dynamics of the Turkish Economy and the Stock Market In: International Economic Journal. [Full Text][Citation analysis] | article | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team