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Details about Selva Demiralp

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Workplace:İktisat Bölümü (Department of Economics), İktisadi ve İdari Bilimler Fakültesi (College of Administrative Sciences and Economics), Koç Üniversitesi (Koc University), (more information at EDIRC)

Access statistics for papers by Selva Demiralp.

Last updated 2017-03-07. Update your information in the RePEc Author Service.

Short-id: pde302


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Working Papers

2016

  1. Does Anyone Listen when Politicians Talk? The Effect of Political Commentaries on Policy Rate Decisions and Expectations
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads
  2. Government Support of Banks and Bank Lending
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads
  3. Reserve Requirements, Liquidity Risk, and Bank Lending Behavior
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads

2015

  1. The State of Property Development in Turkey: Facts and Comparisons
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads

2014

  1. Reserve Requirements, Liquidity Risk and Credit Growth
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey Downloads View citations (5)
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2014) Downloads View citations (1)
  2. The Rational Islamic Actor? Evidence from Islamic Banking
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads

2013

  1. Analyzing Federal Reserve asset purchases: from whom does the Fed buy?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2015)
  2. How did the Financial Crisis affect the Real Interest Rate Dynamics in Europe?
    Working Papers, Universitat Rovira i Virgili, Department of Economics Downloads
  3. The effectiveness of the non-standard policy measures during the financial crises: the experiences of the Federal Reserve and the European Central Bank
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    Also in Working Paper Series, European Central Bank (2013) Downloads View citations (11)

2011

  1. Monetary Policy Communication Under Inflation Targeting: Do Words Speak Louder Than Actions?
    Working Papers, Research and Monetary Policy Department, Central Bank of the Republic of Turkey Downloads
    Also in Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum (2011) Downloads View citations (1)
  2. Volatility, Money Market Rates, and the Transmission of Monetary Policy
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (1)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2011) Downloads View citations (1)

2010

  1. Empirical Identification of the Vector Autoregression: The Causes and Effects of U.S. M2
    Working Papers, Duke University, Department of Economics Downloads View citations (2)
  2. Money, reserves, and the transmission of monetary policy: does the money multiplier exist?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    See also Journal Article in Journal of Macroeconomics (2012)
  3. Para Politikasi Beklentilerinin Sermaye Piyasalari Üzerindeki Etkisi
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (5)
    See also Journal Article in Iktisat Isletme ve Finans (2010)

2009

  1. Asymmetric Response to Monetary Policy Surprises at the Long-End of the Yield Curve
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads
    See also Journal Article in Journal of Macroeconomics (2012)
  2. Money and the Transmission of Monetary Policy
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads
  3. Provision of Liquidity through the Primary Credit Facility during the Financial Crisis: A Structural Analysis
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (4)
    Also in 2009 Meeting Papers, Society for Economic Dynamics (2009) Downloads View citations (2)

    See also Journal Article in Economic Policy Review (2010)

2008

  1. Monetary Policy Surprises and the Expectations Hypothesis at the Short End of the Yield Curve
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (4)
    See also Journal Article in Economics Letters (2008)

2007

  1. Discount Window Borrowing after 2003: The Explicit Reduction in Implicit Costs
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads View citations (8)
    See also Journal Article in Journal of Banking & Finance (2010)
  2. Parasal Aktarım Mekanizmasında Para'nın Yeri: Türkiye için bir Analiz
    Koç University-TUSIAD Economic Research Forum Working Papers, Koc University-TUSIAD Economic Research Forum Downloads
    See also Journal Article in Iktisat Isletme ve Finans (2008)

2006

  1. A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
    Working Papers, University of California, Davis, Department of Economics Downloads
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2008)
  2. Anticipation of Monetary Policy and Open Market Operations
    MPRA Paper, University Library of Munich, Germany Downloads View citations (14)
    See also Journal Article in International Journal of Central Banking (2006)

2004

  1. Overnight interbank loan markets
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (15)
    See also Journal Article in Journal of Economics and Business (2006)
  2. The liquidity effect in the federal funds market: evidence from daily open market operations
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (5)
    See also Journal Article in Journal of Money, Credit and Banking (2006)

2003

  1. Declining required reserves, funds rate volatility, and open market operations
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (2)
    See also Journal Article in Journal of Banking & Finance (2005)
  2. Searching for the Causal Structure of a Vector Autoregression
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (41)
    See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
  3. The Announcement Effect: Evidence from Open Market Desk Data
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (7)
    Also in Department of Economics, California Davis - Department of Economics Downloads View citations (2)

    See also Journal Article in Economic Policy Review (2002)
  4. The Pavlovian Response of Term Rates to Fed Announcements
    Working Papers, University of California, Davis, Department of Economics Downloads View citations (2)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2001) Downloads View citations (8)
    Department of Economics, California Davis - Department of Economics Downloads View citations (1)

2001

  1. Monetary policy in a changing world: rising role of expectations and the anticipation effect
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) Downloads View citations (8)

Journal Articles

2016

  1. Volatility in the federal funds market and money market spreads during the financial crisis
    Journal of Financial Stability, 2016, 25, (C), 225-233 Downloads

2015

  1. Analyzing Federal Reserve asset purchases: From whom does the Fed buy?
    Journal of Banking & Finance, 2015, 52, (C), 230-244 Downloads View citations (8)
    See also Working Paper (2013)

2014

  1. Measuring stress in money markets: A dynamic factor approach
    Economics Letters, 2014, 125, (1), 101-106 Downloads View citations (1)
  2. Still puzzling: evaluating the price puzzle in an empirically identified structural vector autoregression
    Empirical Economics, 2014, 46, (2), 701-731 Downloads View citations (6)
  3. The effectiveness of non-standard monetary policy in addressing liquidity risk during the financial crisis: The experiences of the Federal Reserve and the European Central Bank
    Journal of Economic Dynamics and Control, 2014, 43, (C), 107-129 Downloads View citations (7)

2012

  1. Asymmetric response to monetary policy surprises at the long-end of the yield curve
    Journal of Macroeconomics, 2012, 34, (2), 404-418 Downloads View citations (2)
    See also Working Paper (2009)
  2. Monetary policy communication in Turkey
    European Journal of Political Economy, 2012, 28, (4), 540-556 Downloads View citations (1)
  3. Money, reserves, and the transmission of monetary policy: Does the money multiplier exist?
    Journal of Macroeconomics, 2012, 34, (1), 59-75 Downloads View citations (19)
    See also Working Paper (2010)

2010

  1. Discount window borrowing after 2003: The explicit reduction in implicit costs
    Journal of Banking & Finance, 2010, 34, (4), 825-833 Downloads View citations (2)
    See also Working Paper (2007)
  2. Para politikası beklentilerinin sermaye piyasaları üzerindeki etkisi
    Iktisat Isletme ve Finans, 2010, 25, (296), 9-31 View citations (4)
    See also Working Paper (2010)
  3. Provision of liquidity through the primary credit facility during the financial crisis: a structural analysis
    Economic Policy Review, 2010, (Aug), 43-53 Downloads View citations (2)
    See also Working Paper (2009)

2008

  1. A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
    Oxford Bulletin of Economics and Statistics, 2008, 70, (4), 509-533 Downloads View citations (13)
    See also Working Paper (2006)
  2. Monetary policy surprises and the expectations hypothesis at the short end of the yield curve
    Economics Letters, 2008, 101, (1), 1-3 Downloads View citations (4)
    See also Working Paper (2008)
  3. Parasal aktarım mekanizmasında para’nın yeri: Türkiye için bir analiz
    Iktisat Isletme ve Finans, 2008, 23, (264), 5-20 View citations (1)
    See also Working Paper (2007)
  4. The Liquidity Effect in the Federal Funds Market: Evidence at the Monthly Frequency
    Journal of Money, Credit and Banking, 2008, 40, (1), 1-24 Downloads View citations (25)

2006

  1. Anticipation of Monetary Policy and Open Market Operations
    International Journal of Central Banking, 2006, 2, (2) Downloads View citations (10)
    See also Working Paper (2006)
  2. Overnight interbank loan markets
    Journal of Economics and Business, 2006, 58, (1), 67-83 Downloads View citations (23)
    See also Working Paper (2004)
  3. The Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations
    Journal of Money, Credit and Banking, 2006, 38, (4), 901-920 Downloads View citations (39)
    See also Working Paper (2004)

2005

  1. Declining required reserves, funds rate volatility, and open market operations
    Journal of Banking & Finance, 2005, 29, (5), 1131-1152 Downloads View citations (14)
    See also Working Paper (2003)

2004

  1. The Response of Term Rates to Fed Announcements
    Journal of Money, Credit and Banking, 2004, 36, (3), 387-405 View citations (42)

2003

  1. Searching for the Causal Structure of a Vector Autoregression
    Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 745-767 Downloads View citations (54)
    See also Working Paper (2003)

2002

  1. The announcement effect: evidence from open market desk data
    Economic Policy Review, 2002, (May), 29-48 Downloads View citations (30)
    See also Working Paper (2003)
 
Page updated 2017-03-28