Details about Selva Demiralp

Access statistics for papers by Selva Demiralp.

Last updated 2009-03-09. Update your information in the RePEc Author Service.

Short-id: pde302

Working Papers

2008

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

2007

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

2006

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

2004

6. Overnight interbank loan markets
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations
   See also Journal Article in Journal of Economics and Business (2006)
7. 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.) View citations
   See also Journal Article in Journal of Money, Credit and Banking (2006)

2003

8. 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.)
   See also Journal Article in Journal of Banking & Finance (2005)
9. Searching for the Causal Structure of a Vector Autoregression
   Working Papers, University of California at Davis, Department of Economics View citations
   See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)

2001

10. 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.) View citations
11. The Announcement Effect: Evidence from Open Market Desk Data
    Working Papers, University of California at Davis, Department of Economics
    Also in Department of Economics, California Davis - Department of Economics View citations
    See also Journal Article in Economic Policy Review (2002)
12. The Pavlovian response of term rates to Fed announcements
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations
    Also in Department of Economics, California Davis - Department of Economics View citations

Journal Articles

2008

1. A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
   Oxford Bulletin of Economics and Statistics, 2008, 70, (4), 509-533 View citations
   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
   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
   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 View citations

2006

5. Anticipation of Monetary Policy and Open Market Operations
   International Journal of Central Banking, 2006, 2, (2) View citations
   See also Working Paper (2006)
6. Overnight interbank loan markets
   Journal of Economics and Business, 2006, 58, (1), 67-83 View citations
   See also Working Paper (2004)
7. 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 View citations
   See also Working Paper (2004)

2005

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

2004

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

2003

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

2002

11. The announcement effect: evidence from open market desk data
    Economic Policy Review, 2002, (May), 29-48 View citations
    See also Working Paper (2001)