Details about Zeynep Senyuz

Access statistics for papers by Zeynep Senyuz.

Last updated 2023-02-24. Update your information in the RePEc Author Service.

Short-id: pse330

Working Papers

2025

1. Market-Based Indicators on the Road to Ample Reserves
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2022

2. An Analysis of the Interest Rate Risk of the Federal Reserve’s Balance Sheet, Part 1: Background and Historical Perspective
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
3. An Analysis of the Interest Rate Risk of the Federal Reserve’s Balance Sheet, Part 2: Projections under Alternative Interest Rate Paths
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

2021

4. Are Repo Markets Fragile? Evidence from September 2019
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (5)

2020

5. Implementing Monetary Policy in an "Ample-Reserves" Regime: Maintaining an Ample Quantity of Reserves (Note 2 of 3)
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
6. Implementing Monetary Policy in an "Ample-Reserves" Regime: The Basics (Note 1 of 3)
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (1)
7. Implementing Monetary Policy in an "Ample-Reserves" Regime: When in Crisis (Note 3 of 3)
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
8. The Fed’s “Ample-Reserves” Approach to Implementing Monetary Policy
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
9. What Happened in Money Markets in September 2019?
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (5)

2018

10. The Regulatory and Monetary Policy Nexus in the Repo Market
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (13)

2017

11. How Likely is Contagion in Financial Networks?
    Working Papers, Office of Financial Research, US Department of the Treasury View citations (13)
12. Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2016

13. Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (13)

2015

14. Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound?
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
15. Financial Stress and Equilibrium Dynamics in Money Markets
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

2013

16. What does financial volatility tell us about macroeconomic fluctuations?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012) View citations (5)
    MPRA Paper, University Library of Munich, Germany (2011) View citations (3)
    See also Journal Article What does financial volatility tell us about macroeconomic fluctuations?, Journal of Economic Dynamics and Control, Elsevier (2015) View citations (32) (2015)

2012

17. A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (6)

2010

18. Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market
    MPRA Paper, University Library of Munich, Germany View citations (1)
    See also Journal Article Factor analysis of permanent and transitory dynamics of the US economy and the stock market, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2011) View citations (9) (2011)

2009

19. A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles
    MPRA Paper, University Library of Munich, Germany View citations (10)

Journal Articles

2019

1. Effects of Changing Monetary and Regulatory Policy on Money Markets
   International Journal of Central Banking, 2019, 15, (4), 165-205 View citations (7)

2018

2. Financial stress and equilibrium dynamics in term interbank funding markets
   Journal of Financial Stability, 2018, 34, (C), 136-149 View citations (6)

2016

3. A dynamic factor model of the yield curve components as a predictor of the economy
   International Journal of Forecasting, 2016, 32, (2), 324-343 View citations (13)
4. Volatility in the federal funds market and money market spreads during the financial crisis
   Journal of Financial Stability, 2016, 25, (C), 225-233 View citations (4)

2015

5. What does financial volatility tell us about macroeconomic fluctuations?
   Journal of Economic Dynamics and Control, 2015, 52, (C), 340-360 View citations (32)
   See also Working Paper What does financial volatility tell us about macroeconomic fluctuations?, Finance and Economics Discussion Series (2013) View citations (4) (2013)

2014

6. Cyclical Dynamics of the Turkish Economy and the Stock Market
   International Economic Journal, 2014, 28, (3), 405-423 View citations (4)
7. Measuring stress in money markets: A dynamic factor approach
   Economics Letters, 2014, 125, (1), 101-106 View citations (4)

2013

8. Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach
   Journal of Empirical Finance, 2013, 22, (C), 16-29 View citations (19)

2011

9. Autocontours: Dynamic Specification Testing
   Journal of Business & Economic Statistics, 2011, 29, (1), 186-200 View citations (16)
   Also in Journal of Business & Economic Statistics, 2011, 29, (1), 186-200 (2011) View citations (21)
10. Factor analysis of permanent and transitory dynamics of the US economy and the stock market
    Journal of Applied Econometrics, 2011, 26, (6), 975-998 View citations (9)
    See also Working Paper Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market, MPRA Paper (2010) View citations (1) (2010)