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Details about Zeynep Senyuz

E-mail:
Postal address:Board of Governors of the Federal Reserve System Washington DC 20551
Workplace:Federal Reserve Board (Board of Governors of the Federal Reserve System), (more information at EDIRC)

Access statistics for papers by Zeynep Senyuz.

Last updated 2017-10-23. Update your information in the RePEc Author Service.

Short-id: pse330


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Working Papers

2017

  1. Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market
    FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) Downloads

2016

  1. Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (5)

2015

  1. 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.) Downloads
  2. Financial Stress and Equilibrium Dynamics in Money Markets
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (2)

2013

  1. What does financial volatility tell us about macroeconomic fluctuations?
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) Downloads View citations (4)
    Also in Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (US) (2012) Downloads View citations (3)
    MPRA Paper, University Library of Munich, Germany (2011) Downloads View citations (3)

    See also Journal Article in Journal of Economic Dynamics and Control (2015)

2012

  1. 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 (US) Downloads View citations (5)

2010

  1. Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market
    MPRA Paper, University Library of Munich, Germany Downloads View citations (1)
    See also Journal Article in Journal of Applied Econometrics (2011)

2009

  1. 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 Downloads View citations (9)

Journal Articles

2016

  1. A dynamic factor model of the yield curve components as a predictor of the economy
    International Journal of Forecasting, 2016, 32, (2), 324-343 Downloads View citations (6)
  2. Volatility in the federal funds market and money market spreads during the financial crisis
    Journal of Financial Stability, 2016, 25, (C), 225-233 Downloads View citations (2)

2015

  1. What does financial volatility tell us about macroeconomic fluctuations?
    Journal of Economic Dynamics and Control, 2015, 52, (C), 340-360 Downloads View citations (13)
    See also Working Paper (2013)

2014

  1. Cyclical Dynamics of the Turkish Economy and the Stock Market
    International Economic Journal, 2014, 28, (3), 405-423 Downloads View citations (2)
  2. Measuring stress in money markets: A dynamic factor approach
    Economics Letters, 2014, 125, (1), 101-106 Downloads View citations (3)

2013

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

2011

  1. Autocontours: Dynamic Specification Testing
    Journal of Business & Economic Statistics, 2011, 29, (1), 186-200 Downloads View citations (19)
    Also in Journal of Business & Economic Statistics, 2011, 29, (1), 186-200 (2011) Downloads View citations (11)
  2. 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 (7)
    See also Working Paper (2010)
 
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