Details about Emre Yoldas

Access statistics for papers by Emre Yoldas.

Last updated 2023-03-10. Update your information in the RePEc Author Service.

Short-id: pyo92

Working Papers

2024

1. Monetary Policy and Exchange Rates during the Global Tightening
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2023

2. U.S. Interest Rates and Emerging Market Currencies: Taking Stock 10 Years After the Taper Tantrum
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2021

3. Are Rising U.S. Interest Rates Destabilizing for Emerging Market Economies?
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (1)

2020

4. The Impact of COVID-19 on Emerging Market Economies' Financial Conditions
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (9)
5. When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (5)

2016

6. Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies
   IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) View citations (2)
7. 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

8. 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.)
9. 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)

2014

10. Non-linearity in the Inflation-Growth Relationship in Developing Economies: Evidence from a Semiparametric Panel Model
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (21)
    See also Journal Article Non-linearity in the inflation–growth relationship in developing economies: Evidence from a semiparametric panel model, Economics Letters, Elsevier (2014) View citations (22) (2014)

2013

11. Government debt and macroeconomic activity: a predictive analysis for advanced economies
    Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (11)
12. 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 (31) (2015)

2010

13. Multivariate Autocontours for Specification Testing in Multivariate GARCH Models
    Working Papers, University of California at Riverside, Department of Economics View citations (1)

Journal Articles

2016

1. Public debt and macroeconomic activity: a predictive analysis for advanced economies
   Studies in Nonlinear Dynamics & Econometrics, 2016, 20, (3), 301-324 View citations (7)

2015

2. What does financial volatility tell us about macroeconomic fluctuations?
   Journal of Economic Dynamics and Control, 2015, 52, (C), 340-360 View citations (31)
   See also Working Paper What does financial volatility tell us about macroeconomic fluctuations?, Finance and Economics Discussion Series (2013) View citations (4) (2013)

2014

3. Cyclical Dynamics of the Turkish Economy and the Stock Market
   International Economic Journal, 2014, 28, (3), 405-423 View citations (4)
4. Non-linearity in the inflation–growth relationship in developing economies: Evidence from a semiparametric panel model
   Economics Letters, 2014, 125, (1), 93-96 View citations (22)
   See also Working Paper Non-linearity in the Inflation-Growth Relationship in Developing Economies: Evidence from a Semiparametric Panel Model, Finance and Economics Discussion Series (2014) View citations (21) (2014)

2013

5. 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)

2012

6. Autocontour-based evaluation of multivariate predictive densities
   International Journal of Forecasting, 2012, 28, (2), 328-342 View citations (19)
7. Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications
   Studies in Nonlinear Dynamics & Econometrics, 2012, 16, (5), 37

2011

8. Autocontours: Dynamic Specification Testing
   Journal of Business & Economic Statistics, 2011, 29, (1), 186-200 View citations (21)
   Also in Journal of Business & Economic Statistics, 2011, 29, (1), 186-200 (2011) View citations (16)

2007

9. Optimality of the RiskMetrics VaR model
   Finance Research Letters, 2007, 4, (3), 137-145 View citations (4)