Sermin Gungor
Names
| first: | Sermin |
| last: | Gungor |
Identifer
| RePEc Short-ID: | pgu522 |
Contact
| postal address: | Bank of Canada 234 Laurier Avenue West Ottawa, ON K1A 0G9 Canada |
Affiliations
-
Bank of Canada
- EDIRC entry
- location:
Research profile
author of:
- The Life Cycle of Government of Canada Bonds in Core Funding Markets (RePEc:bca:bcarev:v:2017:y:2017:i:spring17:p:31-41)
by Narayan Bulusu & Sermin Gungor - Government of Canada Securities in the Cash, Repo and Securities Lending Markets (RePEc:bca:bocadp:18-4)
by Narayan Bulusu & Sermin Gungor - Multivariate Tests of Mean-Variance Efficiency and Spanning with a Large Number of Assets and Time-Varying Covariances (RePEc:bca:bocawp:13-16)
by Sermin Gungor & Richard Luger - Search-for-Yield in Canadian Fixed-Income Mutual Funds and Monetary Policy (RePEc:bca:bocawp:14-3)
by Sermin Gungor & Jesus Sierra - Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings (RePEc:bca:bocawp:14-51)
by Sermin Gungor & Richard Luger - Funding Liquidity, Market Liquidity and the Cross-Section of Stock Returns (RePEc:bca:bocawp:15-12)
by Jean-Sébastien Fontaine & René Garcia & Sermin Gungor - Small‐Sample Tests for Stock Return Predictability with Possibly Non‐Stationary Regressors and GARCH‐Type Effects (RePEc:bca:bocawp:17-10)
by Sermin Gungor & Richard Luger - Has Liquidity in Canadian Government Bond Markets Deteriorated? (RePEc:bca:bocsan:17-10)
by Sermin Gungor & Jun Yang - Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated? (RePEc:bca:bocsan:18-30)
by Chen Fan & Sermin Gungor & Guillaume Nolin & Jun Yang - Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated? (RePEc:bca:bocsan:18-31)
by Chen Fan & Sermin Gungor & Guillaume Nolin & Jun Yang - Announcing the Bankers’ Acceptance Purchase Facility: a COVID‑19 event study (RePEc:bca:bocsan:20-23)
by Rohan Arora & Sermin Gungor & Kaetlynd McRae & Jonathan Witmer - The impact of the Bank of Canada’s Government Bond Purchase Program (RePEc:bca:bocsan:21-23)
by Rohan Arora & Sermin Gungor & Joe Nesrallah & Guillaume Ouellet Leblanc & Jonathan Witmer - Exact distribution-free tests of mean-variance efficiency (RePEc:eee:empfin:v:16:y:2009:i:5:p:816-829)
by Gungor, Sermin & Luger, Richard - Testing Linear Factor Pricing Models With Large Cross Sections: A Distribution-Free Approach (RePEc:taf:jnlbes:v:31:y:2013:i:1:p:66-77)
by Sermin Gungor & Richard Luger