Zeynep Senyuz
Names
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Zeynep |
| last: |
Senyuz |
Identifer
Contact
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Board of Governors of the Federal Reserve System
Washington DC 20551 |
Affiliations
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Federal Reserve Board (Board of Governors of the Federal Reserve System)
Research profile
author of:
- Autocontours: Dynamic Specification Testing
Journal of Business & Economic Statistics, American Statistical Association (2011)
by González-Rivera, Gloria & Senyuz, Zeynep & Yoldas, Emre
(ReDIF-article, bes:jnlbes:v:29:i:1:y:2011:p:186-200) - What does financial volatility tell us about macroeconomic fluctuations?
Journal of Economic Dynamics and Control, Elsevier (2015)
by Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre
(ReDIF-article, eee:dyncon:v:52:y:2015:i:c:p:340-360) - Measuring stress in money markets: A dynamic factor approach
Economics Letters, Elsevier (2014)
by Carpenter, Seth & Demiralp, Selva & Schlusche, Bernd & Senyuz, Zeynep
(ReDIF-article, eee:ecolet:v:125:y:2014:i:1:p:101-106) - Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach
Journal of Empirical Finance, Elsevier (2013)
by Akay, Ozgur (Ozzy) & Senyuz, Zeynep & Yoldas, Emre
(ReDIF-article, eee:empfin:v:22:y:2013:i:c:p:16-29) - Volatility in the federal funds market and money market spreads during the financial crisis
Journal of Financial Stability, Elsevier (2016)
by Carpenter, Seth B. & Demiralp, Selva & Senyuz, Zeynep
(ReDIF-article, eee:finsta:v:25:y:2016:i:c:p:225-233) - Financial stress and equilibrium dynamics in term interbank funding markets
Journal of Financial Stability, Elsevier (2018)
by Yoldas, Emre & Senyuz, Zeynep
(ReDIF-article, eee:finsta:v:34:y:2018:i:c:p:136-149) - A dynamic factor model of the yield curve components as a predictor of the economy
International Journal of Forecasting, Elsevier (2016)
by Chauvet, Marcelle & Senyuz, Zeynep
(ReDIF-article, eee:intfor:v:32:y:2016:i:2:p:324-343) - What does financial volatility tell us about macroeconomic fluctuations?
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2012)
by Marcelle Chauvet & Zeynep Senyuz & Emre Yoldas
(ReDIF-paper, fip:fedgfe:2012-09) - 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.) (2012)
by Marcelle Chauvet & Zeynep Senyuz
(ReDIF-paper, fip:fedgfe:2012-32) - What does financial volatility tell us about macroeconomic fluctuations?
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2013)
by Marcelle Chauvet & Zeynep Senyuz & Emre Yoldas
(ReDIF-paper, fip:fedgfe:2013-61) - Financial Stress and Equilibrium Dynamics in Money Markets
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
by Zeynep Senyuz & Emre Yoldas
(ReDIF-paper, fip:fedgfe:2015-91) - 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.) (2016)
by Elizabeth C. Klee & Zeynep Senyuz & Emre Yoldas
(ReDIF-paper, fip:fedgfe:2016-84) - 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.) (2018)
by Sriya Anbil & Zeynep Senyuz
(ReDIF-paper, fip:fedgfe:2018-27) - 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.) (2020)
by Jane E. Ihrig & Zeynep Senyuz & Gretchen C. Weinbach
(ReDIF-paper, fip:fedgfe:2020-22) - Are Repo Markets Fragile? Evidence from September 2019
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2021)
by Sriya Anbil & Alyssa G. Anderson & Zeynep Senyuz
(ReDIF-paper, fip:fedgfe:2021-28) - 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.) (2015)
by Elizabeth C. Klee & Zeynep Senyuz & Emre Yoldas
(ReDIF-paper, fip:fedgfn:2015-12-21) - Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2017)
by Zeynep Senyuz & Manjola Tase
(ReDIF-paper, fip:fedgfn:2017-10-19-2) - What Happened in Money Markets in September 2019?
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2020)
by Sriya Anbil & Alyssa G. Anderson & Zeynep Senyuz
(ReDIF-paper, fip:fedgfn:2020-02-27) - 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.) (2020)
by Jane E. Ihrig & Zeynep Senyuz & Gretchen C. Weinbach
(ReDIF-paper, fip:fedgfn:2020-07-01) - 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.) (2020)
by Jane E. Ihrig & Zeynep Senyuz & Gretchen C. Weinbach
(ReDIF-paper, fip:fedgfn:2020-08-28) - 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.) (2020)
by Jane E. Ihrig & Zeynep Senyuz & Gretchen C. Weinbach
(ReDIF-paper, fip:fedgfn:2020-10-02) - 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.) (2022)
by Alyssa G. Anderson & Dave Na & Bernd Schlusche & Zeynep Senyuz
(ReDIF-paper, fip:fedgfn:2022-07-15-2) - 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.) (2022)
by Alyssa G. Anderson & Philippa Marks & Dave Na & Bernd Schlusche & Zeynep Senyuz
(ReDIF-paper, fip:fedgfn:2022-07-15-3) - Market-Based Indicators on the Road to Ample Reserves
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2025)
by James A. Clouse & Sebastian Infante & Zeynep Senyuz
(ReDIF-paper, fip:fedgfn:2025-01-31-1) - Effects of Changing Monetary and Regulatory Policy on Money Markets
International Journal of Central Banking, International Journal of Central Banking (2019)
by Elizabeth Klee & Zeynep Senyuz & Emre Yoldas
(ReDIF-article, ijc:ijcjou:y:2019:q:4:a:5) - How Likely is Contagion in Financial Networks?
Working Papers, Office of Financial Research, US Department of the Treasury (2013)
by Paul Glasserman & H. Peyton Young
(ReDIF-paper, ofr:wpaper:13-06) - 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 (2008)
by Chauvet, Marcelle & Senyuz, Zeynep
(ReDIF-paper, pra:mprapa:15076) - Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market
MPRA Paper, University Library of Munich, Germany (2009)
by Senyuz, Zeynep
(ReDIF-paper, pra:mprapa:26855) - What does financial volatility tell us about macroeconomic fluctuations?
MPRA Paper, University Library of Munich, Germany (2010)
by Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre
(ReDIF-paper, pra:mprapa:34104) - Cyclical Dynamics of the Turkish Economy and the Stock Market
International Economic Journal, Taylor & Francis Journals (2014)
by Zeynep Senyuz & Emre Yoldas & Ismail Onur Baycan
(ReDIF-article, taf:intecj:v:28:y:2014:i:3:p:405-423) - Autocontours: Dynamic Specification Testing
Journal of Business & Economic Statistics, Taylor & Francis Journals (2011)
by Gloria González-Rivera & Zeynep Senyuz & Emre Yoldas
(ReDIF-article, taf:jnlbes:v:29:y:2011:i:1:p:186-200) - Factor analysis of permanent and transitory dynamics of the US economy and the stock market
Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2011)
by Zeynep Senyuz
(ReDIF-article, wly:japmet:v:26:y:2011:i:6:p:975-998)