Emre Yoldas
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Contact
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Federal Reserve Board
20th and C Streets NW
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 (RePEc:bes:jnlbes:v:29:i:1:y:2011:p:186-200)
by González-Rivera, Gloria & Senyuz, Zeynep & Yoldas, Emre - Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications (RePEc:bpj:sndecm:v:16:y:2012:i:5:p:1-37:n:2)
by Yoldas Emre - Public debt and macroeconomic activity: a predictive analysis for advanced economies (RePEc:bpj:sndecm:v:20:y:2016:i:3:p:301-324:n:2)
by Baglan Deniz & Yoldas Emre - What does financial volatility tell us about macroeconomic fluctuations? (RePEc:eee:dyncon:v:52:y:2015:i:c:p:340-360)
by Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre - Non-linearity in the inflation–growth relationship in developing economies: Evidence from a semiparametric panel model (RePEc:eee:ecolet:v:125:y:2014:i:1:p:93-96)
by Baglan, Deniz & Yoldas, Emre - Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach (RePEc:eee:empfin:v:22:y:2013:i:c:p:16-29)
by Akay, Ozgur (Ozzy) & Senyuz, Zeynep & Yoldas, Emre - Optimality of the RiskMetrics VaR model (RePEc:eee:finlet:v:4:y:2007:i:3:p:137-145)
by Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Yoldas, Emre - Autocontour-based evaluation of multivariate predictive densities (RePEc:eee:intfor:v:28:y:2012:i:2:p:328-342)
by González-Rivera, Gloria & Yoldas, Emre - What does financial volatility tell us about macroeconomic fluctuations? (RePEc:fip:fedgfe:2012-09)
by Marcelle Chauvet & Zeynep Senyuz & Emre Yoldas - Government debt and macroeconomic activity: a predictive analysis for advanced economies (RePEc:fip:fedgfe:2013-05)
by Deniz Baglan & Emre Yoldas - What does financial volatility tell us about macroeconomic fluctuations? (RePEc:fip:fedgfe:2013-61)
by Marcelle Chauvet & Zeynep Senyuz & Emre Yoldas - Non-linearity in the Inflation-Growth Relationship in Developing Economies: Evidence from a Semiparametric Panel Model (RePEc:fip:fedgfe:2014-51)
by Deniz Baglan & Emre Yoldas - Financial Stress and Equilibrium Dynamics in Money Markets (RePEc:fip:fedgfe:2015-91)
by Zeynep Senyuz & Emre Yoldas - Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets (RePEc:fip:fedgfe:2016-84)
by Elizabeth C. Klee & Zeynep Senyuz & Emre Yoldas - Government Bonds' Safe-Haven Property and Inflationary Pressures (RePEc:fip:fedgfn:103970)
by Canlin Li & Emre Yoldas - Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound? (RePEc:fip:fedgfn:2015-12-21)
by Elizabeth C. Klee & Zeynep Senyuz & Emre Yoldas - The Impact of COVID-19 on Emerging Market Economies' Financial Conditions (RePEc:fip:fedgfn:2020-10-07-1)
by Shaghil Ahmed & Jasper Hoek & Steven B. Kamin & Ben Smith & Emre Yoldas - Are Rising U.S. Interest Rates Destabilizing for Emerging Market Economies? (RePEc:fip:fedgfn:2021-06-23-2)
by Jasper Hoek & Steven B. Kamin & Emre Yoldas - U.S. Interest Rates and Emerging Market Currencies: Taking Stock 10 Years After the Taper Tantrum (RePEc:fip:fedgfn:2023-10-04)
by Nira Harikrishnan & Benjamin Silk & Emre Yoldas - Monetary Policy and Exchange Rates during the Global Tightening (RePEc:fip:fedgfn:2024-05-10-2)
by Emre Yoldas - When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets (RePEc:fip:fedgif:1269)
by Jasper Hoek & Steven B. Kamin & Emre Yoldas - Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies (RePEc:fip:fedgin:2016-12-30-2)
by Marius del Giudice Rodriguez & Emre Yoldas - What does financial volatility tell us about macroeconomic fluctuations? (RePEc:pra:mprapa:34104)
by Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre - Cyclical Dynamics of the Turkish Economy and the Stock Market (RePEc:taf:intecj:v:28:y:2014:i:3:p:405-423)
by Zeynep Senyuz & Emre Yoldas & Ismail Onur Baycan - Autocontours: Dynamic Specification Testing (RePEc:taf:jnlbes:v:29:y:2011:i:1:p:186-200)
by Gloria González-Rivera & Zeynep Senyuz & Emre Yoldas - Multivariate Autocontours for Specification Testing in Multivariate GARCH Models (RePEc:ucr:wpaper:201436)
by Gloria Gonzalez-Rivera & Emre Yoldas