Emre Yoldas
Names
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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
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) - Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications
Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2012)
by Yoldas Emre
(ReDIF-article, bpj:sndecm:v:16:y:2012:i:5:p:1-37:n:2) - Public debt and macroeconomic activity: a predictive analysis for advanced economies
Studies in Nonlinear Dynamics & Econometrics, De Gruyter (2016)
by Baglan Deniz & Yoldas Emre
(ReDIF-article, bpj:sndecm:v:20:y:2016:i:3:p:301-324:n:2) - 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) - Non-linearity in the inflation–growth relationship in developing economies: Evidence from a semiparametric panel model
Economics Letters, Elsevier (2014)
by Baglan, Deniz & Yoldas, Emre
(ReDIF-article, eee:ecolet:v:125:y:2014:i:1:p:93-96) - 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) - Optimality of the RiskMetrics VaR model
Finance Research Letters, Elsevier (2007)
by Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Yoldas, Emre
(ReDIF-article, eee:finlet:v:4:y:2007:i:3:p:137-145) - Autocontour-based evaluation of multivariate predictive densities
International Journal of Forecasting, Elsevier (2012)
by González-Rivera, Gloria & Yoldas, Emre
(ReDIF-article, eee:intfor:v:28:y:2012:i:2:p:328-342) - 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) - 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.) (2013)
by Deniz Baglan & Emre Yoldas
(ReDIF-paper, fip:fedgfe:2013-05) - 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) - 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.) (2014)
by Deniz Baglan & Emre Yoldas
(ReDIF-paper, fip:fedgfe:2014-51) - 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) - 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) - The Impact of COVID-19 on Emerging Market Economies' Financial Conditions
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2020)
by Shaghil Ahmed & Jasper Hoek & Steven B. Kamin & Ben Smith & Emre Yoldas
(ReDIF-paper, fip:fedgfn:2020-10-07-1) - Are Rising U.S. Interest Rates Destabilizing for Emerging Market Economies?
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2021)
by Jasper Hoek & Steven B. Kamin & Emre Yoldas
(ReDIF-paper, fip:fedgfn:2021-06-23-2) - 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.) (2023)
by Nira Harikrishnan & Benjamin Silk & Emre Yoldas
(ReDIF-paper, fip:fedgfn:2023-10-04) - 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.) (2020)
by Jasper Hoek & Steven B. Kamin & Emre Yoldas
(ReDIF-paper, fip:fedgif:1269) - Drivers of Inflation Compensation: Evidence from Inflation Swaps in Advanced Economies
IFDP Notes, Board of Governors of the Federal Reserve System (U.S.) (2016)
by Marius del Giudice Rodriguez & Emre Yoldas
(ReDIF-paper, fip:fedgin:2016-12-30-2) - 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) - Multivariate Autocontours for Specification Testing in Multivariate GARCH Models
Working Papers, University of California at Riverside, Department of Economics (2010)
by Gloria Gonzalez-Rivera & Emre Yoldas
(ReDIF-paper, ucr:wpaper:201436)