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Zeynep Senyuz
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Cited by
Cited by
Year
What does financial volatility tell us about macroeconomic fluctuations?
M Chauvet, Z Senyuz, E Yoldas
Journal of Economic Dynamics and Control 52, 340-360, 2015
100*2015
A dynamic factor model of the yield curve components as a predictor of the economy
M Chauvet, Z Senyuz
International Journal of Forecasting 32 (2), 324-343, 2016
71*2016
The regulatory and monetary policy nexus in the repo market
S Anbil, Z Senyuz
472018
What happened in money markets in September 2019?
S Anbil, A Anderson, Z Senyuz
442020
The Fed's" Ample-Reserves" Approach to Implementing Monetary Policy
J Ihrig, Z Senyuz, GC Weinbach
422020
Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach
OO Akay, Z Senyuz, E Yoldas
Journal of Empirical Finance 22, 16-29, 2013
352013
Are repo markets fragile? evidence from september 2019
S Anbil, AG Anderson, Z Senyuz
FEDS Working Paper, 2021
332021
Factor analysis of permanent and transitory dynamics of the US economy and the stock market
Z Senyuz
Journal of Applied Econometrics 26 (6), 975-998, 2011
232011
An analysis of the interest rate risk of the Federal Reserve’s balance sheet, Part 2: projections under alternative interest rate paths
A Anderson, P Marks, D Na, B Schlusche, Z Senyuz
192022
Effects of changing monetary and regulatory policy on overnight money markets
E Klee, Z Senyuz, E Yoldas
FEDS Working Paper, 2016
192016
Autocontours: dynamic specification testing
G González-Rivera, Z Senyuz, E Yoldas
Journal of Business & Economic Statistics 29 (1), 186-200, 2011
192011
Volatility in the federal funds market and money market spreads during the financial crisis
SB Carpenter, S Demiralp, Z Senyuz
Journal of Financial Stability 25, 225-233, 2016
132016
Measuring stress in money markets: A dynamic factor approach
S Carpenter, S Demiralp, B Schlusche, Z Senyuz
Economics Letters 125 (1), 101-106, 2014
132014
Financial stress and equilibrium dynamics in term interbank funding markets
E Yoldas, Z Senyuz
Journal of Financial Stability 34, 136-149, 2018
12*2018
An analysis of the interest rate risk of the Federal Reserve’s Balance Sheet, Part 1: Background and historical perspective
A Anderson, D Na, B Schlusche, Z Senyuz
112022
Effects of changing monetary and regulatory policy on money markets
E Klee, Z Senyuz, E Yoldas
60th issue (October 2019) of the International Journal of Central Banking, 2019
92019
Window-dressing and the Fed’s RRP Facility in the repo market
S Anbil, Z Senyuz
Finance and Economics Discussion Paper Series, 2018
9*2018
How has monetary and regulatory policy affected trading relationships in the US repo market
S Anbil, Z Senyuz
International Journal of Central Banking 18 (4), 1-52, 2022
82022
The Fed’s
J Ihrig, Z Senyuz, GC Weinbach
Ample Reserves” Approach to Implementing Monetary Policy,” Finance and …, 2020
82020
Cyclical dynamics of the Turkish economy and the stock market
Z Senyuz, E Yoldas, IO Baycan
International Economic Journal 28 (3), 405-423, 2014
82014
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Articles 1–20