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Emre Yoldas
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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
91*2015
Non-linearity in the inflation–growth relationship in developing economies: Evidence from a semiparametric panel model
D Baglan, E Yoldas
Economics Letters 125 (1), 93-96, 2014
692014
Optimality of the RiskMetrics VaR model
G González-Rivera, TH Lee, E Yoldas
Finance Research Letters 4 (3), 137-145, 2007
362007
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
Government debt and macroeconomic activity: a predictive analysis for advanced economies
D Baglan, E Yoldas
FEDS Working Paper, 2013
342013
Are higher US interest rates always bad news for emerging markets?
J Hoek, S Kamin, E Yoldas
Journal of International Economics 137, 103585, 2022
292022
Modeling business cycles with markov switching Var model: an application on turkish business cycles
B Saltoglu, Z Senyüz, E Yoldas
METU Conference in Economics 7, 6-9, 2003
292003
The Impact of COVID-19 on Emerging Market Economies' Financial Conditions
S Ahmed, J Hoek, S Kamin, B Smith, E Yoldas
282020
When is bad news good news? US monetary policy, macroeconomic news, and financial conditions in emerging markets
J Hoek, SB Kamin, E Yoldas
International Finance Discussion Paper, 2020
282020
Effects of changing monetary and regulatory policy on overnight money markets
E Klee, Z Senyuz, E Yoldas
FEDS Working Paper, 2016
28*2016
Autocontours: dynamic specification testing
G González-Rivera, Z Senyuz, E Yoldas
Journal of Business & Economic Statistics 29 (1), 186-200, 2011
202011
Autocontour-based evaluation of multivariate predictive densities
G González-Rivera, E Yoldas
International Journal of Forecasting 28 (2), 328-342, 2012
182012
Public debt and macroeconomic activity: a predictive analysis for advanced economies
D Baglan, E Yoldas
Studies in Nonlinear Dynamics & Econometrics 20 (3), 301-324, 2016
122016
Are Rising US Interest Rates Destabilizing for Emerging Market Economies?
J Hoek, E Yoldas, S Kamin
102021
Financial stress and equilibrium dynamics in term interbank funding markets
E Yoldas, Z Senyuz
Journal of Financial Stability 34, 136-149, 2018
9*2018
Cyclical dynamics of the Turkish economy and the stock market
Z Senyuz, E Yoldas, IO Baycan
International Economic Journal 28 (3), 405-423, 2014
72014
Drivers of inflation compensation: Evidence from inflation swaps in advanced economies
MG Rodriguez, E Yoldas
Board of Governors of the Federal Reserve System (US), 2016
52016
Empirical assessment of term structure estimation methods: An application on Turkish Bond Market
E Yoldaş
Marmara University Department of Economics, 2002
42002
Multivariate autocontours for specification testing in multivariate GARCH models
G González-Rivera, E Yoldas
Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle …, 2010
32010
Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound?
E Klee, Z Senyuz, E Yoldas
FEDS Notes, 21, 2015
12015
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Articles 1–20