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Emre Yoldas

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This is information that was supplied by Emre Yoldas in registering through RePEc. If you are Emre Yoldas , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Emre
Middle Name:
Last Name: Yoldas
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RePEc Short-ID: pyo92

Email:
Homepage:
Postal Address: Federal Reserve Board 20th and C Streets NW Washington DC 20551
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Affiliation

Federal Reserve Board (Board of Governors of the Federal Reserve System)
Location: Washington, District of Columbia (United States)
Homepage: http://www.federalreserve.gov/
Email:
Phone:
Fax:
Postal: 20th Street and Constitution Avenue, NW, Washington, DC 20551
Handle: RePEc:edi:frbgvus (more details at EDIRC)

Works

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Working papers

  1. Deniz Baglan & Emre Yoldas, 2013. "Government debt and macroeconomic activity: a predictive analysis for advanced economies," Finance and Economics Discussion Series 2013-05, Board of Governors of the Federal Reserve System (U.S.).
  2. Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre, 2010. "What does financial volatility tell us about macroeconomic fluctuations?," MPRA Paper 34104, University Library of Munich, Germany, revised Jun 2011.

Articles

  1. Akay, Ozgur (Ozzy) & Senyuz, Zeynep & Yoldas, Emre, 2013. "Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach," Journal of Empirical Finance, Elsevier, vol. 22(C), pages 16-29.
  2. Yoldas Emre, 2012. "Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 16(5), pages 1-37, December.
  3. González-Rivera, Gloria & Yoldas, Emre, 2012. "Autocontour-based evaluation of multivariate predictive densities," International Journal of Forecasting, Elsevier, vol. 28(2), pages 328-342.
  4. González-Rivera, Gloria & Senyuz, Zeynep & Yoldas, Emre, 2011. "Autocontours: Dynamic Specification Testing," Journal of Business & Economic Statistics, American Statistical Association, vol. 29(1), pages 186-200.
  5. Gonzalez-Rivera, Gloria & Lee, Tae-Hwy & Yoldas, Emre, 2007. "Optimality of the RiskMetrics VaR model," Finance Research Letters, Elsevier, vol. 4(3), pages 137-145, September.

NEP Fields

4 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-BEC: Business Economics (2) 2011-10-22 2012-05-15. Author is listed
  2. NEP-CBA: Central Banking (1) 2013-09-25. Author is listed
  3. NEP-CIS: Confederation of Independent States (1) 2011-10-22. Author is listed
  4. NEP-FDG: Financial Development & Growth (1) 2013-02-16. Author is listed
  5. NEP-FOR: Forecasting (3) 2011-10-22 2012-05-15 2013-09-25. Author is listed
  6. NEP-LAM: Central & South America (1) 2013-09-25. Author is listed
  7. NEP-LTV: Unemployment, Inequality & Poverty (1) 2013-09-25. Author is listed
  8. NEP-MAC: Macroeconomics (2) 2012-05-15 2013-09-25. Author is listed
  9. NEP-NEU: Neuroeconomics (1) 2013-09-25. Author is listed
  10. NEP-PBE: Public Economics (1) 2013-02-16. Author is listed

Statistics

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