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Emre Yoldas

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
Suffix:
RePEc Short-ID:pyo92
Federal Reserve Board 20th and C Streets NW Washington DC 20551
Washington, District of Columbia (United States)
http://www.federalreserve.gov/

:

20th Street and Constitution Avenue, NW, Washington, DC 20551
RePEc:edi:frbgvus (more details at EDIRC)
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  1. Elizabeth C. Klee & Zeynep Senyuz & Emre Yoldas, 2016. "Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets," Finance and Economics Discussion Series 2016-084, Board of Governors of the Federal Reserve System (U.S.).
  2. Marius del Giudice Rodriguez & Emre Yoldas, 2016. "Drivers of Inflation Compensation : Evidence from Inflation Swaps in Advanced Economies," IFDP Notes 2016-12-30-2, Board of Governors of the Federal Reserve System (U.S.).
  3. Yoldas, Emre & Senyuz, Zeynep, 2015. "Financial Stress and Equilibrium Dynamics in Money Markets," Finance and Economics Discussion Series 2015-91, Board of Governors of the Federal Reserve System (U.S.).
  4. Elizabeth C. Klee & Zeynep Senyuz & Emre Yoldas, 2015. "Dynamics of Overnight Money Markets : What Has Changed at the Zero Lower Bound?," FEDS Notes 2015-12-21, Board of Governors of the Federal Reserve System (U.S.).
  5. Baglan, Deniz & Yoldas, Emre, 2014. "Non-linearity in the Inflation-Growth Relationship in Developing Economies: Evidence from a Semiparametric Panel Model," Finance and Economics Discussion Series 2014-51, Board of Governors of the Federal Reserve System (U.S.).
  6. Ozgur Akay & Zeynep Senyuz & Emre Yoldas, 2013. "Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach," Working Papers 13-03, Office of Financial Research, US Department of the Treasury.
  7. 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.).
  8. Gloria Gonzalez-Rivera & Emre Yoldas, 2010. "Multivariate Autocontours for Specification Testing in Multivariate GARCH Models," Working Papers 201436, University of California at Riverside, Department of Economics.
  9. 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.
  1. Baglan Deniz & Yoldas Emre, 2016. "Public debt and macroeconomic activity: a predictive analysis for advanced economies," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 20(3), pages 301-324, June.
  2. Chauvet, Marcelle & Senyuz, Zeynep & Yoldas, Emre, 2015. "What does financial volatility tell us about macroeconomic fluctuations?," Journal of Economic Dynamics and Control, Elsevier, vol. 52(C), pages 340-360.
  3. Zeynep Senyuz & Emre Yoldas & Ismail Onur Baycan, 2014. "Cyclical Dynamics of the Turkish Economy and the Stock Market," International Economic Journal, Taylor & Francis Journals, vol. 28(3), pages 405-423, September.
  4. Baglan, Deniz & Yoldas, Emre, 2014. "Non-linearity in the inflation–growth relationship in developing economies: Evidence from a semiparametric panel model," Economics Letters, Elsevier, vol. 125(1), pages 93-96.
  5. 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.
  6. 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.
  7. González-Rivera, Gloria & Yoldas, Emre, 2012. "Autocontour-based evaluation of multivariate predictive densities," International Journal of Forecasting, Elsevier, vol. 28(2), pages 328-342.
  8. 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.
  9. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 9 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MAC: Macroeconomics (7) 2012-05-15 2013-09-25 2014-08-25 2016-03-06 2016-09-04 2016-10-23 2017-01-15. Author is listed
  2. NEP-FOR: Forecasting (3) 2011-10-22 2012-05-15 2013-09-25. Author is listed
  3. NEP-MON: Monetary Economics (3) 2016-09-04 2016-10-23 2017-01-15. Author is listed
  4. NEP-BEC: Business Economics (2) 2011-10-22 2012-05-15
  5. NEP-CBA: Central Banking (2) 2013-09-25 2017-01-15
  6. NEP-FDG: Financial Development & Growth (2) 2013-02-16 2014-08-25
  7. NEP-CIS: Confederation of Independent States (1) 2011-10-22
  8. NEP-GRO: Economic Growth (1) 2014-08-25
  9. NEP-LAM: Central & South America (1) 2013-09-25
  10. NEP-LTV: Unemployment, Inequality & Poverty (1) 2013-09-25
  11. NEP-NEU: Neuroeconomics (1) 2013-09-25
  12. NEP-PBE: Public Economics (1) 2013-02-16

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