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 |
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 | 58* | 2016 |
The regulatory and monetary policy nexus in the repo market S Anbil, Z Senyuz Feds working paper, 2018 | 38 | 2018 |
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 | 35 | 2013 |
The Fed's “Ample-Reserves” Approach to Implementing Monetary Policy JE Ihrig, Z Senyuz, GC Weinbach FEDS Working Paper, 2020 | 34 | 2020 |
What happened in money markets in September 2019? S Anbil, A Anderson, Z Senyuz | 28 | 2020 |
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 | 22 | 2011 |
Are repo markets fragile? Evidence from September 2019 S Anbil, AG Anderson, Z Senyuz FEDS Working Paper, 2021 | 21 | 2021 |
Effects of changing monetary and regulatory policy on overnight money markets E Klee, Z Senyuz, E Yoldas FEDS Working Paper, 2016 | 20 | 2016 |
Autocontours: dynamic specification testing G González-Rivera, Z Senyuz, E Yoldas Journal of Business & Economic Statistics 29 (1), 186-200, 2011 | 20 | 2011 |
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 | 11 | 2022 |
Financial stress and equilibrium dynamics in term interbank funding markets E Yoldas, Z Senyuz Journal of Financial Stability 34, 136-149, 2018 | 9* | 2018 |
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 |
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 | 8 | 2019 |
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 | 8 | 2016 |
Measuring stress in money markets: A dynamic factor approach S Carpenter, S Demiralp, B Schlusche, Z Senyuz Economics letters 125 (1), 101-106, 2014 | 8 | 2014 |
Cyclical dynamics of the Turkish economy and the stock market Z Senyuz, E Yoldas, IO Baycan International Economic Journal 28 (3), 405-423, 2014 | 7 | 2014 |
Implementing monetary policy in an “ample-reserves” regime: when in crisis (Note 3 of 3) J Ihrig, Z Senyuz, GC Weinbach | 6 | 2020 |
The Fed’s J Ihrig, Z Senyuz, GC Weinbach Ample Reserves” Approach to Implementing Monetary Policy,” Finance and …, 2020 | 6 | 2020 |
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 | 5 | 2022 |