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Senyuz, Zeynep's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
269 |
Total
Citations
5 |
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1.
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Chauvet, Marcelle
University of California Senyuz, Zeynep
Federal Reserve Board
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102
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2
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Forecasting, Business Cycles, Yield Curve, Dynamic Factor Models, Markov Switching
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2.
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What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?
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Yoldas, Emre
Federal Reserve Board Chauvet, Marcelle
University of California Senyuz, Zeynep
Federal Reserve Board
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Posted:
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23 Nov 11
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Last Revised:
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04 May 12
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92
(142,889)
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3
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Chauvet, Marcelle
University of California Senyuz, Zeynep
Federal Reserve Board Yoldas, Emre
Federal Reserve Board
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28
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3
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Realized Volatility, Business Cycles, Forecasting, Probit model, Dynamic Factor Model, Markov Switching
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Yoldas, Emre
Federal Reserve Board Chauvet, Marcelle
University of California Senyuz, Zeynep
Federal Reserve Board
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64
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3
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Realized Volatility, Business Cycles, Forecasting, Probit model, Dynamic Factor Model, Markov Switching
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3.
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Chauvet, Marcelle
University of California Senyuz, Zeynep
Federal Reserve Board
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39
(221,660)
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Forecasting, business cycles, dynamic factor models, Markov switching
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4.
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Senyuz, Zeynep
Federal Reserve Board
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20 Nov 10
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Last Revised:
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26 Nov 10
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36
(228,268)
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Business Cycles, Stock Market, Permanent and Transitory Components, Dynamic Factor Markov Switching Models
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5.
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Akay, Ozzy (Ozgur)
Office of Financial Research, US Department of the Treasury Senyuz, Zeynep
Federal Reserve Board Yoldas, Emre
Federal Reserve Board
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Hedge fund, Contagion, Risk-adjusted return, Dynamic factor models, Markov-switching, Funding liquidity, Flight to safety
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6.
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González-Rivera, Gloria
University of California, Riverside - Department of Economics Senyuz, Zeynep
Federal Reserve Board Yoldas, Emre
Federal Reserve Board
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Autoregressive conditional duration model, Bootstrap, Parameter uncertainty, Probability contour plot
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Records 1 -
6
of 6 matches
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