Zeynep Senyuz

Board of Governors of the Federal Reserve System

Assistant Director

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

18

DOWNLOADS

1,032

SSRN CITATIONS
Rank 16,908

SSRN RANKINGS

Top 16,908

in Total Papers Citations

30

CROSSREF CITATIONS

34

Scholarly Papers (18)

How Does Policy Affect Trading Relationships? Evidence from the U.S. Repo Market

Number of pages: 46 Posted: 22 Dec 2016 Last Revised: 21 Aug 2020
Sriya Anbil and Zeynep Senyuz
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 184 (222,555)
Citation 2

Abstract:

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repo, RRP facility, monetary policy, Federal Reserve, Basel III

The Regulatory and Monetary Policy Nexus in the Repo Market

FEDS Working Paper No. 2018-27
Number of pages: 53 Posted: 06 Jun 2018 Last Revised: 29 Apr 2020
Sriya Anbil and Zeynep Senyuz
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 70 (443,168)
Citation 7

Abstract:

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What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?

Number of pages: 46 Posted: 23 Nov 2011 Last Revised: 30 Apr 2015
Marcelle Chauvet, Zeynep Senyuz and Emre Yoldas
University of California Riverside, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 97 (364,415)
Citation 1

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Financial Volatility, Real-time Data, Predictive Ability Tests, Dynamic Factor Model, Markov Switching

What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?

FEDS Working Paper No. 2013-61
Number of pages: 46 Posted: 06 Nov 2013
Marcelle Chauvet, Zeynep Senyuz and Emre Yoldas
University of California Riverside, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 56 (496,359)
Citation 3

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Financial volatility, real-time data, predictive ability tests, dynamic factor model, Markov switching

What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?

FEDS Working Paper No. 2012-09
Number of pages: 33 Posted: 04 May 2012
Marcelle Chauvet, Zeynep Senyuz and Emre Yoldas
University of California Riverside, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 53 (509,211)
Citation 3

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Realized Volatility, Business Cycles, Forecasting, Probit model, Dynamic Factor Model, Markov Switching

3.

A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles

Number of pages: 46 Posted: 07 May 2009
Marcelle Chauvet and Zeynep Senyuz
University of California Riverside and Board of Governors of the Federal Reserve System
Downloads 146 (269,867)
Citation 6

Abstract:

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Forecasting, Business Cycles, Yield Curve, Dynamic Factor Models, Markov Switching

4.

A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy

FEDS Working Paper No. 2012-32
Number of pages: 45 Posted: 27 Jun 2012
Marcelle Chauvet and Zeynep Senyuz
University of California Riverside and Board of Governors of the Federal Reserve System
Downloads 118 (316,830)
Citation 3

Abstract:

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Forecasting, business cycles, dynamic factor models, Markov switching

5.

Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets

FEDS Working Paper No. 2016-84
Number of pages: 45 Posted: 20 Oct 2016 Last Revised: 21 Oct 2016
Elizabeth Klee, Zeynep Senyuz and Emre Yoldas
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 90 (378,924)
Citation 2

Abstract:

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overnight money markets, Federal funds, Repo, Eurodollar, Commercial paper, VAR models, GARCH models

6.

Are Repo Markets Fragile? Evidence from September 2019

FEDS Working Paper No. 2021-28
Number of pages: 58 Posted: 14 Jun 2021 Last Revised: 30 Jun 2021
Sriya Anbil, Alyssa G. Anderson and Zeynep Senyuz
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 85 (392,332)
Citation 3

Abstract:

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7.

Factor Analysis of Permanent and Transitory Dynamics of the US Economy and the Stock Market

Journal of Applied Econometrics, Forthcoming
Number of pages: 48 Posted: 20 Nov 2010 Last Revised: 26 Nov 2010
Zeynep Senyuz
Board of Governors of the Federal Reserve System
Downloads 57 (484,691)

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Business Cycles, Stock Market, Permanent and Transitory Components, Dynamic Factor Markov Switching Models

8.

The Fed’s “Ample-Reserves” Approach to Implementing Monetary Policy

FEDS Working Paper No. 2020-22
Number of pages: 41 Posted: 18 May 2020
Jane E. Ihrig, Zeynep Senyuz and Gretchen C. Weinbach
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 40 (560,411)
Citation 1

Abstract:

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Monetary policy implementation; Reserve balances; Ample-reserves regime; Administered rates; Interest on reserves; Open market operations

Financial Stress and Equilibrium Dynamics in Money Markets

FEDS Working Paper No. 2015-091
Number of pages: 41 Posted: 17 Oct 2015
Emre Yoldas and Zeynep Senyuz
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 36 (594,885)
Citation 2

Abstract:

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Cointegration, Constant conditional correlation model, GARCH, Money markets, Threshold models

10.

Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound?

FEDS Notes No. 2015-12-21
Posted: 09 Jul 2021
Elizabeth C. Klee, Zeynep Senyuz and Emre Yoldas
affiliation not provided to SSRN, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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11.

Implementing Monetary Policy in an "Ample-Reserves" Regime: When in Crisis (Note 3 of 3)

FEDS Notes No. 2020-10-02
Posted: 14 Oct 2020
Jane E. Ihrig, Zeynep Senyuz and Gretchen C. Weinbach
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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12.

Implementing Monetary Policy in an “Ample-Reserves” Regime: Maintaining an Ample Quantity of Reserves (Note 2 of 3)

FEDS Notes No. 2020-08-28
Posted: 16 Sep 2020
Jane E. Ihrig, Zeynep Senyuz and Gretchen C. Weinbach
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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13.

Implementing Monetary Policy in an "Ample-Reserves" Regime: The Basics (Note 1 of 3)

FEDS Notes No. 2020-07-01
Posted: 21 Aug 2020
Jane E. Ihrig, Zeynep Senyuz and Gretchen C. Weinbach
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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14.

What Happened in Money Markets in September 2019?

FEDS Notes No. 2020-02-27 https://doi.org/10.17016/2380-7172.2527
Posted: 13 Aug 2020
Sriya Anbil, Alyssa G. Anderson and Zeynep Senyuz
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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15.

Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market

FEDS Notes No. 2017-10-19-2 https://doi.org/10.17016/2380-7172.2069
Posted: 16 Oct 2017
Zeynep Senyuz and Manjola Tase
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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16.

Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound?

FEDS Notes No. 2015-12-21 https://doi.org/10.17016/2380-7172.1676
Posted: 31 Oct 2015
Elizabeth Klee, Zeynep Senyuz and Emre Yoldas
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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17.

Hedge Fund Contagion and Risk-Adjusted Returns: A Markov-Switching Dynamic Factor Approach

Journal of Empirical Finance, Forthcoming
Posted: 01 May 2013
Ozzy (Ozgur) Akay, Zeynep Senyuz and Emre Yoldas
Office of Financial Research, US Department of the Treasury, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

Abstract:

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Hedge fund, Contagion, Risk-adjusted return, Dynamic factor models, Markov-switching, Funding liquidity, Flight to safety

18.

Autocontours: Dynamic Specification Testing

Journal of Business and Economic Statistics, Vol. 29, No. 1, pp. 186-200, January 2011
Posted: 23 Nov 2011
University of California, Riverside (UCR) - Department of Economics, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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Autoregressive conditional duration model, Bootstrap, Parameter uncertainty, Probability contour plot