Ilknur Zer

Federal Reserve Board

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

8

DOWNLOADS
Rank 16,140

SSRN RANKINGS

Top 16,140

in Total Papers Downloads

2,412

CITATIONS
Rank 36,255

SSRN RANKINGS

Top 36,255

in Total Papers Citations

5

Scholarly Papers (8)

1.

Model Risk of Risk Models

Journal of Financial Stability, Forthcoming, FEDS Working Paper No. 2014-34
Number of pages: 33 Posted: 18 Apr 2014 Last Revised: 01 Jun 2017
London School of Economics - Systemic Risk Centre, London School of Economics, University of Chile and Federal Reserve Board
Downloads 952 (18,549)
Citation 3

Abstract:

Value-at-Risk, systemic risk, CoVaR, MES, financial stability, Basel III

2.

Learning from History: Volatility and Financial Crises

FEDS Working Paper No. 2016-093
Number of pages: 45 Posted: 21 Nov 2016
London School of Economics - Systemic Risk Centre, University of Chile and Federal Reserve Board
Downloads 853 (21,835)

Abstract:

Stock market volatility, Financial crises predictability, Volatility paradox, Minsky hypothesis, Financial instability, Risk-taking

Information Disclosures, Default Risk, and Bank Value

Number of pages: 44 Posted: 04 Oct 2013 Last Revised: 11 Sep 2015
Ilknur Zer
Federal Reserve Board
Downloads 155 (159,078)

Abstract:

Disclosure, probability of default, risk management, asymmetric information, corporate governance

Information Disclosures, Default Risk, and Bank Value

FEDS Working Paper No. 2015-104
Number of pages: 45 Posted: 18 Nov 2015
Ilknur Zer
Federal Reserve Board
Downloads 44 (353,294)

Abstract:

Disclosure, default probability, firm value, risk management, asymmetric information, corporate governance

4.

Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 27 Posted: 19 Nov 2015 Last Revised: 16 Feb 2016
London School of Economics - Systemic Risk Centre, London School of Economics, University of Chile and Federal Reserve Board
Downloads 191 (131,842)

Abstract:

Systemic risk, macroprudential policy, financial stability, risk management

5.

Relative Liquidity and Future Volatility

Journal of Financial Markets, Forthcoming, FEDS Working Paper 2014-45
Number of pages: 37 Posted: 29 Jun 2014 Last Revised: 28 Feb 2015
University of Chile, Federal Reserve Board, London School of Economics & Political Science (LSE) - Department of Statistics and Vienna University of Technology
Downloads 76 (265,230)

Abstract:

order-driven markets, limit order book distribution, volatility predictability, liquidity

6.

Competition, Signaling and Non-Walking Through the Book: Effects on Order Choice

Journal of Banking and Finance, Forthcoming
Number of pages: 40 Posted: 02 Aug 2012 Last Revised: 04 May 2013
Marcela Valenzuela and Ilknur Zer
University of Chile and Federal Reserve Board
Downloads 52 (308,983)
Citation 2

Abstract:

Limit Order Book, Order Aggressiveness, Order-Driven Markets, Walking through the Book, Competition, Signaling

7.

Banks’ Disclosure and Financial Stability

Bank of England Quarterly Bulletin 2013 Q4
Number of pages: 10 Posted: 16 Jan 2014
Bank of England, University of Oxford - Said Business School and Federal Reserve Board
Downloads 36 (249,558)

Abstract:

8.

Currency Substitution, Policy Rule and Pass-Through: Evidence from Turkey

Applied Economics, Vol. 42, No. 18, 2010
Posted: 06 Sep 2010
Ilknur Zer and Mustafa Ege Yazgan
Federal Reserve Board and Istanbul Bilgi University

Abstract:

Currency Substitution, Monetary Policy Rules, Exchange Rate Pass-Through, Multiple Cointegration, Turkey