Ilknur Zer

Board of Governors of the Federal Reserve System

Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

10

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CITATIONS
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5

Scholarly Papers (10)

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1.

Learning from History: Volatility and Financial Crises

Review of Financial Studies, Forthcoming, FEDS Working Paper No. 2016-093
Number of pages: 47 Posted: 21 Nov 2016
Jon Danielsson, Marcela Valenzuela and Ilknur Zer
London School of Economics - Systemic Risk Centre, University of Chile and Board of Governors of the Federal Reserve System
Downloads 1,361 (12,720)

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

2.

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
Jon Danielsson, Kevin R. James, Marcela Valenzuela and Ilknur Zer
London School of Economics - Systemic Risk Centre, London School of Economics & Political Science (LSE) - Systemic Risk Centre, University of Chile and Board of Governors of the Federal Reserve System
Downloads 1,017 (19,796)
Citation 3

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

3.

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
Jon Danielsson, Kevin R. James, Marcela Valenzuela and Ilknur Zer
London School of Economics - Systemic Risk Centre, London School of Economics & Political Science (LSE) - Systemic Risk Centre, University of Chile and Board of Governors of the Federal Reserve System
Downloads 217 (133,553)

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Systemic risk, macroprudential policy, financial stability, risk management

4.

Information Disclosures, Default Risk, and Bank Value

Downloads 211 (137,125)

Information Disclosures, Default Risk, and Bank Value

Number of pages: 44 Posted: 04 Oct 2013 Last Revised: 11 Sep 2015
Ilknur Zer
Board of Governors of the Federal Reserve System
Downloads 164 (172,627)

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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
Board of Governors of the Federal Reserve System
Downloads 47 (386,472)

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

5.

Banks’ Disclosure and Financial Stability

Bank of England Quarterly Bulletin 2013 Q4
Number of pages: 10 Posted: 16 Jan 2014
Rhiannon Sowerbutts, Peter Zimmerman and Ilknur Zer
Bank of England, University of Oxford - Said Business School and Board of Governors of the Federal Reserve System
Downloads 135 (202,486)

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6.

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
Marcela Valenzuela, Ilknur Zer, Piotr Fryzlewicz and Thorsten Rheinlander
University of Chile, Board of Governors of the Federal Reserve System, London School of Economics & Political Science (LSE) - Department of Statistics and Vienna University of Technology
Downloads 82 (286,278)

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

7.

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 Board of Governors of the Federal Reserve System
Downloads 58 (344,802)
Citation 2

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

8.

The Effect of Large Macro Surprises on Mutual Funds' Liquidity Profile

Number of pages: 31 Posted: 21 Mar 2018
Sirio Aramonte, Chiara Scotti and Ilknur Zer
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 36 (419,380)

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liquidity transformation, asset management, mutual funds, market liquidity

9.

Low Risk as a Predictor of Financial Crises

FED Notes No. 2018-05-09
Posted: 06 Jun 2018
Jon Danielsson, Marcela Valenzuela and Ilknur Zer
London School of Economics - Systemic Risk Centre, University of Chile and Board of Governors of the Federal Reserve System

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10.

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
Board of Governors of the Federal Reserve System and Istanbul Bilgi University

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