Ilknur Zer

Board of Governors of the Federal Reserve System

Senior Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

  • Board of Governors of the Federal Reserve System

SCHOLARLY PAPERS

12

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SSRN CITATIONS
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Top 24,982

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16

CROSSREF CITATIONS

16

Scholarly Papers (12)

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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, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 1,553 (11,985)
Citation 9

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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, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 1,084 (20,826)
Citation 15

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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, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 249 (132,102)
Citation 1

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Systemic risk, macroprudential policy, financial stability, risk management

4.

Information Disclosures, Default Risk, and Bank Value

Downloads 247 (133,200)

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 177 (182,085)

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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 70 (356,128)

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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, Bank of England and Board of Governors of the Federal Reserve System
Downloads 167 (191,449)

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6.

Financial Volatility and Economic Growth

Number of pages: 33 Posted: 01 Jan 2020
Jon Danielsson, Marcela Valenzuela and Ilknur Zer
London School of Economics - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 115 (259,045)

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Financia volatility, economic growth, credit booms

7.

Measuring the Liquidity Profile of Mutual Funds

Downloads 89 (307,866)
Citation 1

Measuring the Liquidity Profile of Mutual Funds

International Journal of Central Banking, Forthcoming
Number of pages: 41 Posted: 21 Mar 2018 Last Revised: 16 Jul 2019
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 59 (393,216)

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liquidity transformation, asset management, mutual funds, market liquidity

Measuring the Liquidity Profile of Mutual Funds

FEDS Working Paper No. 2019-055
Number of pages: 42 Posted: 22 Oct 2019
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 30 (512,315)
Citation 1

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Asset management, Liquidity transformation, Market liquidity, Mutual funds

8.

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
Pontificia Universidad Católica de 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 88 (307,866)

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

9.

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
Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 63 (372,081)

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

10.

The Role of U.S. Monetary Policy in Global Banking Crises

FEDS Working Paper No. 2019-039
Number of pages: 34 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Ceyhun Bora Durdu, Alex Martin and Ilknur Zer
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 28 (509,793)

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banking crises, financial stability, monetary policy shocks, sudden stop

11.

Low Risk as a Predictor of Financial Crises

FED Notes No. 2018-05-09
Posted: 06 Jun 2018 Last Revised: 21 Feb 2019
Jon Danielsson, Marcela Valenzuela and Ilknur Zer
London School of Economics - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System

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12.

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