Mert Demirer

Massachusetts Institute of Technology (MIT)

77 Massachusetts Avenue

50 Memorial Drive

Cambridge, MA 02139-4307

United States

SCHOLARLY PAPERS

4

DOWNLOADS

657

SSRN CITATIONS
Rank 8,565

SSRN RANKINGS

Top 8,565

in Total Papers Citations

115

CROSSREF CITATIONS

38

Scholarly Papers (4)

1.
Downloads 321 (118,220)
Citation 47

Estimating Global Bank Network Connectedness

PIER Working Paper No. 15-025, Jacobs Levy Equity Management Center for Quantitative Financial Research Paper
Number of pages: 34 Posted: 18 Jul 2015 Last Revised: 11 Sep 2020
Massachusetts Institute of Technology (MIT), University of Pennsylvania - Department of Economics, Indiana University Bloomington - Department of Economics and Koc University
Downloads 304 (124,577)
Citation 4

Abstract:

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Systemic risk, connectedness, systemically important financial institutions, vector autoregres- sion, variance decomposition, lasso, elastic net, adaptive lasso, adaptive elastic net

Estimating Global Bank Network Connectedness

NBER Working Paper No. w23140
Number of pages: 35 Posted: 13 Feb 2017 Last Revised: 24 Sep 2021
Massachusetts Institute of Technology (MIT), University of Pennsylvania - Department of Economics, Indiana University Bloomington - Department of Economics and Koc University
Downloads 17 (681,910)
Citation 33

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2.

Financial Sector Volatility Connectedness and Equity Returns

Number of pages: 40 Posted: 16 Jan 2018 Last Revised: 13 Mar 2019
Mert Demirer, Umut Gokcen and Kamil Yilmaz
Massachusetts Institute of Technology (MIT), Ozyegin University - Faculty of Business and Koc University
Downloads 245 (156,193)
Citation 3

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Cross-Section of Returns, Anomalies, Financial Connectedness, Vector Autoregressions

3.

Double/Debiased Machine Learning for Treatment and Structural Parameters

NBER Working Paper No. w23564
Number of pages: 73 Posted: 10 Jul 2017 Last Revised: 22 May 2021
Massachusetts Institute of Technology (MIT) - Department of Economics, University of California, Los Angeles (UCLA) - Department of Economics, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Department of Economics, University of Chicago - Booth School of Business - Econometrics and Statistics, Massachusetts Institute of Technology (MIT) - Department of Economics and Harvard University - T.H. Chan School of Public Health
Downloads 63 (427,199)
Citation 16

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4.

Generic Machine Learning Inference on Heterogenous Treatment Effects in Randomized Experiments

NBER Working Paper No. w24678
Number of pages: 40 Posted: 13 Jun 2018
Massachusetts Institute of Technology (MIT) - Department of Economics, Massachusetts Institute of Technology (MIT), Massachusetts Institute of Technology (MIT) - Department of Economics and Boston University - Department of Economics
Downloads 28 (583,846)
Citation 8

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