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Publications by Zeynep Senyuz

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

Journal of Applied Econometrics

Social Sciences

English

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

Journal of Empirical Finance

English

Financial Stress and Equilibrium Dynamics in Money Markets

SSRN Electronic Journal

English

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

English

What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?

SSRN Electronic Journal

English

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

Finance and Economics Discussion Series

English