Zeynep Senyuz : Citation Profile

Federal Reserve Board (Board of Governors of the Federal Reserve System)

8

H index

8

i10 index

230

Citations

RESEARCH PRODUCTION:

11

Articles

22

Papers

RESEARCH ACTIVITY:

   16 years (2009 - 2025). See details.
   Cites by year: 14
   Journals where Zeynep Senyuz has often published
   Relations with other researchers
   Recent citing documents: 20.    Total self citations: 10 (4.17 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pse330
   Updated: 2026-11-07    RAS profile: 2025-04-24    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with Zeynep Senyuz.

Is cited by:

Gonzalez-Rivera, Gloria (10)

Ferrara, Laurent (8)

Petronevich, Anna (7)

Hoerova, Marie (5)

Marsilli, Clément (5)

Götz, Thomas (4)

Eisenschmidt, Jens (4)

Hecq, Alain (4)

Leiva-Leon, Danilo (4)

Martin, Franck (4)

Kheifets, Igor (3)

Cites to:

Diebold, Francis (18)

Potter, Simon (14)

Afonso, Gara (13)

Hamilton, James (12)

Martin, Antoine (11)

Stock, James (11)

Kim, Chang-Jin (11)

Perron, Pierre (10)

Chauvet, Marcelle (10)

Rudebusch, Glenn (10)

Bollerslev, Tim (10)

Main data

Where Zeynep Senyuz has published?

Journals with more than one article published# docs
Journal of Financial Stability2

Working Papers Series with more than one paper published# docs
Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.)9
FEDS Notes / Board of Governors of the Federal Reserve System (U.S.)9
MPRA Paper / University Library of Munich, Germany3

Recent works citing Zeynep Senyuz (2026 and 2025)

YearTitle of citing document
2024Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: Papers. RePEc:arx:papers:2211.00363.

Full description at Econpapers || Download paper

2025A Bayesian Gaussian Process Dynamic Factor Model. (2025). Pfarrhofer, Michael ; Chernis, Tony ; Hauzenberger, Niko ; Mumtaz, Haroon. In: Papers. RePEc:arx:papers:2509.04928.

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2026When David becomes Goliath: Repo dealer-driven bond mispricing. (2026). Barunik, Jozef ; Gerba, Eddie ; Canon, Carlos. In: Papers. RePEc:arx:papers:2603.10690.

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2025Credit cycles as predictors of labor market slack: Evidence from the U․S․. (2025). Rosa-García, Alfonso ; Borsi, Mihály ; Lpez-Buenache, Germn ; Rosa-Garca, Alfonso. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:88:y:2025:i:c:p:1097-1111.

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2024The shape of the Treasury yield curve and commodity prices. (2024). Bayaa, Yasmeen ; Qadan, Mahmoud. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002436.

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2024Transportation sector and Chinese stock volatility forecasting: Evidence from freight and passenger traffic. (2024). Zhang, Lili ; Zhong, Juandan. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s154461232301334x.

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2024Video apps user engagement and stock market volatility: Evidence from China. (2024). Jixiang, Zhang ; Feng, MA. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324005348.

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2024A dealer’s funding liquidity risk and its money market trades in the 2007/08 crisis. (2024). Reitz, Stefan ; Fecht, Falko ; Weber, Patrick. In: Journal of Financial Stability. RePEc:eee:finsta:v:75:y:2024:i:c:s1572308924001220.

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2025Suspensions of payments and their consequences. (2025). Sharma, Padma ; Richardson, G Gary ; Koch, Christoffer ; Chen, Qian. In: Journal of Financial Stability. RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000208.

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2024Accelerating peak dating in a dynamic factor Markov-switching model. (2024). van Dijk, Dick ; van Os, Bram. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:1:p:313-323.

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2024Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237.

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2024An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409.

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2025Herding effect of both global and local crises in BRICS countries. (2025). Tatomir, Marija ; Hibiki, Norio. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494925000076.

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2026Beyond market stress: Incremental long-term information in geopolitical tension for gold volatility. (2026). Liu, Yang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:96:y:2026:i:c:s0927538x2600020x.

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2026Forecasting realized volatility of Shanghai oil futures with mix-frequency uncertainty factors. (2026). Lan, Wei ; Yao, Chun ; Peng, Weijia ; Yu, BO. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:98:y:2026:i:c:s0927538x2600096x.

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2026A new perspective on gold as a risk hedge: Long-term impacts of bilateral political tensions between the U.S. and China. (2026). Liu, Yang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:106:y:2026:i:c:s1059056026000316.

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2026Comparative analysis of volatility proxies and regime-based asset allocation. (2026). Iquiapaza, Robert Aldo ; Bitencourt, Wanderci Alves. In: International Review of Economics & Finance. RePEc:eee:reveco:v:109:y:2026:i:c:s105905602600479x.

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2025The Value of Professional Ties in B2B Markets. (2025). Anbil, Sriya ; Mojir, Navid. In: Marketing Science. RePEc:inm:ormksc:v:44:y:2025:i:5:p:1058-1081.

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2025Interest rate risk of central banks in Central and Eastern European countries and its impact on profitability and credibility in a turbulent socio-economic environment. (2025). Kara, Piotr ; Kil, Krzysztof. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:56:y:2025:i:3:p:269-308.

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2024Interest rate uncertainty and the shape of the yield curve of U.S. treasury bonds. (2024). Qadan, Mahmoud ; Bayaa, Yasmeen. In: Eurasian Economic Review. RePEc:spr:eurase:v:14:y:2024:i:4:d:10.1007_s40822-024-00278-8.

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Works by Zeynep Senyuz:

YearTitleTypeCited
2011Autocontours: Dynamic Specification Testing In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]		article21
2011Autocontours: Dynamic Specification Testing.(2011) In: Journal of Business & Economic Statistics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 21		article
2015What does financial volatility tell us about macroeconomic fluctuations? In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article47
2012What does financial volatility tell us about macroeconomic fluctuations?.(2012) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2013What does financial volatility tell us about macroeconomic fluctuations?.(2013) In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2011What does financial volatility tell us about macroeconomic fluctuations?.(2011) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 47		paper
2014Measuring stress in money markets: A dynamic factor approach In: Economics Letters.
[Full Text][Citation analysis]		article2
2013Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article21
2016Volatility in the federal funds market and money market spreads during the financial crisis In: Journal of Financial Stability.
[Full Text][Citation analysis]		article6
2018Financial stress and equilibrium dynamics in term interbank funding markets In: Journal of Financial Stability.
[Full Text][Citation analysis]		article6
2016A dynamic factor model of the yield curve components as a predictor of the economy In: International Journal of Forecasting.
[Full Text][Citation analysis]		article18
2026A Tale of Demand and Supply for Central Bank Reserves In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper0
2012A Dynamic Factor Model of the Yield Curve as a Predictor of the Economy In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper6
2015Financial Stress and Equilibrium Dynamics in Money Markets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper3
2016Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper14
2018The Regulatory and Monetary Policy Nexus in the Repo Market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper13
2020The Fed’s “Ample-Reserves” Approach to Implementing Monetary Policy In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper4
2021Are Repo Markets Fragile? Evidence from September 2019 In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]		paper5
2015Dynamics of Overnight Money Markets: What Has Changed at the Zero Lower Bound? In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2017Overnight Reverse Repurchase (ON RRP) Operations and Uncertainty in the Repo Market In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2020What Happened in Money Markets in September 2019? In: FEDS Notes.
[Full Text][Citation analysis]		paper4
2020Implementing Monetary Policy in an Ample-Reserves Regime: The Basics (Note 1 of 3) In: FEDS Notes.
[Full Text][Citation analysis]		paper1
2020Implementing Monetary Policy in an Ample-Reserves Regime: Maintaining an Ample Quantity of Reserves (Note 2 of 3) In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2020Implementing Monetary Policy in an Ample-Reserves Regime: When in Crisis (Note 3 of 3) In: FEDS Notes.
[Full Text][Citation analysis]		paper2
2022An Analysis of the Interest Rate Risk of the Federal Reserve’s Balance Sheet, Part 1: Background and Historical Perspective In: FEDS Notes.
[Full Text][Citation analysis]		paper3
2022An Analysis of the Interest Rate Risk of the Federal Reserve’s Balance Sheet, Part 2: Projections under Alternative Interest Rate Paths In: FEDS Notes.
[Full Text][Citation analysis]		paper4
2025Market-Based Indicators on the Road to Ample Reserves In: FEDS Notes.
[Full Text][Citation analysis]		paper0
2019Effects of Changing Monetary and Regulatory Policy on Money Markets In: International Journal of Central Banking.
[Full Text][Citation analysis]		article7
2017How Likely is Contagion in Financial Networks? In: Working Papers.
[Full Text][Citation analysis]		paper18
2009A Joint Dynamic Bi-Factor Model of the Yield Curve and the Economy as a Predictor of Business Cycles In: MPRA Paper.
[Full Text][Citation analysis]		paper10
2010Factor Analysis of Permanent and Transitory Dynamics of the U.S. Economy and the Stock Market In: MPRA Paper.
[Full Text][Citation analysis]		paper8
2011Factor analysis of permanent and transitory dynamics of the US economy and the stock market.(2011) In: Journal of Applied Econometrics.
[Citation analysis]
This paper has nother version. Agregated cites: 8		article
2014Cyclical Dynamics of the Turkish Economy and the Stock Market In: International Economic Journal.
[Full Text][Citation analysis]		article4

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