Emre Yoldaş

406 total citations
27 papers, 234 citations indexed

About

Emre Yoldaş is a scholar working on Economics and Econometrics, Finance and General Economics, Econometrics and Finance. According to data from OpenAlex, Emre Yoldaş has authored 27 papers receiving a total of 234 indexed citations (citations by other indexed papers that have themselves been cited), including 22 papers in Economics and Econometrics, 17 papers in Finance and 16 papers in General Economics, Econometrics and Finance. Recurrent topics in Emre Yoldaş's work include Monetary Policy and Economic Impact (16 papers), Market Dynamics and Volatility (13 papers) and Complex Systems and Time Series Analysis (8 papers). Emre Yoldaş is often cited by papers focused on Monetary Policy and Economic Impact (16 papers), Market Dynamics and Volatility (13 papers) and Complex Systems and Time Series Analysis (8 papers). Emre Yoldaş collaborates with scholars based in United States and Hungary. Emre Yoldaş's co-authors include Gloria González‐Rivera, Marcelle Chauvet, Steven B. Kamin, Elizabeth Klee, Tae‐Hwy Lee and Shaghil Ahmed and has published in prestigious journals such as Journal of International Economics, Journal of Business and Economic Statistics and Economics Letters.

In The Last Decade

Emre Yoldaş

23 papers receiving 218 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name	h						Papers	Cites
Emre Yoldaş United States	10	158	140	113	20	14	27	234
George Christodoulakis United Kingdom	7	195 1.2×	149 1.1×	126 1.1×	15 0.8×	31 2.2×	32	245
Jaime Martínez-Martín Spain	9	152 1.0×	89 0.6×	141 1.2×	23 1.1×	15 1.1×	19	228
Bernd Kempa Germany	9	236 1.5×	138 1.0×	210 1.9×	15 0.8×	10 0.7×	43	286
Björn van Roye Germany	8	272 1.7×	150 1.1×	227 2.0×	22 1.1×	10 0.7×	14	332
Jérôme Lahaye United States	7	258 1.6×	293 2.1×	134 1.2×	13 0.7×	14 1.0×	12	339
Chrismin Tang Australia	6	204 1.3×	194 1.4×	77 0.7×	15 0.8×	12 0.9×	10	253
Hibiki Ichiue Japan	10	157 1.0×	132 0.9×	145 1.3×	51 2.5×	8 0.6×	21	241
Michalis P. Stamatogiannis United Kingdom	6	159 1.0×	149 1.1×	123 1.1×	25 1.3×	37 2.6×	12	239
Juan A. Garcia Germany	10	181 1.1×	145 1.0×	182 1.6×	24 1.2×	18 1.3×	27	270
Jeremy J. Nalewaik United States	9	206 1.3×	69 0.5×	201 1.8×	20 1.0×	12 0.9×	31	281

Countries citing papers authored by Emre Yoldaş

Since Specialization

Citations

This map shows the geographic impact of Emre Yoldaş's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Emre Yoldaş with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Emre Yoldaş more than expected).

Fields of papers citing papers by Emre Yoldaş

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Emre Yoldaş. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Emre Yoldaş. The network helps show where Emre Yoldaş may publish in the future.

Co-authorship network of co-authors of Emre Yoldaş

This figure shows the co-authorship network connecting the top 25 collaborators of Emre Yoldaş. A scholar is included among the top collaborators of Emre Yoldaş based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Emre Yoldaş. Emre Yoldaş is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Yoldaş, Emre, et al.. (2023). U.S. Interest Rates and Emerging Market Currencies: Taking Stock 10 Years After the Taper Tantrum. FEDS Notes. None–None. 1 indexed citations

Yoldaş, Emre, et al.. (2022). Are higher U.S. interest rates always bad news for emerging markets?. Journal of International Economics. 137. 103585–103585. 32 indexed citations

Yoldaş, Emre, et al.. (2021). Are Rising U.S. Interest Rates Destabilizing for Emerging Market Economies?. FEDS Notes. 2021.0(2915). 13 indexed citations

Ahmed, Shaghil, et al.. (2020). The Impact of COVID-19 on Emerging Market Economies' Financial Conditions. FEDS Notes. 2020.0(2749). 12 indexed citations

Yoldaş, Emre, et al.. (2020). When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets. International Finance Discussion Paper. 2020.0(1269). 21 indexed citations

Klee, Elizabeth, et al.. (2019). Effects of Changing Monetary and Regulatory Policy on Money Markets. International journal of central banking. 15(4). 165–205.

Yoldaş, Emre, et al.. (2018). Financial stress and equilibrium dynamics in term interbank funding markets. Journal of Financial Stability. 34. 136–149. 8 indexed citations

Klee, Elizabeth, et al.. (2016). Effects of Changing Monetary and Regulatory Policy on Overnight Money Markets. Finance and Economics Discussion Series. 2016(84). 14 indexed citations

Yoldaş, Emre, et al.. (2015). Public debt and macroeconomic activity: a predictive analysis for advanced economies. Studies in Nonlinear Dynamics and Econometrics. 20(3). 301–324. 8 indexed citations

10.

Yoldaş, Emre, et al.. (2014). Non-linearity in the inflation–growth relationship in developing economies: Evidence from a semiparametric panel model. Economics Letters. 125(1). 93–96. 23 indexed citations

11.

Yoldaş, Emre, et al.. (2013). What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?. Finance and Economics Discussion Series. 2013.0(61). 1–44.

12.

Chauvet, Marcelle, et al.. (2013). What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?. SSRN Electronic Journal.

13.

Yoldaş, Emre, et al.. (2013). Hedge fund contagion and risk-adjusted returns: A Markov-switching dynamic factor approach. Journal of Empirical Finance. 22. 16–29. 18 indexed citations

14.

Yoldaş, Emre, et al.. (2012). Hedge Fund Contagion and Risk-Adjusted Returns: A Markov-Switching Dynamic Factor Approach. RePEc: Research Papers in Economics.

15.

Yoldaş, Emre, et al.. (2012). Government Debt and Macroeconomic Activity: A Predictive Analysis for Advanced Economies. Finance and Economics Discussion Series. 2012.0(5). 1–15. 8 indexed citations

16.

Chauvet, Marcelle, et al.. (2012). What Does Financial Volatility Tell Us About Macroeconomic Fluctuations?. Finance and Economics Discussion Series. 2012.0(9). 1–31. 2 indexed citations

17.

Yoldaş, Emre & Gloria González‐Rivera. (2011). Autocontour-Based Evaluation of Multivariate Predictive Densities. SSRN Electronic Journal. 1 indexed citations

18.

González‐Rivera, Gloria & Emre Yoldaş. (2011). Autocontour-based evaluation of multivariate predictive densities. International Journal of Forecasting. 28(2). 328–342. 10 indexed citations

19.

Chauvet, Marcelle, et al.. (2010). What Does Realized Volatility Tell Us About Macroeconomic Fluctuations. 7 indexed citations

20.

González‐Rivera, Gloria & Emre Yoldaş. (2008). Multivariate Autocontours for Specification Testing in Multivariate GARCH Models. RePEc: Research Papers in Economics. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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