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Zitiert von
Jahr
The central bank strikes back! credibility of monetary policy under fiscal influence
A Camous, D Matveev
The Economic Journal 133 (649), 1-29, 2023
35*2023
Funding liquidity, market liquidity and the cross-section of stock returns
JS Fontaine, R Garcia, S Gungor
Bank of Canada Working Paper, 2015
232015
Testing linear factor pricing models with large cross sections: A distribution-free approach
S Gungor, R Luger
Journal of Business & Economic Statistics 31 (1), 66-77, 2013
232013
Exact distribution-free tests of mean-variance efficiency
S Gungor, R Luger
Journal of Empirical Finance 16 (5), 816-829, 2009
202009
Has liquidity in Canadian government bond markets deteriorated?
S Gungor, J Yang
Bank of Canada, 2017
182017
Multivariate tests of mean-variance efficiency and spanning with a large number of assets and time-varying covariances
S Gungor, R Luger
Journal of Business & Economic Statistics 34 (2), 161-175, 2016
162016
Small-sample tests for stock return predictability with possibly non-stationary regressors and GARCH-type effects
S Gungor, R Luger
Journal of econometrics 218 (2), 750-770, 2020
92020
Funding liquidity risk and the cross-section of stock returns
JS Fontaine, R Garcia, S Gungor
February): www. banque-france. fr/fondation/gb/telechar/pdf/paper-garcia …, 2013
92013
Exact inference in long-horizon predictive quantile regressions with an application to stock returns
S Gungor, R Luger
Journal of Financial Econometrics 19 (4), 746-788, 2021
82021
Announcing the Bankers' Acceptance Purchase Facility: a COVID”‘19 event study
R Arora, S Gungor, K McRae, J Witmer
Bank of Canada/Central Bank of Canada/La Banque du Canada, 2020
72020
The life cycle of Government of Canada Bonds in core funding markets
N Bulusu
Bank of Canada/Central Bank of Canada/La Banque du Canada, 2017
72017
Search-for-yield in Canadian fixed-income mutual funds and monetary policy
S Gungor, JA Sierra Jimenez
Bank of Canada Working Paper, 2014
62014
Intermediary leverage shocks and funding conditions
JS Fontaine, R Garcia, S Gungor
Available at SSRN 3649065, 2020
52020
Have Liquidity and Trading Activity in the Canadian Provincial Bond Market Deteriorated?
C Fan, S Gungor, G Nolin, J Yang
Bank of Canada, 2018
42018
Government of Canada securities in the cash, repo and securities lending markets
N Bulusu, S Gungor
Bank of Canada Staff Discussion Paper 4, 2018
32018
Funding risk, market liquidity, market volatility and the cross-section of asset returns
JS Fontaine, R Garcia, S Gungor
SSRN, 2016
32016
The life cycle of trading activity and liquidity of Government of Canada bonds: Evidence from cash, repo and securities lending markets
N Bulusu, S Gungor
Canadian Journal of Economics/Revue canadienne d'économique 54 (2), 557-581, 2021
22021
Have Liquidity and Trading Activity in the Canadian Corporate Bond Market Deteriorated?
C Fan, S Gungor, G Nolin, J Yang
Bank of Canada, 2018
22018
Bootstrap tests of mean-variance efficiency with multiple portfolio groupings
S Gungor, R Luger
L'Actualité économique 91 (1), 35-65, 2015
22015
L’annonce de la facilité d’achat d’acceptations bancaires: étude événementielle sur fond de COVID‑19
R Arora, S Gungor, K McRae, J Witmer
Bank of Canada, 2020
12020
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