Professional Experience

• • Economist

    Board of Governors of the Federal Reserve System

  • 2011 - present

• • Assistant Professor

    Bentley University

  • 2009 - 2011

Publications

• Yoldas, Emre, Ozgur Akay, and Zeynep Senyuz (Forthcoming). "Hedge Fund Contagion and Risk-Adjusted Returns: A Markov-Switching Dynamic Factor Approach," Journal of Empirical Finance.
• Baglan, Deniz, and Emre Yoldas (2013). "Government Debt and Macroeconomic Activity: A Predictive Analysis for Advanced Economies," Finance and Economics Discussion Papers 2013-05. Board of Governors of the Federal Reserve System (U.S.).
• Senyuz, Zeynep, Marcelle Chauvet, and Emre Yoldas (2012). "What does Financial Volatility Tell Us about Macroeconomic Fluctuations?" Finance and Economics Discussion Series 2012-09. Board of Governors of the Federal Reserve System (U.S.).
• Yoldas, Emre (2012). "Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications," Studies in Nonlinear Dynamics & Econometrics, Vol. 16, no. 5.
• Gonzalez-Rivera, Gloria, and Emre Yoldas (2012). "Autocontour-Based Evaluation of Multivariate Predictive Densities," International Journal of Forecasting, vol. 28, no. 2, pp. 328-342.
• González-Rivera, Gloria, Zeynep Senyuz, and Emre Yoldas (2011). "Autocontours: Dynamic Specification Testing," Journal of Business & Economic Statistics, vol. 29, no. 1, pp. 186-200.
• Gonzalez-Rivera, Gloria, and Emre Yoldas (2010). "Multivariate Autocontours for Specification Testing in Multivariate GARCH Models," in Engle, Robert,F. ed., Volatility and Time Series Econometrics: Essays in Honor of Robert F. Engle. Edited by Tim Bollerslev, Jeffrey R. Russell, and Mark W. Watson. Advanced Texts in Econometrics. Oxford and New York: Oxford University Press, pp. 213-230.
• González-Rivera, Gloria, Emre Yoldas, and Tae-Hwy Lee (2007). "Optimality of the Risk Metrics Model," Finance Research Letters, vol. 4, no. 3, pp. 137-145.

Presentations

• conference

  October 2012

  FRBSt. Louis Applied Time Series Econometrics Workshop

  Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach

• conference

  June 2011

  International Conference on Computing in Economics and Finance

  Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach

• conference

  March 2011

  Annual Symposium of the Society for Nonlinear Dynamics and Econometrics

  Hedge Fund Contagion and Risk-adjusted Returns: A Markov-switching Dynamic Factor Approach

• seminar

  February 2011

  University of Queensland

  What Does Financial Volatility Tell Us about Macroeconomic Fluctuations?

• conference

  October 2010

  Conference on Real-Time Data Analysis, Methods, and Applications (Federal Reserve Bank of Philadelphia)

  What Does Financial Volatility Tell Us about Macroeconomic Fluctuations?

• conference

  August 2010

  Joint Statistical Meetings

  Autocontour-based Evaluation of Multivariate Predictive Densities

• conference

  June 2010

  International Symposium on Forecasting

  Autocontour-based Evaluation of Multivariate Predictive Densities

• seminar

  August 2009

  Sabanci University

  Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications

• conference

  April 2008

  Annual Symposium of the Society for Nonlinear Dynamics and Econometrics

  Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications

• seminar

  January 2008

  University of Connecticut

  Threshold Asymmetries in Equity Return Distributions: Statistical Tests and Investment Implications

• conference

  July 2007

  Far Eastern Meetings of the Econometric Society

  Autocontours: Dynamic Specification Testing

• conference

  October 2006

  NBER-NSF Time Series Conference

  Autocontours: Dynamic Specification Testing

Other Activities