Photo of Ilknur Zer

Ilknur Zer

Education

  • Ph.D., Finance, London School of Economics, 2013
Current Research Topics
  • Financial crises
  • Asset managers
  • Economist

    Board of Governors of the Federal Reserve System

    2013 - present
  • Durdu, C. Bora, Alex Martin, and Ilknur Zer (2020). "The Role of US Monetary Policy in Banking Crises Across the World," IMF Economic Review, vol. 68, pp. 66-107.
  • Aramonte, Sirio, Chiara Scotti, and Ilknur Zer (2020). "Monitoring the Liquidity Profile of Mutual Funds," FEDS Notes 2020-05-29. Board of Governors of the Federal Reserve System (U.S.).
  • Cascaldi-Garcia, Danilo, Deepa Datta, Thiago Ferreira, Olesya Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez, Juan M. Londono, John Rogers, Cisil Sarisoy, and Ilknur Zer (2020). "What is Certain about Uncertainty?" International Finance Discussion Papers 1294. Board of Governors of the Federal Reserve System (U.S.)
  • Danielsson, Jon, Marcela Valenzuela, and Ilknur Zer (2018). "Low Risk as a Predictor of Financial Crises," FEDS Notes 2018-05-09. Board of Governors of the Federal Reserve System (U.S.).
  • Danielsson, Jon, Marcela Valenzuela, and Ilknur Zer (2018). "Learning from History: Volatility and Financial Crises," The Review of Financial Studies, vol. 31, no. 7, pp. 2774-2805.
  • Danielsson, Jon, Kevin James, Marcela Valenzuela, and Ilknur Zer (2016). "Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report," Journal of Money, Credit, and Banking, vol. 48, no. 4, pp. 795-812.
  • Danielsson, Jon, Kevin James, Marcela Valenzuela, and Ilknur Zer (2016). "Model Risk of Risk Models," Journal of Financial Stability, vol. 23, pp. 79-91.
  • Zer, Ilknur (2015). "Information Disclosures, Default Risk, and Bank Value." Finance and Economics Discussion Series 2015-104. Board of Governors of the Federal Reserve System (U.S.).
  • Valenzuela, Marcela, Ilknur Zer, Piotr Fryzlewicz, and Thorsten Rheinlander (2015). "Relative Liquidity and Future Volatility," Journal of Financial Markets, vol. 24, pp. 25-48.
  • Valenzuela, Marcela, and Ilknur Zer (2013). "Competition, Signaling and Non-Walking Through the Book: Effects on Order Choice," Journal of Banking & Finance, vol. 37, no. 12, pp. 5421-5435.
  • Sowerbutts, Rhiannon, Peter Zimmerman, and Ilknur Zer (2013). "Banks' Disclosure and Financial Stability," Bank of England Quarterly Bulletin, vol. 53, no. 4, pp. 326-335.
  • Danielsson, Jon, and Ilknur Zer (2012). "Systemic Risk Arising from Computer Based Trading and Connections to the Empirical Literature on Systemic Risk," Foresight: Driver Review, no. 29. London: Government Office for Science.
Last update: September 14, 2020