Ilknur Zer

Board of Governors of the Federal Reserve System

Senior Economist

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

16

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Top 14,089

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4,308

SSRN CITATIONS
Rank 19,221

SSRN RANKINGS

Top 19,221

in Total Papers Citations

38

CROSSREF CITATIONS

17

Scholarly Papers (16)

1.

Learning from History: Volatility and Financial Crises

Review of Financial Studies, Forthcoming, FEDS Working Paper No. 2016-093
Number of pages: 47 Posted: 21 Nov 2016
London School of Economics - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 1,634 (13,191)
Citation 15

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Stock market volatility, Financial crises predictability, Volatility paradox, Minsky hypothesis, Financial instability, Risk-taking

2.

Model Risk of Risk Models

Journal of Financial Stability, Forthcoming, FEDS Working Paper No. 2014-34
Number of pages: 33 Posted: 18 Apr 2014 Last Revised: 01 Jun 2017
London School of Economics - Systemic Risk Centre, London School of Economics & Political Science (LSE) - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 1,172 (21,982)
Citation 23

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Value-at-Risk, systemic risk, CoVaR, MES, financial stability, Basel III

3.

Can We Prove a Bank Guilty of Creating Systemic Risk? A Minority Report

Journal of Money, Credit, and Banking, Forthcoming
Number of pages: 27 Posted: 19 Nov 2015 Last Revised: 16 Feb 2016
London School of Economics - Systemic Risk Centre, London School of Economics & Political Science (LSE) - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 290 (129,680)
Citation 6

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Systemic risk, macroprudential policy, financial stability, risk management

4.

What is Certain About Uncertainty?

International Finance Discussion Paper No. 1294
Number of pages: 73 Posted: 07 Aug 2020
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Downloads 288 (130,628)

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Information Disclosures, Default Risk, and Bank Value

Number of pages: 44 Posted: 04 Oct 2013 Last Revised: 11 Sep 2015
Ilknur Zer
Board of Governors of the Federal Reserve System
Downloads 181 (203,949)

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Disclosure, probability of default, risk management, asymmetric information, corporate governance

Information Disclosures, Default Risk, and Bank Value

FEDS Working Paper No. 2015-104
Number of pages: 45 Posted: 18 Nov 2015
Ilknur Zer
Board of Governors of the Federal Reserve System
Downloads 83 (365,407)

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Disclosure, default probability, firm value, risk management, asymmetric information, corporate governance

6.

Banks’ Disclosure and Financial Stability

Bank of England Quarterly Bulletin 2013 Q4
Number of pages: 10 Posted: 16 Jan 2014
Bank of England, Federal Reserve Banks - Federal Reserve Bank of Cleveland and Board of Governors of the Federal Reserve System
Downloads 182 (203,026)

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7.

The Impact of Risk Cycles on Business Cycles: A Historical View

Number of pages: 40 Posted: 16 Oct 2020
London School of Economics - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 152 (236,576)

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Stock market volatility, uncertainty, Minsky’s hypothesis, financial instability, risk-taking, granular instruments (GIV), global financial cycles

8.
Downloads 118 (287,640)
Citation 1

Measuring the Liquidity Profile of Mutual Funds

International Journal of Central Banking, Forthcoming
Number of pages: 41 Posted: 21 Mar 2018 Last Revised: 16 Jul 2019
Sirio Aramonte, Chiara Scotti and Ilknur Zer
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 79 (376,451)

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liquidity transformation, asset management, mutual funds, market liquidity

Measuring the Liquidity Profile of Mutual Funds

FEDS Working Paper No. 2019-55
Number of pages: 42 Posted: 22 Oct 2019
Sirio Aramonte, Chiara Scotti and Ilknur Zer
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 39 (528,251)
Citation 1

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9.

Relative Liquidity and Future Volatility

Journal of Financial Markets, Forthcoming, FEDS Working Paper 2014-45
Number of pages: 37 Posted: 29 Jun 2014 Last Revised: 28 Feb 2015
Pontificia Universidad Católica de Chile, Board of Governors of the Federal Reserve System, London School of Economics & Political Science (LSE) - Department of Statistics and Vienna University of Technology
Downloads 93 (337,424)
Citation 1

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order-driven markets, limit order book distribution, volatility predictability, liquidity

10.

Competition, Signaling and Non-Walking Through the Book: Effects on Order Choice

Journal of Banking and Finance, Forthcoming
Number of pages: 40 Posted: 02 Aug 2012 Last Revised: 04 May 2013
Marcela Valenzuela and Ilknur Zer
Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System
Downloads 64 (417,878)

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Limit Order Book, Order Aggressiveness, Order-Driven Markets, Walking through the Book, Competition, Signaling

11.

The Role of U.S. Monetary Policy in Global Banking Crises

FEDS Working Paper No. 2019-39
Number of pages: 34 Posted: 25 Jul 2019 Last Revised: 21 Oct 2019
Ceyhun Bora Durdu, Alex Martin and Ilknur Zer
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 50 (468,965)

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12.

What is Certain About Uncertainty?

Number of pages: 45
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 1

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global risk, uncertainty, volatility, crises, economic policy, monetary policy, downside risk, transmission.

13.

How Much Lockdown Policies Contribute to Local Unemployment? Evidence from the First and Second Waves of Covid-19

FEDS Notes No. 2021-05-24-1
Posted: 10 Jun 2021 Last Revised: 17 Jun 2021
Antonis Kotidis and Ilknur Zer
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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14.

Monitoring the Liquidity Profile of Mutual Funds

FEDS Notes No. 2020-05-29
Posted: 13 Aug 2020
Sirio Aramonte, Chiara Scotti and Ilknur Zer
Bank for International Settlements (BIS), Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System

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15.

Low Risk as a Predictor of Financial Crises

FEDS Notes No. 2018-05-09
Posted: 06 Jun 2018 Last Revised: 25 Jun 2020
London School of Economics - Systemic Risk Centre, Pontificia Universidad Católica de Chile and Board of Governors of the Federal Reserve System

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16.

Currency Substitution, Policy Rule and Pass-Through: Evidence from Turkey

Applied Economics, Vol. 42, No. 18, 2010
Posted: 06 Sep 2010
Ilknur Zer and Mustafa Ege Yazgan
Board of Governors of the Federal Reserve System and Istanbul Bilgi University

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Currency Substitution, Monetary Policy Rules, Exchange Rate Pass-Through, Multiple Cointegration, Turkey