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Sermin Gungor
Sermin Gungor
Verified email at bankofcanada.ca
Title
Cited by
Cited by
Year
Funding liquidity, market liquidity and the cross-section of stock returns
JS Fontaine, R Garcia, S Gungor
Bank of Canada Working Paper, 2015
212015
Job ladder and business cycles
F Alves
Bank of Canada, 2022
19*2022
Has liquidity in Canadian government bond markets deteriorated?
S Gungor, J Yang
Bank of Canada, 2017
182017
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
172013
Exact distribution-free tests of mean-variance efficiency
S Gungor, R Luger
Journal of Empirical Finance 16 (5), 816-829, 2009
172009
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
112016
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
The life cycle of Government of Canada Bonds in core funding markets
N Bulusu, S Gungor
Bank of Canada Review 2017 (Spring), 31-41, 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
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
42021
Announcing the Bankers’ Acceptance Purchase Facility: A COVID‑19 Event Study
R Arora, S Gungor, K McRae, J Witmer
Bank of Canada, 2020
42020
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
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
32020
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
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
Funding risk, market liquidity, market volatility and the cross-section of asset returns
JS Fontaine, R Garcia, S Gungor
Market Liquidity, Market Volatility and the Cross-Section of Asset Returns …, 2016
22016
Bootstrap tests of mean-variance efficiency with multiple portfolio groupings
S Gungor, R Luger
L'Actualité économique 91 (1-2), 35-65, 2015
22015
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
12021
Intermediary Leverage Shocks and Funding Conditions
JS Fontaine, R Garcia, S Gungor
Available at SSRN 3649065, 2020
12020
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
2020
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