Sercan Eraslan

Deutsche Bundesbank

Wilhelm-Epstein-Strasse 14

60431 Frankfurt am Main

Germany

  • Deutsche Bundesbank

SCHOLARLY PAPERS

6

DOWNLOADS

561

SSRN CITATIONS
Rank 43,529

SSRN RANKINGS

Top 43,529

in Total Papers Citations

5

CROSSREF CITATIONS

11

Scholarly Papers (6)

Actions:
Email selected abstracts
1.

Asymmetric Arbitrage Trading on Offshore and Onshore Renminbi Markets

Bundesbank Discussion Paper No. 13/2017
Number of pages: 26 Posted: 02 Jun 2017
Sercan Eraslan
Deutsche Bundesbank
Downloads 178 (228,524)

Abstract:

Loading...

threshold cointegration, vector error correction model, arbitrage trading, renminbi exchange rates, onshore and offshore markets

2.

Assessing the CNH-CNY Pricing Differential: Role of Fundamentals, Contagion and Policy

BIS Working Paper No. 492
Number of pages: 26 Posted: 02 Mar 2015
Michael Funke, Chang Shu, Xiaoqiang Cheng and Sercan Eraslan
University of Hamburg - Department of Economics, Independent, Hong Kong Monetary Authority and Deutsche Bundesbank
Downloads 136 (284,712)
Citation 5

Abstract:

Loading...

renminbi exchange rates, China, onshore and offshore markets, GARCH models

3.

Nowcasting GDP With a Large Factor Model Space

Deutsche Bundesbank Discussion Paper No. 41/2019
Number of pages: 47 Posted: 20 Dec 2019
Sercan Eraslan and Maximilian Schröder
Deutsche Bundesbank and BI Norwegian Business School - Department of Economics
Downloads 102 (349,444)

Abstract:

Loading...

dynamic factor model,forecasting,GDP,mixed-frequency,model averaging,time-varying-parameter

4.

Financial Crises and the Dynamic Linkages between Stock and Bond Returns

Bundesbank Discussion Paper No. 17/2017
Number of pages: 60 Posted: 27 Jun 2017
Sercan Eraslan and Faek Menla Ali
Deutsche Bundesbank and University of Sussex
Downloads 65 (454,042)

Abstract:

Loading...

Bond prices, Financial crisis, Stock prices, Time-varying GARCH models, Volatility spillovers

5.

Oil Price Shocks and Stock Return Volatility: New Evidence Based on Volatility Impulse Response Analysis

Deutsche Bundesbank Discussion Paper No. 38/2018
Number of pages: 14 Posted: 03 Oct 2018 Last Revised: 18 Nov 2021
Sercan Eraslan and Faek Menla Ali
Deutsche Bundesbank and University of Sussex
Downloads 54 (495,876)

Abstract:

Loading...

Oil price shocks, Stock returns, Volatility impulse response analysis

6.

Recession Probabilities Falling From the STARs

Deutsche Bundesbank Discussion Paper No. 08/2020
Number of pages: 33 Posted: 20 Apr 2020
Sercan Eraslan and Marvin Noeller
Deutsche Bundesbank and University of Bonn
Downloads 26 (640,619)

Abstract:

Loading...

Business cycles, forecasting, recessions, STAR models, turning points