Details about Tanseli Savaser

Access statistics for papers by Tanseli Savaser.

Last updated 2024-07-03. Update your information in the RePEc Author Service.

Short-id: psa864

Working Papers

2020

1. CEO Incentives and Bank Risk over the Business Cycle
   Swiss Finance Institute Research Paper Series, Swiss Finance Institute View citations (2)
   See also Journal Article CEO incentives and bank risk over the business cycle, Journal of Banking & Finance, Elsevier (2022) View citations (4) (2022)

2018

2. Shrouding and the Foreign Exchange Trades of Global Custody Banks
   Working Papers, Brandeis University, Department of Economics and International Business School

2015

3. Managerial Performance Incentives and Firm Risk during Economic Expansions and Recessions
   Working Papers, Brandeis University, Department of Economics and International Business School
   See also Journal Article Managerial Performance Incentives and Firm Risk during Economic Expansions and Recessions, Review of Finance, European Finance Association (2017) View citations (6) (2017)

2012

4. Asymetric Information and the Foreign-Exchange Trades of Global Custody Banks
   Working Papers, Brandeis University, Department of Economics and International Business School View citations (1)
   Also in Department of Economics Working Papers, Department of Economics, Williams College (2011) View citations (3)

2010

5. Extreme Returns: The Case of Currencies
   Working Papers, Brandeis University, Department of Economics and International Business School View citations (5)
   See also Journal Article Extreme returns: The case of currencies, Journal of Banking & Finance, Elsevier (2011) View citations (16) (2011)

2008

6. Extreme Returns without News: A Microstructural Explanation
   Department of Economics Working Papers, Department of Economics, Williams College

2007

7. Exchange Rate Response to Macro News: Through the Lens of Microstructure
   Department of Economics Working Papers, Department of Economics, Williams College View citations (3)
   See also Journal Article Exchange rate response to macronews: Through the lens of microstructure, Journal of International Financial Markets, Institutions and Money, Elsevier (2011) View citations (14) (2011)

Journal Articles

2022

1. CEO incentives and bank risk over the business cycle
   Journal of Banking & Finance, 2022, 138, (C) View citations (4)
   See also Working Paper CEO Incentives and Bank Risk over the Business Cycle, Swiss Finance Institute Research Paper Series (2020) View citations (2) (2020)
2. Shrouding and the FX trades of global custody bank
   Journal of Banking & Finance, 2022, 136, (C)
3. The Stock and CDS Market Consequences of Political Uncertainty: The Arab Spring
   Emerging Markets Finance and Trade, 2022, 58, (7), 1821-1837

2021

4. Financial technology in developing economies: A note on digital lending in Turkey
   Economics Letters, 2021, 207, (C) View citations (2)

2020

5. Political turmoil and the impact of foreign orders on equity prices
   Journal of International Financial Markets, Institutions and Money, 2020, 65, (C) View citations (2)

2019

6. DIFFERENTIAL RISK‐TAKING IMPLICATIONS OF PERFORMANCE INCENTIVES FROM STOCK AND STOCK OPTION HOLDINGS
   Journal of Financial Research, 2019, 42, (3), 609-636
7. Time-varying effects of macroeconomic news on euro-dollar returns
   The North American Journal of Economics and Finance, 2019, 50, (C) View citations (1)

2017

8. Exchange rate volatility response to macroeconomic news during the global financial crisis
   International Review of Financial Analysis, 2017, 52, (C), 130-143 View citations (14)
9. Managerial Performance Incentives and Firm Risk during Economic Expansions and Recessions
   Review of Finance, 2017, 21, (2), 911-944 View citations (6)
   See also Working Paper Managerial Performance Incentives and Firm Risk during Economic Expansions and Recessions, Working Papers (2015) (2015)

2016

10. The sign switch effect of macroeconomic news in foreign exchange markets
    Journal of International Financial Markets, Institutions and Money, 2016, 45, (C), 96-114 View citations (7)

2011

11. Exchange rate response to macronews: Through the lens of microstructure
    Journal of International Financial Markets, Institutions and Money, 2011, 21, (1), 107-126 View citations (14)
    See also Working Paper Exchange Rate Response to Macro News: Through the Lens of Microstructure, Department of Economics Working Papers (2007) View citations (3) (2007)
12. Extreme returns: The case of currencies
    Journal of Banking & Finance, 2011, 35, (11), 2868-2880 View citations (16)
    See also Working Paper Extreme Returns: The Case of Currencies, Working Papers (2010) View citations (5) (2010)