Marlene Amstad : Citation Profile


Bank for International Settlements (BIS)

9

H index

6

i10 index

238

Citations

RESEARCH PRODUCTION:

9

Articles

26

Papers

1

Books

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 12
   Journals where Marlene Amstad has often published
   Relations with other researchers
   Recent citing documents: 26.    Total self citations: 22 (8.46 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pam86
   Updated: 2025-12-13    RAS profile: 2023-03-16    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Xia, Fan Dora (3)

Gambacorta, Leonardo (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marlene Amstad.

Is cited by:

Giannone, Domenico (7)

Matheson, Troy (7)

Kotze, Kevin (6)

Jalles, Joao (6)

Ponomarenko, Alexey (6)

Deryugina, Elena (6)

Afonso, Antonio (5)

Ozmen, Utku (4)

Watson, Mark (4)

Matsuoka, Hideaki (4)

Mohaddes, Kamiar (4)

Cites to:

Reichlin, Lucrezia (88)

Forni, Mario (65)

Lippi, Marco (51)

Hallin, Marc (42)

veronese, giovanni (36)

Cristadoro, Riccardo (36)

Giannone, Domenico (33)

Fischer, Andreas (29)

Altissimo, Filippo (24)

Watson, Mark (21)

Stock, James (17)

Main data


Where Marlene Amstad has published?


Journals with more than one article published# docs
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements5
Staff Reports / Federal Reserve Bank of New York4
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Working Papers / Swiss National Bank2
MPRA Paper / University Library of Munich, Germany2
Working Papers / Swiss National Bank, Study Center Gerzensee2

Recent works citing Marlene Amstad (2025 and 2024)


YearTitle of citing document
2024Underlying Core Inflation with Multiple Regimes. (2024). Rodriguez-Rondon, Gabriel. In: Papers. RePEc:arx:papers:2411.12845.

Full description at Econpapers || Download paper

2024Treasury Bill Shortages and the Pricing of Short‐Term Assets. (2024). Vandeweyer, Quentin ; D'Avernas, Adrien. In: Journal of Finance. RePEc:bla:jfinan:v:79:y:2024:i:6:p:4083-4141.

Full description at Econpapers || Download paper

2025Should underwriters be trusted? Reducing agency costs through primary market supervision. (2025). Li, Jiang ; Huang, Haozhi ; Foley, Sean. In: The British Accounting Review. RePEc:eee:bracre:v:57:y:2025:i:3:s0890838924002907.

Full description at Econpapers || Download paper

2025Corporate bond defaults and cross-regional investment: Evidence from China. (2025). Hu, Xun ; Xue, Cheng ; Zhao, Xiangfang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1514-1533.

Full description at Econpapers || Download paper

2024Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593.

Full description at Econpapers || Download paper

2025Does official media sentiment matter for the stock market? Evidence from China. (2025). Hua, Xia ; Zhang, Teng ; Xu, Zhiwei. In: Emerging Markets Review. RePEc:eee:ememar:v:64:y:2025:i:c:s1566014124001298.

Full description at Econpapers || Download paper

2025Pricing climate transition risk: Evidence from European corporate CDS. (2025). Costola, Michele ; Vozian, Katia. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000714.

Full description at Econpapers || Download paper

2025Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Nguyen, Tam Huu ; Maiani, Stefano ; Wegener, Christoph ; Basse, Tobias. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325001999.

Full description at Econpapers || Download paper

2024A Modigliani-Miller theorem for the public finances of globalized economies. (2024). Bossone, Biagio. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001893.

Full description at Econpapers || Download paper

2024International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Raju, V L ; Patra, Ramakanta ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052.

Full description at Econpapers || Download paper

2025Legal effectiveness and external capital: The role of foreign debt. (2025). Allayannis, George ; Brown, Gregory W ; Klapper, Leora F. In: Journal of Economics and Business. RePEc:eee:jebusi:v:134-135:y:2025:i::s0148619525000128.

Full description at Econpapers || Download paper

2025Climate risk and corporate bond credit spreads. (2025). He, Feng ; Ren, Xingzi ; Wang, Yueren ; Lei, Xingfan. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:154:y:2025:i:c:s0261560625000324.

Full description at Econpapers || Download paper

2025Chinas debt market: Evolution, regulation, and global integration. (2025). Zhou, Qing ; Qian, Meijun ; Cheng, Feiyang ; Gao, Haoyu ; Pan, Xiaofei. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000885.

Full description at Econpapers || Download paper

2024Economic policy uncertainty and volatility of corporate bond credit spread: Evidence from China and the United States. (2024). Zhao, Yang ; Zhang, Rongjia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pb:p:827-841.

Full description at Econpapers || Download paper

2024Time-varying effects of macro shocks on cross-border capital flows in Chinas bond market. (2024). Dong, Xiao ; Yu, Mingzhe. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007123.

Full description at Econpapers || Download paper

2024Assessing dynamic co-movement of news based uncertainty indices and distance-to -default of global FinTech firms. (2024). Hassan, M. Kabir ; Anwer, Zaheer ; Khan, Muhammad Arif ; Harnek, Manjeet Kaur. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002691.

Full description at Econpapers || Download paper

2024Common and Idiosyncratic Inflation. (2020). Luciani, Matteo. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2020-24.

Full description at Econpapers || Download paper

2025Oil Shocks, US Uncertainty, and Emerging Corporate Bond Markets. (2025). Kwon, Dohyoung. In: JRFM. RePEc:gam:jjrfmx:v:18:y:2025:i:1:p:25-:d:1563411.

Full description at Econpapers || Download paper

2024Moving Beyond Silo Thinking: A Deductive Analysis of Financial Literacy, Financial Inclusion, FinTech, and the UN Sustainable Development Goals. (2024). Treu, Johannes. In: International Journal of Economics and Finance. RePEc:ibn:ijefaa:v:16:y:2024:i:2:p:1.

Full description at Econpapers || Download paper

2024Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403.

Full description at Econpapers || Download paper

2024Empirical Insights into Financial Integration: Fintech Credit and Regulatory Dynamics. (2024). SULEHRI, FIAZ ; Audi, Marc ; Ali, Amjad ; Fatima, Syeda Ambreen ; Ashraf, Muhammad Saleem ; Azam, Habiba. In: MPRA Paper. RePEc:pra:mprapa:121776.

Full description at Econpapers || Download paper

2024Digital Payment, Household Consumption Behavior, and Financial Literacy. (2024). Minphimai, Anusorn. In: PIER Discussion Papers. RePEc:pui:dpaper:219.

Full description at Econpapers || Download paper

2025Which producer prices lead consumer prices?. (2025). , Corey. In: Empirical Economics. RePEc:spr:empeco:v:68:y:2025:i:4:d:10.1007_s00181-024-02689-7.

Full description at Econpapers || Download paper

2024Unraveling Double Shocks: An In-Depth Analysis of Risk Contagion in China’s Inter-Bank Market. (2024). Chen, Yanjun ; Guo, Shaoyang ; Liang, YI ; Zhao, Qizhi ; Mo, Zan ; Fan, Mengting. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01882-4.

Full description at Econpapers || Download paper

2024Capital flows to emerging economies and global risk aversion during the COVID‐19 pandemic. (2024). Ibarra, Raul ; Hernandez, Juan ; Alba, Carlos ; Cuadra, Gabriel. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:3:p:2804-2836.

Full description at Econpapers || Download paper

2025Predictive power of oil prices on CDS spread dynamics of oil-producing countries. (2025). Basse, Tobias ; Wegener, Christoph ; Nguyen, Tam Huu ; Maiani, Stefano. In: Accountancy, Economics, and Finance Working Papers. RePEc:zbw:hwuaef:313644.

Full description at Econpapers || Download paper

Marlene Amstad has edited the books:


YearTitleTypeCited

Works by Marlene Amstad:


YearTitleTypeCited
2020Investors risk attitudes in the pandemic and the stock market: new evidence based on internet searches In: BIS Bulletins.
[Full Text][Citation analysis]
paper9
2016A spare tire for capital markets: Fostering corporate bond markets in Asia In: BIS Papers.
[Full Text][Citation analysis]
book0
2015Sovereign ratings of advanced and emerging economies after the crisis In: BIS Quarterly Review.
[Full Text][Citation analysis]
article43
2014The FRBNY Staff Underlying Inflation Gauge: UIG In: BIS Working Papers.
[Full Text][Citation analysis]
paper11
2014The FRBNY staff underlying inflation gauge: UIG.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 11
paper
2014Developing an underlying inflation gauge for China In: BIS Working Papers.
[Full Text][Citation analysis]
paper6
2014Developing an underlying inflation gauge for China.(2014) In: Bruegel Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2016How do global investors differentiate between sovereign risks? The new normal versus the old In: BIS Working Papers.
[Full Text][Citation analysis]
paper30
2016How do global investors differentiate between sovereign risks? The new normal versus the old.(2016) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 30
article
2018Does sovereign risk in local and foreign currency differ? In: BIS Working Papers.
[Full Text][Citation analysis]
paper20
2020Does sovereign risk in local and foreign currency differ?.(2020) In: Journal of International Money and Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
article
2018Does Sovereign Risk in Local and Foreign Currency Differ?.(2018) In: IMES Discussion Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 20
paper
2021Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media In: BIS Working Papers.
[Full Text][Citation analysis]
paper7
2021Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media.(2021) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 7
paper
2009Are Weekly Inflation Forecasts Informative?* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]
article3
2008Are Weekly Inflation Forecasts Informative?.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 3
paper
2018Developing an underlying inflation gauge for China In: BOFIT Discussion Papers.
[Full Text][Citation analysis]
paper2
2004Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper6
2005Shock Identification of Macroeconomic Forecasts Based on Daily Panels In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper0
2005Shock identification of macroeconomic forecasts based on daily panels.(2005) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2005Shock Identification of Macroeconomic Forecasts based on Daily Panels.(2005) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 0
paper
2005Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]
paper6
2005Time-varying pass-through from import prices to consumer prices: evidence from an event study with real-time data.(2005) In: Staff Reports.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2006Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 6
paper
2010Monthly pass-through ratios In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]
article4
2009Monthly pass-through ratios.(2009) In: Globalization Institute Working Papers.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4
paper
2009Do macroeconomic announcements move inflation forecasts? In: Review.
[Full Text][Citation analysis]
article2
2011Monetary policy implementation: common goals but different practices In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]
article9
2017The New York Fed Staff Underlying Inflation Gauge (UIG) In: Economic Policy Review.
[Full Text][Citation analysis]
article9
2009Real time underlying inflation gauges for monetary policymakers In: Staff Reports.
[Full Text][Citation analysis]
paper22
2019Chinese Bond Market and Interbank Market In: NBER Working Papers.
[Full Text][Citation analysis]
paper32
2002Search theory and applied economic research In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2005The oil price and monetary policy – a new paradigm In: MPRA Paper.
[Full Text][Citation analysis]
paper0
2019Regulating Fintech: Objectives, Principles, and Practices In: ADBI Working Papers.
[Full Text][Citation analysis]
paper8
2004Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment In: Working Papers.
[Full Text][Citation analysis]
paper5
2017Long-run effects of exchange rate appreciation: Another puzzle? In: Aussenwirtschaft.
[Full Text][Citation analysis]
article1

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team