Marlene Amstad : Citation Profile

Are you Marlene Amstad?

Bank for International Settlements (BIS)

7

H index

5

i10 index

178

Citations

RESEARCH PRODUCTION:

9

Articles

26

Papers

1

Books

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 9
   Journals where Marlene Amstad has often published
   Relations with other researchers
   Recent citing documents: 48.    Total self citations: 22 (11 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pam86
   Updated: 2023-05-27    RAS profile: 2023-03-16    
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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:

Ponomarenko, Alexey (6)

Jalles, Joao (6)

Afonso, Antonio (5)

Matheson, Troy (5)

Giannone, Domenico (5)

Deryugina, Elena (5)

Matsuoka, Hideaki (4)

Watson, Mark (4)

Volz, Ulrich (4)

Ozmen, Utku (4)

Sinyakov, Andrey (4)

Cites to:

Reichlin, Lucrezia (82)

Forni, Mario (59)

Lippi, Marco (47)

Hallin, Marc (37)

Cristadoro, Riccardo (35)

veronese, giovanni (35)

Giannone, Domenico (32)

Fischer, Andreas (29)

Altissimo, Filippo (24)

Watson, Mark (19)

Packer, Frank (15)

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
Working Papers / Swiss National Bank, Study Center Gerzensee2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Marlene Amstad (2022 and 2021)

YearTitle of citing document
2021Economic Sentiment Perceptions During COVID-19 Pandemic – A European Cross-Country Impact Assessment. (2021). Malis, Sanja Sever ; CaMPEANU, Emilia Mioara ; Boitan, Iustina Alina. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:23:y:2021:i:special15:p:982.

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2021.

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2022Good-Bye Original Sin, Hello Risk On-Off, Financial Fragility, and Crises?. (2022). Zheng, Huanhuan ; Park, Donghyun ; Jinjarak, Yothin ; Aizenman, Joshua. In: Papers. RePEc:arx:papers:2206.09218.

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2021Big data and machine learning in central banking. (2021). Gambacorta, Leonardo ; Doerr, Sebastian ; Serena, Jose Maria. In: BIS Working Papers. RePEc:bis:biswps:930.

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2022Big Data in Asian Central Banks. (2022). Tissot, Bruno ; Gambacorta, Leonardo ; Doerr, Sebastian ; Cornelli, Giulio. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:17:y:2022:i:2:p:255-269.

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2022Do credit rating agencies reward fiscal prudence?. (2022). Jalles, Joo T. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:2-22.

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2021Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets. (2021). Foucault, Thierry ; Colliard, Jean-Edouard ; Hoffmann, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2199-2247.

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2022Debt Intolerance: Threshold Level and Composition. (2022). Matsuoka, Hideaki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:894-932.

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2021Extending the determinants of currency substitution in Nigeria: Any role for financial innovation?. (2021). Chukwunwike, Onyedikachi David ; Nwonye, Nnenna Georgina ; Onah, Emmanuel ; Ujunwa, Augustine. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:590-607.

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2022Why they keep missing: An empirical investigation of sovereign bond ratings and their timing. (2022). von Schweinitz, Gregor ; El-Shagi, Makram ; el Shagi, Makram ; Elshagi, Makram. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:186-224.

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2021Climate Change and Fiscal Sustainability: Risks and Opportunities. (2021). Mohaddes, Kamiar ; Zenghelis, D ; Volz, U ; Klusak, P ; Burke, M ; Agarwala, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2163.

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2021.

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2021Measuring Sovereign Credit Risk of the EU countries. (2021). Szabo, Milan ; Siuda, Vojtch. In: Journal of Central Banking Theory and Practice. RePEc:cbk:journl:v:10:y:2021:i:3:p:169-192.

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2021Do Financial Markets Reward Government Spending Efficiency?. (2021). Venâncio, Ana ; Jalles, Joao ; Afonso, Antonio. In: EconPol Working Paper. RePEc:ces:econwp:_62.

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2021What Are the Priorities of Bureaucrats? Evidence from Conjoint Experiments with Procurement Officials. (2021). Tukiainen, Janne ; Giuffrida, Leonardo Maria ; Sieppi, Antti ; Luukinen, Ari ; Jaasskelainen, Jan ; Bohne, Albrecht ; Blesse, Sebastian. In: EconPol Working Paper. RePEc:ces:econwp:_63.

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2021Inferential Theory for Generalized Dynamic Factor Models. (2021). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Working Papers ECARES. RePEc:eca:wpaper:2013/331192.

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2021Monetary-fiscal policy interactions in the euro area. (2021). Schmidt, Sebastian ; Poelhekke, Steven ; Pisani, Massimiliano ; Mazelis, Falk ; Kataryniuk, Iván ; Freier, Maximilian ; Ferdinandusse, Marien ; Debrun, Xavier ; Cimadomo, Jacopo ; Bonam, Dennis ; Hammermann, Felix ; Vladu, Andreea ; Muggenthaler, Philip ; Kording, Julia ; Checherita-Westphal, Cristina ; Penciu, Alexandru ; Faria, Thomas ; Vansteenkiste, Isabel ; Pool, Sebastiaan ; Gerke, Rafael ; Valenta, Vilem ; Bletzinger, Tilman ; Montes-Galdon, Carlos ; Ferrero, Guiseppe ; da Costa, Jose Cardoso ; Paulus, Alari ; Eisenschmidt, Jens ; Masuch, Klaus ; Kamps, Christophe ; Gardo, Sandor ; Trzcinska, Agnieszka ; Barthelemy, Jean ; Marrazzo, Marco ; Jacquinot, Pascal ; Campos, Maria ; Ozden, Talga ; Semeano, Joo Domingues ; Sauer, Stephan ; Christ
2021Inventory management, dealers’ connections, and prices in OTC markets. (2021). Hoffmann, Peter ; Foucault, Thierry ; Colliard, Jean-Edouard. In: Working Paper Series. RePEc:ecb:ecbwps:20212529.

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2021“Subsidies” or “taxes”? Corporate credit misallocation induced by the nexus of state-owned enterprises and state-owned banks. (2021). Cheng, Yuan ; Christina, MA ; Han, Xuehui. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000750.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2021Quantifying sovereign risk in the euro area. (2021). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:76-96.

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2022Winds of tapering, financial gravity and COVID-19. (2022). Ulusoy, Veysel ; Kirik, Alper. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000699.

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2021Trade conflicts and energy firms market values: Evidence from China. (2021). Sharma, Susan Sunila ; Shi, LU ; Huang, Shoujun ; Xu, Jin. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003261.

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2021Sovereign credit ratings: Discovering unorthodox factors and variables. (2021). Teo, Wing Leong ; Chit, Myint Moe ; Choy, Swee Yew. In: Global Finance Journal. RePEc:eee:glofin:v:48:y:2021:i:c:s1044028320300120.

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2023Endogenous product adjustment and exchange rate pass-through. (2023). Lein, Sarah ; Freitag, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001386.

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2021The structure and degree of dependence in government bond markets. (2021). Vulanovic, Milos ; Swinkels, Laurens ; Piljak, Vanja ; Dimic, Nebojsa. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001049.

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2022Do financial markets reward government spending efficiency?. (2022). Jalles, Joao ; Afonso, Antonio ; Venancio, Ana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000014.

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2021The impact of COVID-19 on stock market performance in Africa: A Bayesian structural time series approach. (2021). Bentum-Ennin, Isaac ; Takyi, Paul Owusu. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304124.

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2021Risk perception and oil and gasoline markets under COVID-19. (2021). Akhundjanov, Sherzod ; Okhunjanov, Botir B ; Ahundjanov, Behzod B. In: Journal of Economics and Business. RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304239.

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2021Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries. (2021). Kondoz, Mehmet ; Athari, Seyed Alireza ; Kirikkaleli, Dervis. In: Journal of Economics and Business. RePEc:eee:jebusi:v:116:y:2021:i:c:s0148619521000023.

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2021Good-bye original sin, hello risk on-off, financial fragility, and crises?. (2021). Aizenman, Joshua ; Zheng, H ; Park, D ; Jinjarak, Y. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:117:y:2021:i:c:s0261560621000930.

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2022Trade wars and asset prices. (2022). Albagli, Elias ; Carlomagno, Guillermo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000341.

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2022How do oil prices affect emerging market sovereign bond spreads?. (2022). Lin, Tzu-Yu ; Huang, Shiangtsz ; Chen, Shiu-Sheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001036.

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2022Shadow banking and the bank lending channel of monetary policy in China. (2022). Wang, Yabin ; Cheng, Xiaoqiang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001139.

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2021Internal control reporting and cost of bond financing: Evidence from China. (2021). Ho, Kin-Yip ; Wu, Yue ; Wang, Kun Tracy. In: International Review of Economics & Finance. RePEc:eee:reveco:v:76:y:2021:i:c:p:1323-1346.

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2022Disentangling the sources of sovereign rating adjustments: An examination of changes in rating policies following the GFC. (2022). Muoz, Carlos Salvador ; Cuadros-Solas, Pedro Jesus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001562.

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2021Climate change and fiscal sustainability: risks and opportunities. (2021). Volz, Ulrich ; Mohaddes, Kamiar ; Zenghelis, Dimitri ; Klusak, Patrycja ; Burke, Matt ; Agarwala, Matthew. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:113775.

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2021How Vulnerable Are Financial Markets to COVID-19? A Comparative Study of the US and South Korea. (2021). Park, Hail ; Wang, Wenbo. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:10:p:5587-:d:556176.

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2021Do Financial Markets Reward Government Spending Efficiency?. (2021). Jalles, Joao ; Afonso, Antonio ; Venancio, Ana. In: Working Papers REM. RePEc:ise:remwps:wp01662021.

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2021Stock Prices, Lockdowns, and Economic Activity in the Time of Coronavirus. (2021). Sheng, Xuguang ; Davis, Steven ; Liu, Dingqian. In: NBER Working Papers. RePEc:nbr:nberwo:28320.

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2022Stock Prices and Economic Activity in the Time of Coronavirus. (2022). Davis, Steven ; Sheng, Xuguang Simon ; Liu, Dingqian. In: IMF Economic Review. RePEc:pal:imfecr:v:70:y:2022:i:1:d:10.1057_s41308-021-00146-4.

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2023The inflation process in Portugal: the role of price spillovers. (2023). Quelhas, Joo ; Serra, Sara. In: Economic Bulletin and Financial Stability Report Articles and Banco de Portugal Economic Studies. RePEc:ptu:bdpart:e202305.

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2021COVID-19, Digital Transactions, and Economic Activities: Puzzling Nexus of Wealth Enhancement, Trade, and Financial Technology. (2021). Mehar, Muhammad Ayub. In: ADBI Working Papers. RePEc:ris:adbiwp:1294.

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2021Are Agricultural Commodity Prices on a Conventional Wisdom with Inflation?. (2021). Tao, Ran ; Su, Chi-Wei ; Sun, Ting-Ting ; Qin, Meng. In: SAGE Open. RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211038347.

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2022External shocks, cross-border flows and macroeconomic risks in emerging market economies. (2022). Sengupta, Rajeswari ; Goyal, Ashima ; Verma, Akhilesh K. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02099-z.

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2021Natural Capital and Sovereign Bonds. (2021). Wang, Dieter. In: Policy Research Working Paper Series. RePEc:wbk:wbrwps:9606.

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2022Do words hurt more than actions? The impact of trade tensions on financial markets. (2022). Pagliari, Maria Sole ; Ferrari Minesso, Massimo ; Kurcz, Frederik. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:6:p:1138-1159.

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2022Exchange Rate Sensitivity and the Net Foreign Asset Composition. (2022). Gardberg, Malin. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:569-598.

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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.
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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]		article36
2014The FRBNY Staff Underlying Inflation Gauge: UIG In: BIS Working Papers.
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2014The FRBNY staff underlying inflation gauge: UIG.(2014) In: Staff Reports.
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This paper has another version. Agregated cites: 9		paper
2014Developing an underlying inflation gauge for China In: BIS Working Papers.
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2014Developing an underlying inflation gauge for China.(2014) In: Working Papers.
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This paper has another 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]		paper25
2016How do global investors differentiate between sovereign risks? The new normal versus the old.(2016) In: Journal of International Money and Finance.
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2018Does sovereign risk in local and foreign currency differ? In: BIS Working Papers.
[Full Text][Citation analysis]		paper15
2020Does sovereign risk in local and foreign currency differ?.(2020) In: Journal of International Money and Finance.
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2018Does Sovereign Risk in Local and Foreign Currency Differ?.(2018) In: IMES Discussion Paper Series.
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2021Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media In: BIS Working Papers.
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2021Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media.(2021) In: CEPR Discussion Papers.
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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.
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This paper has another 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
2004Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment.(2004) In: Working Papers.
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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.
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2005Shock Identification of Macroeconomic Forecasts based on Daily Panels.(2005) In: Working Papers.
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2005Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data In: CEPR Discussion Papers.
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2005Time-varying pass-through from import prices to consumer prices: evidence from an event study with real-time data.(2005) In: Staff Reports.
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2006Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data.(2006) In: Working Papers.
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2010Monthly pass-through ratios In: Journal of Economic Dynamics and Control.
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2009Monthly pass-through ratios.(2009) In: Globalization Institute Working Papers.
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2009Do macroeconomic announcements move inflation forecasts? In: Review.
[Full Text][Citation analysis]		article1
2011Monetary policy implementation: common goals but different practices In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article7
2017The New York Fed Staff Underlying Inflation Gauge (UIG) In: Economic Policy Review.
[Full Text][Citation analysis]		article7
2009Real time underlying inflation gauges for monetary policymakers In: Staff Reports.
[Full Text][Citation analysis]		paper19
2019Chinese Bond Market and Interbank Market In: NBER Working Papers.
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2002Search theory and applied economic research In: MPRA Paper.
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2005The oil price and monetary policy – a new paradigm In: MPRA Paper.
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2019Regulating Fintech: Objectives, Principles, and Practices In: ADBI Working Papers.
[Full Text][Citation analysis]		paper1
2017Long-run effects of exchange rate appreciation: Another puzzle? In: Aussenwirtschaft.
[Full Text][Citation analysis]		article1

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