Marlene Amstad : Citation Profile


Are you Marlene Amstad?

Bank for International Settlements (BIS)

5

H index

3

i10 index

85

Citations

RESEARCH PRODUCTION:

8

Articles

22

Papers

1

Books

RESEARCH ACTIVITY:

   16 years (2002 - 2018). See details.
   Cites by year: 5
   Journals where Marlene Amstad has often published
   Relations with other researchers
   Recent citing documents: 33.    Total self citations: 17 (16.67 %)

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   Permalink: http://citec.repec.org/pam86
   Updated: 2020-01-15    RAS profile: 2020-01-06    
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Relations with other researchers


Works with:

Rich, Robert (3)

Potter, Simon (3)

Ma, Guonan (3)

Remolona, Eli (2)

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

Is cited by:

Matheson, Troy (4)

Watson, Mark (4)

Giannone, Domenico (4)

Einarsson, Bjarni (3)

Ponomarenko, Alexey (3)

Mehrotra, Aaron (3)

Deryugina, Elena (3)

Reis, Ricardo (3)

Ozmen, Utku (3)

Moessner, Richhild (3)

Yetman, James (3)

Cites to:

Reichlin, Lucrezia (49)

Forni, Mario (42)

Lippi, Marco (33)

Hallin, Marc (26)

veronese, giovanni (22)

Cristadoro, Riccardo (22)

Fischer, Andreas (21)

Giannone, Domenico (18)

Watson, Mark (14)

Packer, Frank (11)

Stock, James (10)

Main data


Where Marlene Amstad has published?


Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York4
BIS Working Papers / Bank for International Settlements4
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 (2019 and 2018)


YearTitle of citing document
2017Sovereign default risk in OECD countries: do global factors matter?. (2017). Ordoñez-Callamand, Daniel ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Ordoez-Callamand, Daniel. In: Borradores de Economia. RePEc:bdr:borrec:996.

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2019Secured and Unsecured Interbank Markets: Monetary Policy, Substitution and the Cost of Collateral. (2019). Salakhova, Dilyara ; Piquard, Thibaut. In: Working papers. RePEc:bfr:banfra:730.

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2019Comments on Measuring corporate bond liquidity in emerging markets: price- vs quantity-based measures. (2019). Tang, Dragon Yongjun. In: BIS Papers chapters. RePEc:bis:bisbpc:102-08.

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2018Does the accumulation of foreign currency reserves affect risk-taking? An event study approach. (2018). Fatum, Rasmus ; Yetman, James. In: BIS Papers chapters. RePEc:bis:bisbpc:96-06.

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2018Are credit rating agencies discredited? Measuring market price effects from agency sovereign debt announcements. (2018). Miao, Evan Weicheng ; Binici, Mahir ; Hutchison, Michael M. In: BIS Working Papers. RePEc:bis:biswps:704.

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2018Accumulation of foreign currency reserves and risk-taking. (2018). Yetman, James ; Fatum, Rasmus. In: BIS Working Papers. RePEc:bis:biswps:728.

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2019Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Author, Chang Shu. In: BIS Working Papers. RePEc:bis:biswps:814.

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2019Disinflation and reliability of underlying inflation measures. (2019). Ponomarenko, Alexey ; Deryugina, Elena. In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps44.

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2019Interest rate spillovers from the United States : expectations, term premia and macro-financial vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Shu, Chang. In: BOFIT Discussion Papers. RePEc:bof:bofitp:2019_020.

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2019Interest Rate Spillovers from the United States: Expectations, Term Premia and Macro-Financial Vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Shu, Chang. In: CESifo Working Paper Series. RePEc:ces:ceswps:_7896.

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2017Dispersed Information and Sovereign Risk Premia. (2017). Becerra, Sebastian ; Margaretic, Paula. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:808.

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2018A Review of Chinas Institutions. (2018). Allen, Franklin ; Qian, Meijun. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13269.

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2019Accumulation of foreign currency reserves and risk-taking. (2019). Yetman, James ; Fatum, Rasmus. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2019_019.

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2019Economic complexity and sovereign risk premia. (2019). Ozmen, Utku. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00975.

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2017Sovereign default risk in OECD countries: Do global factors matter?. (2017). Ordoñez-Callamand, Daniel ; Melo-Velandia, Luis ; Gomez-Gonzalez, Jose ; Ordoez-Callamand, Daniel. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:42:y:2017:i:c:p:629-639.

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2017The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets. (2017). Cepni, Oguzhan ; Yilmaz, Hasan M ; Kucuksarac, Doruk. In: Economics Letters. RePEc:eee:ecolet:v:159:y:2017:i:c:p:74-77.

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2018Are credit rating agencies regionally biased?. (2018). Yalta, Talha A. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:682-694.

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2017Co-movement of exchange rates with interest rate differential, risk premium and FED policy in “fragile economies”. (2017). Yılmaz, Erdal ; Ozmen, Utku ; Yilmaz, Erdal. In: Emerging Markets Review. RePEc:eee:ememar:v:33:y:2017:i:c:p:173-188.

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2018Oil volatility and sovereign risk of BRICS. (2018). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bouri, Elie ; Raza, Naveed ; Hussain, Syed Jawad. In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:258-269.

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2018Sovereign credit rating determinants under financial crises. (2018). , Joo ; Jose , ; Manuel, . In: Global Finance Journal. RePEc:eee:glofin:v:36:y:2018:i:c:p:1-13.

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2018Subjectivity in sovereign credit ratings. (2018). Luitel, Prabesh ; Vanpee, Rosanne ; Van Pee, Rosanne ; Sercu, Piet ; de Moor, Lieven. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:366-392.

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2019Commodity volatility shocks and BRIC sovereign risk: A GARCH-quantile approach. (2019). Jalkh, Naji ; Bouri, Elie ; Roubaud, David. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:385-392.

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2018Emerging market local currency sovereign bond yields: The role of exchange rate risk. (2018). Miyajima, Ken ; Gadanecz, Blaise ; Shu, Chang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:57:y:2018:i:c:p:371-401.

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2018Sovereign bond spreads and extra-financial performance: An empirical analysis of emerging markets. (2018). Margaretic, Paula ; Pouget, Sebastien. In: International Review of Economics & Finance. RePEc:eee:reveco:v:58:y:2018:i:c:p:340-355.

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2017Forecasting tourism demand with composite search index. (2017). Li, Xin ; Huang, Xiankai ; Law, Rob ; Pan, Bing. In: Tourism Management. RePEc:eee:touman:v:59:y:2017:i:c:p:57-66.

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2018Time-varying Response of Treasury Yields to Monetary Policy Shocks: Evidence from the Tunisian Bond Market. (2018). Marfatia, Hardik ; Juko, Sonja ; Mbarek, Lassaad . In: Working Papers. RePEc:erg:wpaper:1243.

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2019Accumulation of Foreign Currency Reserves and Risk-taking. (2019). Yetman, James ; Fatum, Rasmus. In: Discussion paper series. RePEc:hit:hiasdp:hias-e-89.

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2017Not All Exchange Rate Movements Are Alike : Exchange Rate Persistence and Pass-Through to Consumer Prices. (2017). Shirota, Toyoichiro. In: Discussion paper series. A. RePEc:hok:dpaper:311.

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2019Sovereign Ratings and Finance Ministers’ Characteristics. (2019). Jalles, Joao ; Afonso, Antonio. In: Working Papers REM. RePEc:ise:remwps:wp0722019.

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2017Case Study: DBRS Sovereign Rating of Portugal. Analysis of Rating Methodology and Rating Decisions. (2017). Ferreira, Miguel ; Lampreia, Joo ; Hofmann, Annika Luisa . In: GEE Papers. RePEc:mde:wpaper:0073.

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2017Underlying Consumer Price Inflation in China. (2017). Day, Iris. In: RBA Bulletin. RePEc:rba:rbabul:dec2017-04.

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2017Determinants of sovereign credit risk: the case of Russia. (2017). Stolbov, Mikhail. In: Post-Communist Economies. RePEc:taf:pocoec:v:29:y:2017:i:1:p:51-70.

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2017Why they keep missing: An empirical investigation of rational inattention of rating agencies. (2017). von Schweinitz, Gregor ; El-Shagi, Makram. In: IWH Discussion Papers. RePEc:zbw:iwhdps:12017.

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Works by Marlene Amstad:


YearTitleTypeCited
2016A spare tire for capital markets: Fostering corporate bond markets in Asia In: BIS Papers.
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book0
2015Sovereign ratings of advanced and emerging economies after the crisis In: BIS Quarterly Review.
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article15
2014The FRBNY Staff Underlying Inflation Gauge: UIG In: BIS Working Papers.
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paper5
2014The FRBNY staff underlying inflation gauge: UIG.(2014) In: Staff Reports.
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This paper has another version. Agregated cites: 5
paper
2014Developing an underlying inflation gauge for China In: BIS Working Papers.
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paper4
2018Developing an underlying inflation gauge for China.(2018) In: BOFIT Discussion Papers.
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This paper has another version. Agregated cites: 4
paper
2014Developing an underlying inflation gauge for China.(2014) In: Working Papers.
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This paper has another version. Agregated cites: 4
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2016How do global investors differentiate between sovereign risks? The new normal versus the old In: BIS Working Papers.
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paper19
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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article
2018Does sovereign risk in local and foreign currency differ? In: BIS Working Papers.
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2018Does Sovereign Risk in Local and Foreign Currency Differ?.(2018) In: IMES Discussion Paper Series.
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This paper has another version. Agregated cites: 0
paper
2009Are Weekly Inflation Forecasts Informative? In: Oxford Bulletin of Economics and Statistics.
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article2
2008Are Weekly Inflation Forecasts Informative?.(2008) In: Working Papers.
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This paper has another version. Agregated cites: 2
paper
2004Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment In: CEPR Discussion Papers.
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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.
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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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This paper has another version. Agregated cites: 6
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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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article4
2009Monthly pass-through ratios.(2009) In: Globalization Institute Working Papers.
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2009Do macroeconomic announcements move inflation forecasts? In: Review.
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2011Monetary policy implementation: common goals but different practices In: Current Issues in Economics and Finance.
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2017The New York Fed Staff Underlying Inflation Gauge (UIG) In: Economic Policy Review.
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2009Real time underlying inflation gauges for monetary policymakers In: Staff Reports.
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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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2017Long-run effects of exchange rate appreciation: Another puzzle? In: Aussenwirtschaft.
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