Emanuel Moench : Citation Profile

Are you Emanuel Moench?

Frankfurt School of Finance and Management

16

H index

19

i10 index

1095

Citations

RESEARCH PRODUCTION:

19

Articles

51

Papers

1

Chapters

RESEARCH ACTIVITY:

   17 years (2004 - 2021). See details.
   Cites by year: 64
   Journals where Emanuel Moench has often published
   Relations with other researchers
   Recent citing documents: 286.    Total self citations: 17 (1.53 %)

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   Permalink: http://citec.repec.org/pmo414
   Updated: 2022-05-21    RAS profile: 2022-02-14    
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Relations with other researchers

Works with:

Crump, Richard (6)

Preston, Bruce (3)

Eusepi, Stefano (3)

Georgarakos, Dimitris (2)

Giovannini, Alessandro (2)

Carvalho, Carlos (2)

Pelizzon, Loriana (2)

Adrian, Tobias (2)

Montes-Galdón, Carlos (2)

Ehrmann, Michael (2)

Penalver, Adrian (2)

Skotida, Ifigeneia (2)

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

Is cited by:

Moreno Gutiérrez, José (44)

Adrian, Tobias (21)

GUPTA, RANGAN (20)

Andrade, Philippe (11)

Maćkowiak, Bartosz (11)

Meldrum, Andrew (11)

Tillmann, Peter (10)

Melo-Velandia, Luis (9)

Wohar, Mark (9)

Owyang, Michael (9)

Montes, Gabriel (8)

Cites to:

Gorodnichenko, Yuriy (32)

Coibion, Olivier (32)

Adrian, Tobias (24)

Ehrmann, Michael (23)

Campbell, John (21)

Rudebusch, Glenn (20)

Williams, John (19)

Piazzesi, Monika (16)

Weber, Michael (16)

Shiller, Robert (15)

Estrella, Arturo (15)

Main data

Where Emanuel Moench has published?

Journals with more than one article published# docs
Journal of Monetary Economics4
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York15
Liberty Street Economics / Federal Reserve Bank of New York11
Discussion Papers / Deutsche Bundesbank4
Occasional Paper Series / European Central Bank3

Recent works citing Emanuel Moench (2021 and 2020)

YearTitle of citing document
2020Predicting bond return predictability. (2020). Thyrsgaard, Martin ; Kjar, Mads M ; Eriksen, Jonas N ; Borup, Daniel. In: CREATES Research Papers. RePEc:aah:create:2020-09.

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2021The New Keynesian Model and Bond Yields. (2021). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2021-01.

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2021Long and short memory in dynamic term structure models. (2021). Huseynov, Salman. In: CREATES Research Papers. RePEc:aah:create:2021-15.

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2021Revisiting the macroeconomic effects of monetary policy shocks. (2021). Haque, Qazi ; Doko Tchatoka, Firmin. In: School of Economics Working Papers. RePEc:adl:wpaper:2021-02.

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2020Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance. (2020). Lunsford, Kurt G. In: American Economic Review. RePEc:aea:aecrev:v:110:y:2020:i:9:p:2899-2934.

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2021Macrofinancial information on the post- COVID-19 economic recovery: will it be V, U or L-shaped?. (2021). Dewachter, Hans ; De Backer, Bruno ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021002.

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2021Machine Learning Time Series Regressions With an Application to Nowcasting. (2021). Striaukas, Jonas ; Ghysels, Eric ; Babii, Andrii. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021004.

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2021A Multicountry Model of the Term Structures of Interest Rates with a GVAR. (2021). Moura, Rubens ; Candelon, Bertrand. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2021007.

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2022Alternative Monetary-Policy Instruments and Limited Credibility: An Exploration. (2022). Garcia Cicco, Javier ; Garcia-Cicco, Javier. In: Working Papers. RePEc:aoz:wpaper:115.

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2021Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model. (2020). Jarrow, Robert A ; Zhu, Liao ; Wells, Martin T. In: Papers. RePEc:arx:papers:2011.04171.

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2021Risk & returns around FOMC press conferences: a novel perspective from computer vision. (2020). Marchal, Alexis. In: Papers. RePEc:arx:papers:2012.06573.

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2021Economic Recession Prediction Using Deep Neural Network. (2021). Liu, Hongfu ; Xia, Steve Q ; Wang, Zihao. In: Papers. RePEc:arx:papers:2107.10980.

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2021The Adaptive Multi-Factor Model and the Financial Market. (2021). Zhu, Liao. In: Papers. RePEc:arx:papers:2107.14410.

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2021Macroeconomic forecasting with LSTM and mixed frequency time series data. (2021). Kamolthip, Sarun. In: Papers. RePEc:arx:papers:2109.13777.

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2020The Effectiveness of Chinas Monetary Policy: Based on the Mixed-Frequency Data. (2020). Pan, Shengjie ; Zhang, Hongyan ; Song, Yinqiu ; Wang, Deqing. In: Asian Economic and Financial Review. RePEc:asi:aeafrj:2020:p:325-339.

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2020Does the Credit-to-GDP Gap Predict Financial Crisis in Nigeria?. (2020). Ihejirika, Peters O. In: International Journal of Social and Administrative Sciences. RePEc:asi:ijosaa:2020:p:109-126.

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2021Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp20160.

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2021Monetary policy, Twitter and financial markets: evidence from social media traffic. (2021). Romelli, Davide ; Rubera, Gaia ; Masciandaro, Donato. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp21160.

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2021Imperfect Information, Heterogenous Demand Shocks, and Inflation Dynamics. (2021). Zanetti, Francesco ; Tsuruga, Tomohiro ; Okuda, Tatsushi. In: BCAM Working Papers. RePEc:bbk:bbkcam:2104.

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2021Debt-Secular Economic Changes and Bond Yields. (2021). Fontaine, Jean-Sebastien ; Feunou, Bruno. In: Staff Working Papers. RePEc:bca:bocawp:21-14.

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2022Household Heterogeneity and the Performance of Monetary Policy Frameworks. (2022). Reza, Abeer ; Djeutem, Edouard ; Zhang, Yang ; He, Mario. In: Staff Working Papers. RePEc:bca:bocawp:22-12.

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2021Alternative Monetary-Policy Instruments and Limited Credibility: An Exploration. (2021). Garcia-Cicco, Javier. In: BCRA Working Paper Series. RePEc:bcr:wpaper:202191.

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2020Break-even inflation rates: the Italian case. (2020). Fanari, Marco ; di Iorio, Alberto. In: Questioni di Economia e Finanza (Occasional Papers). RePEc:bdi:opques:qef_578_20.

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2020An analysis of sovereign credit risk premia in the euro area: are they explained by local or global factors?. (2020). Cecchetti, Sara. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1271_20.

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2020Term Premium Dynamics and its Determinants: The Mexican Case. (2020). Roldan-Pea, Jessica ; Elizondo, Rocio ; Diego-Fernandez, Maria ; Aguilar-Argaez, Ana. In: Working Papers. RePEc:bdm:wpaper:2020-18.

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2021The Yield Curve as a Predictor of Economic Activity in Mexico: The Role of the Term Premium. (2021). Ibarra-Ramirez, Raul . In: Working Papers. RePEc:bdm:wpaper:2021-07.

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2020Effects of Banco de la Republica’s Communication on the Yield Curve. (2020). Parra-Polanía, Julián ; Ospina-Tejeiro, Juan ; Melo-Velandia, Luis ; Parra-Polania, Julian A. In: Borradores de Economia. RePEc:bdr:borrec:1137.

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2020Monetary Momentum. (2020). Weber, Michael ; Neuhierl, Andreas. In: Working Papers. RePEc:bfi:wpaper:2020-39.

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2020Climate-Related Scenarios for Financial Stability Assessment: an Application to France. (2020). Lisack, Noëmie ; Dees, Stephane ; CLERC, Laurent ; CAICEDO, Mateo ; Vernet, Lucas ; Svartzman, Romain ; Allen, Thomas ; Rabate, Marie ; Pegoraro, Fulvio ; Diot, Sebastien ; Devulder, Antoine ; de Gaye, Annabelle ; Chouard, Valerie ; Boissinot, Jean. In: Working papers. RePEc:bfr:banfra:774.

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2020No Firm Is an Island? How Industry Conditions Shape Firms’ Expectations. (2020). Gorodnichenko, Yuriy ; Gautier, Erwan ; Coibion, Olivier ; Yuriy, Gorodnichenko ; Erwan, Gautier ; Olivier, Coibion ; Philippe, Andrade. In: Working papers. RePEc:bfr:banfra:780.

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2022Make-up Strategies with Finite Planning Horizons but Forward-Looking Asset Prices. (2022). Matheron, Julien ; LE BIHAN, Hervé ; Dupraz, Stéphane. In: Working papers. RePEc:bfr:banfra:862.

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2020Inventory Shock and Price-Setting. (2020). Vu, Nam ; Talavera, Oleksandr. In: Discussion Papers. RePEc:bir:birmec:20-14.

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2021Sovereign credit and exchange rate risks: evidence from Asia-Pacific local currency bonds. (2021). Hördahl, Peter ; Creal, Drew ; Chernov, Mikhail ; Hordahl, Peter. In: BIS Working Papers. RePEc:bis:biswps:918.

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2021The natural rate of interest through a hall of mirrors. (2021). Rungcharoenkitkul, Phurichai ; Winkler, Fabian. In: BIS Working Papers. RePEc:bis:biswps:974.

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2021GDP?network CoVaR: A tool for assessing growth?at?risk. (2021). Tizzanini, Giacomo ; De Meo, Emanuele . In: Economic Notes. RePEc:bla:ecnote:v:50:y:2021:i:2:n:e12181.

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2020Consumption, asset wealth, equity premium, term spread, and flight to quality. (2020). Sousa, Ricardo ; Costantini, Mauro. In: European Financial Management. RePEc:bla:eufman:v:26:y:2020:i:3:p:778-807.

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2021Expectations and financial markets: Lessons from Brexit. (2021). Hibbert, Ann Marie ; Gu, Chen. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:279-299.

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2022The more we know, the less we agree: A test of the trading horizon heterogeneity theory. (2022). Winchester, Donald W ; Parwada, Jerry T ; Dai, Lili ; Zhang, Bohui. In: The Financial Review. RePEc:bla:finrev:v:57:y:2022:i:1:p:45-67.

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2020The Banking View of Bond Risk Premia. (2020). Sraer, David ; Haddad, Valentin. In: Journal of Finance. RePEc:bla:jfinan:v:75:y:2020:i:5:p:2465-2502.

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2021Information Inertia. (2021). Condie, Scott ; Ganguli, Jayant V ; Illeditsch, Philipp K. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:1:p:443-479.

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2021Presidential Address: How Much “Rationality” Is There in Bond?Market Risk Premiums?. (2021). Singleton, Kenneth J. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:4:p:1611-1654.

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2022Monetary Policy Spillovers through Invoicing Currencies. (2022). Zhang, Tony. In: Journal of Finance. RePEc:bla:jfinan:v:77:y:2022:i:1:p:129-161.

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2021Modelling of Economic and Financial Conditions for Real?Time Prediction of Recessions. (2021). Çakmaklı, Cem ; Altug, Sumru ; Ircani, Hamza Dem. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:83:y:2021:i:3:p:663-685.

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2021The Dynamic Impact of Monetary Policy on Regional Housing Prices in the United States. (2021). Pfarrhofer, Michael ; Huber, Florian ; Fischer, Manfred ; Staufersteinnocher, Petra. In: Real Estate Economics. RePEc:bla:reesec:v:49:y:2021:i:4:p:1039-1068.

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2020From carry trades to curvy trades. (2020). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: The World Economy. RePEc:bla:worlde:v:43:y:2020:i:3:p:758-780.

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2020Credit growth, the yield curve and financial crisis prediction: evidence from a machine learning approach. (2020). Kapadia, Sujit ; Bluwstein, Kristina ; Kang, Miao ; Joseph, Andreas ; Buckmann, Marcus ; Simsek, Ozgur. In: Bank of England working papers. RePEc:boe:boeewp:0848.

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2020No-arbitrage pricing of GDP-linked bonds. (2020). Yan, Wen ; Eguren Martin, Fernando ; Meldrum, Andrew ; Eguren-Martin, Fernando. In: Bank of England working papers. RePEc:boe:boeewp:0849.

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2021Monetary policy surprises and their transmission through term premia and expected interest rates. (2021). Sustek, Roman ; Mumtaz, Haroon ; Kaminska, Iryna. In: Bank of England working papers. RePEc:boe:boeewp:0914.

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2020The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi . In: Research Discussion Papers. RePEc:bof:bofrdp:2020_003.

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2021Forward guidance with unanchored expectations. (2021). Gibbs, Chris ; Eusepi, Stefano ; Preston, Bruce. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_011.

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2021Yield curve momentum. (2021). Sihvonen, Markus. In: Research Discussion Papers. RePEc:bof:bofrdp:2021_015.

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2021The 2021 review of the monetary policy strategy of the Eurosystem: an economy of forces. (2021). Skotida, Ifigeneia ; Argiri, Eleni. In: Economic Bulletin. RePEc:bog:econbl:y:2021:i:54:p:23-57.

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2021Sectoral shocks and monetary policy in the United Kingdom. (2021). Millard, Stephen ; Franklin, Jeremy ; Dixon, Huw. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/10.

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2021Aggregate Skewness and the Business Cycle. (2021). Theodoridis, Konstantinos ; Iseringhausen, Martin. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/30.

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2022Alternative Monetary-Policy Instruments and Limited Credibility: An Exploration. (2022). Garcia-Cicco, Javier. In: CEMA Working Papers: Serie Documentos de Trabajo.. RePEc:cem:doctra:822.

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2020Measuring Uncertainty of a Combined Forecast and Some Tests for Forecaster Heterogeneity. (2020). Sheng, Xuguang ; Peng, Huaming ; Lahiri, Kajal. In: CESifo Working Paper Series. RePEc:ces:ceswps:_8810.

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2021Measuring Market Expectations. (2021). Baumeister, Christiane. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9305.

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2020The Real Effects of Monetary Shocks: Evidence from Micro Pricing Moments. (2020). Klepacz, Matthew ; Hong, Gee Hee ; Schoenle, Raphael ; Pasten, Ernesto. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:875.

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2020Does a Big Bazooka Matter? Quantitative Easing Policies and Exchange Rates. (2020). Mehl, Arnaud ; Grab, Johannes ; Georgiadis, Georgios ; Dedola, Luca. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14324.

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2020Does demand noise matter? Identification and implications. (2020). Poilly, Celine ; Benhima, Kenza. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14365.

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2020The Overnight Drift. (2020). Boyarchenko, Nina ; Larsen, Lars C ; Whelan, Paul. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:14462.

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2020Forecasting Economic Activity Using the Yield Curve: Quasi-Real-Time Applications for New Zealand, Australia and the US. (2020). Phillips, Peter ; Henry, Todd . In: Cowles Foundation Discussion Papers. RePEc:cwl:cwldpp:2259.

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2020Estimation of Impulse response functions with term structure local projections. (2020). McNeil, James. In: Working Papers. RePEc:dal:wpaper:daleconwp2020-05.

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2020Natural Rate Chimera and Bond Pricing Reality. (2020). Brand, Claus ; Lemke, Wolfgang ; Goy, Gavin. In: DNB Working Papers. RePEc:dnb:dnbwpp:666.

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2020A Structural Investigation of Quantitative Easing. (2020). Strobel, Felix ; Goy, Gavin ; Boehl, Gregor. In: DNB Working Papers. RePEc:dnb:dnbwpp:691.

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2020Monetary policy and the yield curve. (2020). Smith, Julie K ; Gamber, Edward N. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-00018.

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2021Inflation expectations and their role in Eurosystem forecasting. (2021). Tagliabracci, Alex ; Pönkä, Harri ; Meyler, Aidan ; Menz, Jan-Oliver ; Leiva-Leon, Danilo ; Krasnopjorovs, Olegs ; Kearney, Ide ; DARRACQ PARIES, Matthieu ; Colavecchio, Roberta ; BOBEICA, Elena ; Paredes, Joan ; Robert, Pierre-Antoine ; Iskrev, Nikolay ; Jonckheere, Jana ; Speck, Christian ; Jorgensen, Casper ; Stockhammar, Par ; Bessonovs, Andrejs ; Trezzi, Riccardo ; Hutchinson, John ; Vilmi, Lauri ; Stanisawska, Ewa ; Fritzer, Friedrich ; Schupp, Fabian ; Yziak, Tomasz ; Boninghausen, Benjamin ; Hartwig, Benny ; Galati, Gabriele ; Ponka, Harri ; Tengely, Veronika ; Maletic, Matjaz ; Brazdik, Frantiek ; Kasimati, Evangelia ; Charalampakis, Evangelos ; Paloviita, Maritta ; Tirpak, Marcel ; Riggi, Marianna ; Hartmann, Matthias ; Dam
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
2021Employment and the conduct of monetary policy in the euro area. (2021). Vanhala, Juuso ; Ristiniemi, Annukka ; Pidkuyko, Myroslav ; Mongelli, Francesco ; Mazelis, Falk ; Lozej, Matija ; Hertweck, Matthias ; Dossche, Maarten ; Coenen, Günter ; BOBEICA, Elena ; Angino, Siria ; Nakov, Anton ; Justo, Ana Seco ; Botelho, Vasco ; Sokol, Andrej ; Hammermann, Felix ; Goy, Gavin ; Warne, Anders ; Kanutin, Andrew ; Polemidiotis, Marios ; Ajevskis, Viktors ; Motto, Roberto ; le Roux, Julien ; Saint-Guilhem, Arthur ; Bodnar, Katalin ; Slacalek, Jirka ; Lydon, Reamonn ; Salvador, Ramon Gomez ; da Silva, Antonio Dias ; Jacquinot, Pascal ; Ploj, Gasper ; Sondermann, David ; Montero, Jose ; Lhuissier, Stephane ; Rodrigues, Manuel Bernado ; Piton, Celine ; Obstbaum, Meri ; Gomes, Sandra ; de Philippis, Marta ; Thaler, Do
2021ECB’s economy-wide climate stress test. (2021). Salleo, Carmelo ; Parisi, Laura ; Muoz, Manuel A ; Kouratzoglou, Charalampos ; Kaijser, Michiel ; Hennig, Tristan ; Emambakhsh, Tina ; Dunz, Nepomuk ; Alogoskoufis, Spyros. In: Occasional Paper Series. RePEc:ecb:ecbops:2021281.

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2022Monetary policy communication – past ECB policymakers commend Bank’s progress and call for more. (2022). Ehrmann, Michael ; Phelan, Gillian ; Kedan, Danielle ; Holton, Sarah. In: Research Bulletin. RePEc:ecb:ecbrbu:2022:0093:.

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2020Monetary policy, markup dispersion, and aggregate TFP. (2020). Meier, Matthias ; Reinelt, Timo. In: Working Paper Series. RePEc:ecb:ecbwps:20202427.

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2020The (ir)relevance of the nominal lower bound for real yield curve analysis. (2020). Schupp, Fabian. In: Working Paper Series. RePEc:ecb:ecbwps:20202476.

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2021Text-based recession probabilities. (2021). Minesso Ferrari, Massimo ; le Mezo, Helena. In: Working Paper Series. RePEc:ecb:ecbwps:20212516.

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2021Rational inattention: a review. (2021). Maćkowiak, Bartosz ; Wiederholt, Mirko ; Matjka, Filip ; Makowiak, Bartosz. In: Working Paper Series. RePEc:ecb:ecbwps:20212570.

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2021Natural rate chimera and bond pricing reality. (2021). Lemke, Wolfgang ; Goy, Gavin ; Brand, Claus. In: Working Paper Series. RePEc:ecb:ecbwps:20212612.

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2022Are fund managers rewarded for taking cyclical risks?. (2022). Ryan, Ellen. In: Working Paper Series. RePEc:ecb:ecbwps:20222652.

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2020The effects of conventional and unconventional monetary policy on forecasting the yield curve. (2020). Eo, Yunjong ; Ho, Kyu. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:111:y:2020:i:c:s016518891930209x.

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2020Time-Varying Consumer Disagreement and Future Inflation. (2020). Tsiaplias, Sarantis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:116:y:2020:i:c:s0165188920300713.

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2021Long-term inflation expectations and the transmission of monetary policy shocks: Evidence from a SVAR analysis. (2021). Nautz, Dieter ; Diegel, Max. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:130:y:2021:i:c:s0165188921001275.

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2021Monetary Policy with a State-Dependent Inflation Target in a Behavioral Two-Country Monetary Union Model. (2021). Lojak, Benjamin ; Proao, Christian R. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:133:y:2021:i:c:s0165188921001718.

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2021Equity premium and monetary policy in a model with limited asset market participation. (2021). Maršál, Aleš ; Kaszab, Lorant ; Horvath, Roman ; Marsal, Ales. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:430-440.

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2020Monetary policy on twitter and asset prices: Evidence from computational text analysis. (2020). Lüdering, Jochen ; Tillmann, Peter ; PeterTillmann, ; Ludering, Jochen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s1062940818302055.

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2020Oil price uncertainty and movements in the US government bond risk premia. (2020). Wang, Shixuan ; GUPTA, RANGAN ; Balcilar, Mehmet ; Wohar, Mark E. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940819301330.

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2020Japan’s impactful augmentation of quantitative easing sovereign-bond purchases. (2020). Inaba, Kei-Ichiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301492.

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2020Search for yield and business cycles. (2020). Oshima, Katsuhiro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301698.

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2021Inflation targeting and expectation anchoring: Evidence from developed and emerging market economies. (2021). Kim, Dae Hwan ; Suh, Sangwon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001480.

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2020Bootstrapping factor models with cross sectional dependence. (2020). Perron, Benoit ; Gonalves, Silvia. In: Journal of Econometrics. RePEc:eee:econom:v:218:y:2020:i:2:p:476-495.

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2021Spurious cross-sectional dependence in credit spread changes. (2021). McAleer, Michael ; Jaskowski, Marcin. In: Econometrics and Statistics. RePEc:eee:ecosta:v:18:y:2021:i:c:p:12-27.

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2021The signaling effects of central bank tone. (2021). Labondance, Fabien ; Hubert, Paul. In: European Economic Review. RePEc:eee:eecrev:v:133:y:2021:i:c:s0014292121000374.

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2021Adaptive learning with term structure information. (2021). Vázquez, Jesús ; Aguilar, Pablo ; Vazquez, Jesus. In: European Economic Review. RePEc:eee:eecrev:v:134:y:2021:i:c:s0014292121000428.

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2021COVID-induced sovereign risk in the euro area: When did the ECB stop the spread?. (2021). Tripier, Fabien ; Ortmans, Aymeric. In: European Economic Review. RePEc:eee:eecrev:v:137:y:2021:i:c:s0014292121001537.

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2020Unifying Gaussian dynamic term structure models from a Heath–Jarrow–Morton perspective. (2020). Yu, Fan ; Ye, Xiaoxia ; Li, Haitao. In: European Journal of Operational Research. RePEc:eee:ejores:v:286:y:2020:i:3:p:1153-1167.

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2021Forecasting stock returns with large dimensional factor models. (2021). Soccorsi, Stefano ; Massacci, Daniele ; Giovannelli, Alessandro. In: Journal of Empirical Finance. RePEc:eee:empfin:v:63:y:2021:i:c:p:252-269.

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2021The predictive power of Nelson–Siegel factor loadings for the real economy. (2021). Ma, Jun ; Jiao, Anqi ; Han, Yang. In: Journal of Empirical Finance. RePEc:eee:empfin:v:64:y:2021:i:c:p:95-127.

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2020Which risk factors drive oil futures price curves?. (2020). Shevchenko, Pavel V ; Peters, Gareth W ; Matsui, Tomoko ; Bagnarosa, Guillaume ; Ames, Matthew. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300153.

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2021Bond yield and crude oil prices predictability. (2021). Kang, Jie ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:97:y:2021:i:c:s0140988321001109.

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2020The financial market effects of international aviation disasters. (2020). Sensoy, Ahmet ; Corbet, Shaen ; O'Connell, John F ; Guiomard, Cathal ; Efthymiou, Marina ; Akyildirim, Erdinc. In: International Review of Financial Analysis. RePEc:eee:finana:v:69:y:2020:i:c:s1057521920301125.

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2020Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Allard, Anne-Florence ; Smedts, Kristien. In: International Review of Financial Analysis. RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302015.

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2021The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks. (2021). Sensoy, Ahmet ; Corbet, Shaen ; O'Connell, John F ; Akyildirim, Erdinc. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302738.

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2021Government real estate interventions and the stock market. (2021). Krystyniak, Karolina ; Akbari, Amir. In: International Review of Financial Analysis. RePEc:eee:finana:v:75:y:2021:i:c:s1057521921000788.

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More than 100 citations found, this list is not complete...

Works by Emanuel Moench:

YearTitleTypeCited
2014Fundamental disagreement. In: Working papers.
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2016Fundamental disagreement.(2016) In: Journal of Monetary Economics.
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2013Fundamental disagreement.(2013) In: Staff Reports.
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This paper has another version. Agregated cites: 70		paper
2019The term structures of global yields In: BIS Papers chapters.
[Full Text][Citation analysis]		chapter0
2015The Pre-FOMC Announcement Drift In: Journal of Finance.
[Full Text][Citation analysis]		article132
2011The pre-FOMC announcement drift.(2011) In: Staff Reports.
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This paper has another version. Agregated cites: 132		paper
2015Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper29
2015Regression-based estimation of dynamic asset pricing models.(2015) In: Journal of Financial Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 29		article
2011Regression-based estimation of dynamic asset pricing models.(2011) In: Staff Reports.
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This paper has another version. Agregated cites: 29		paper
2016Dynamic Leverage Asset Pricing In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper17
2013Dynamic Leverage Asset Pricing.(2013) In: Staff Reports.
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This paper has another version. Agregated cites: 17		paper
2019Anchored Inflation Expectations In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper11
2020Anchored inflation expectations.(2020) In: CAMA Working Papers.
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This paper has another version. Agregated cites: 11		paper
2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper4
2020Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates.(2020) In: Staff Reports.
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This paper has another version. Agregated cites: 4		paper
2020Procyclical Asset Management and Bond Risk Premia In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2021Procyclical asset management and bond risk premia.(2021) In: ESRB Working Paper Series.
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This paper has another version. Agregated cites: 1		paper
2020Procyclical asset management and bond risk premia.(2020) In: Discussion Papers.
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This paper has another version. Agregated cites: 1		paper
2021What Moves Treasury Yields? In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper1
2021What Moves Treasury Yields?.(2021) In: Bank of Lithuania Working Paper Series.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 1		paper
2004Towards a Monthly Business Cycle Chronology for the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper8
2005Towards a Monthly Business Cycle Chronology for the Euro Area.(2005) In: Journal of Business Cycle Measurement and Analysis.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 8		article
2009Sectoral Price Data and Models of Price Setting In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper85
2009Sectoral price data and models of price setting.(2009) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 85		article
2009Sectoral Price Data and Models of Price Setting.(2009) In: 2009 Meeting Papers.
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This paper has another version. Agregated cites: 85		paper
2021The ECB’s price stability framework: past experience, and current and future challenges In: Occasional Paper Series.
[Full Text][Citation analysis]		paper5
2021Climate change and monetary policy in the euro area In: Occasional Paper Series.
[Full Text][Citation analysis]		paper4
2021Clear, consistent and engaging: ECB monetary policy communication in a changing world In: Occasional Paper Series.
[Full Text][Citation analysis]		paper1
2005Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach In: Working Paper Series.
[Full Text][Citation analysis]		paper94
2008Forecasting the yield curve in a data-rich environment: A no-arbitrage factor-augmented VAR approach.(2008) In: Journal of Econometrics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 94		article
2011A hierarchical factor analysis of U.S. housing market dynamics In: Econometrics Journal.
[Full Text][Citation analysis]		article43
2011A hierarchical factor analysis of U.S. housing market dynamics.(2011) In: Econometrics Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 43		article
2011The persistent effects of a false news shock In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article14
2009The persistent effects of a false news shock.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 14		paper
2016What predicts US recessions? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article42
2014What predicts U.S. recessions?.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 42		paper
2013Pricing the term structure with linear regressions In: Journal of Financial Economics.
[Full Text][Citation analysis]		article273
2008Pricing the term structure with linear regressions.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 273		paper
2019Comment on “Monetary Policy Communication, Policy Slope, and the Stock Market” by Andreas Neuhierl and Michael Weber In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article0
2016Decomposing real and nominal yield curves In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article57
2012Decomposing real and nominal yield curves.(2012) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 57		paper
2021Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary In: Economic Commentary.
[Full Text][Citation analysis]		article0
2010Why is the market share of adjustable-rate mortgages so low? In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article16
2011A Look at the Accuracy of Policy Expectations In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2012The Puzzling Pre-FOMC Announcement “Drift” In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2013Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2013Do Treasury Term Premia Rise around Monetary Tightenings? In: Liberty Street Economics.
[Full Text][Citation analysis]		paper3
2013Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Treasury Term Premia: 1961-Present In: Liberty Street Economics.
[Full Text][Citation analysis]		paper1
2014Connecting “The Dots”: Disagreement in the Federal Open Market Committee In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Survey Measures of Expectations for the Policy Rate In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Interest Rate Derivatives and Monetary Policy Expectations In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2014Data Insight: Which Growth Rate? It’s a Weighty Subject In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2018The Pre-FOMC Announcement Drift: More Recent Evidence In: Liberty Street Economics.
[Full Text][Citation analysis]		paper0
2009Dynamic hierarchical factor models In: Staff Reports.
[Full Text][Citation analysis]		paper25
2013Dynamic Hierarchical Factor Model.(2013) In: The Review of Economics and Statistics.
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This paper has another version. Agregated cites: 25		article
2010Financial intermediation, asset prices, and macroeconomic dynamics In: Staff Reports.
[Full Text][Citation analysis]		paper32
2010Financial Intermediation, Asset Prices, and Macroeconomic Dynamics.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 32		paper
2010Macro risk premium and intermediary balance sheet quantities In: Staff Reports.
[Full Text][Citation analysis]		paper54
2010Macro Risk Premium and Intermediary Balance Sheet Quantities.(2010) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 54		article
2012Forecasting through the rear-view mirror: data revisions and bond return predictability In: Staff Reports.
[Full Text][Citation analysis]		paper27
2018Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability.(2018) In: Review of Financial Studies.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		article
2016The term structure of expectations and bond yields In: Staff Reports.
[Full Text][Citation analysis]		paper14
2021The Term Structure of Expectations In: Staff Reports.
[Full Text][Citation analysis]		paper0
2014Noisy Information and Fundamental Disagreement In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper7
2015What drives long-run inflation expectations? In: 2015 Meeting Papers.
[Full Text][Citation analysis]		paper0
2012Term structure surprises: the predictive content of curvature, level, and slope In: Journal of Applied Econometrics.
[Full Text][Citation analysis]		article24
2021Equity premium predictability over the business cycle In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2021Safe asset shortage and collateral reuse In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2019OTC discount In: Discussion Papers.
[Full Text][Citation analysis]		paper0
2021OTC discount.(2021) In: SAFE Working Paper Series.
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This paper has another version. Agregated cites: 0		paper

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