Emanuel Moench : Citation Profile

Are you Emanuel Moench?

Deutsche Bundesbank

13

H index

16

i10 index

698

Citations

RESEARCH PRODUCTION:

17

Articles

23

Papers

1

Chapters

RESEARCH ACTIVITY:

   14 years (2004 - 2018). See details.
   Cites by year: 49
   Journals where Emanuel Moench has often published
   Relations with other researchers
   Recent citing documents: 175.    Total self citations: 12 (1.69 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pmo414
   Updated: 2019-09-14    RAS profile: 2019-05-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Crump, Richard (10)

Adrian, Tobias (7)

Andrade, Philippe (4)

Shin, Hyun Song (2)

Eusepi, Stefano (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 (30)

Adrian, Tobias (21)

GUPTA, RANGAN (12)

Maćkowiak, Bartosz (9)

Andrade, Philippe (8)

Espinosa Torres, Juan (8)

Meldrum, Andrew (8)

Melo-Velandia, Luis (8)

Etula, Erkko (7)

Hanson, Samuel (7)

Semmler, Willi (7)

Cites to:

Adrian, Tobias (22)

Rudebusch, Glenn (16)

Piazzesi, Monika (14)

Campbell, John (13)

Shiller, Robert (12)

Crump, Richard (11)

Ang, Andrew (10)

Estrella, Arturo (10)

Ng, Serena (9)

Singleton, Kenneth (9)

Reis, Ricardo (9)

Main data

Where Emanuel Moench has published?

Journals with more than one article published# docs
Journal of Monetary Economics3
Journal of Financial Economics2

Working Papers Series with more than one paper published# docs
Staff Reports / Federal Reserve Bank of New York13

Recent works citing Emanuel Moench (2019 and 2018)

YearTitle of citing document
2019Explaining Bond Return Predictability in an Estimated New Keynesian Model. (2019). Andreasen, Martin M. In: CREATES Research Papers. RePEc:aah:create:2019-11.

Full description at Econpapers || Download paper

2018Opinion Dynamics via Search Engines (and other Algorithmic Gatekeepers). (2018). Sobbrio, Francesco ; Germano, Fabrizio. In: Papers. RePEc:arx:papers:1810.06973.

Full description at Econpapers || Download paper

2019Forecasting and Trading Monetary Policy Switching Nelson-Siegel Models. (2019). Pedio, Manuela ; Guidolin, Massimo. In: BAFFI CAREFIN Working Papers. RePEc:baf:cbafwp:cbafwp19106.

Full description at Econpapers || Download paper

2018Measuring the Impact of Monetary Policy Attention on Global Asset Volatility Using Search Data. (2018). Wohlfarth, Paul. In: Birkbeck Working Papers in Economics and Finance. RePEc:bbk:bbkefp:1803.

Full description at Econpapers || Download paper

2018Assessing the Impact of Demand Shocks on the US Term Premium. (2018). Barnett, Russell ; Zmitrowicz, Konrad. In: Discussion Papers. RePEc:bca:bocadp:18-7.

Full description at Econpapers || Download paper

2018Monetary Policy Uncertainty: A Tale of Two Tails. (2018). Sekhposyan, Tatevik ; Dahlhaus, Tatjana. In: Staff Working Papers. RePEc:bca:bocawp:18-50.

Full description at Econpapers || Download paper

2018Nearly exact Bayesian estimation of non-linear no-arbitrage term structure models. (2018). Taboga, Marco ; Pericoli, Marcello. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1189_18.

Full description at Econpapers || Download paper

2018What Determines the Neutral Rate of Interest in an Emerging Economy?. (2018). Julio, Carrillo ; Jessica, Roldan-Pea ; Alonso, Rodriguez-Perez Cid ; Rocio, Elizondo . In: Working Papers. RePEc:bdm:wpaper:2018-22.

Full description at Econpapers || Download paper

2019Measuring the cost of U.S. housing policy. (2019). Richard, Condor. In: Working Papers. RePEc:bdm:wpaper:2019-08.

Full description at Econpapers || Download paper

2019The Effects of Conventional and Unconventional Monetary Policy: A New Approach. (2019). Rossi, Barbara ; Inoue, Atsushi. In: Working Papers. RePEc:bge:wpaper:1082.

Full description at Econpapers || Download paper

2019The term structures of global yields. (2019). Monch, Emanuel. In: BIS Papers chapters. RePEc:bis:bisbpc:102-02.

Full description at Econpapers || Download paper

2018Frontiers of macrofinancial linkages. (2018). Claessens, Stijn ; Kose, Ayhan M. In: BIS Papers. RePEc:bis:bisbps:95.

Full description at Econpapers || Download paper

2018Term premia: models and some stylised facts. (2018). Hördahl, Peter ; Cohen, Benjamin ; Xia, Dora ; Hordahl, Peter. In: BIS Quarterly Review. RePEc:bis:bisqtr:1809h.

Full description at Econpapers || Download paper

2018The financial cycle and recession risk. (2018). BORIO, Claudio ; Xia, Dora ; Drehmann, Mathias. In: BIS Quarterly Review. RePEc:bis:bisqtr:1812g.

Full description at Econpapers || Download paper

2019The zero lower bound, forward guidance and how markets respond to news. (2019). Rungcharoenkitkul, Phurichai ; Moessner, Richhild. In: BIS Quarterly Review. RePEc:bis:bisqtr:1903h.

Full description at Econpapers || Download paper

2018Effects of asset purchases and financial stability measures on term premia in the euro area. (2018). Moessner, Richhild. In: BIS Working Papers. RePEc:bis:biswps:721.

Full description at Econpapers || Download paper

2018Forward guidance and heterogeneous beliefs. (2018). Mojon, Benoit ; Mengus, Eric ; Gaballo, Gaetano ; Andrade, Philippe. In: BIS Working Papers. RePEc:bis:biswps:750.

Full description at Econpapers || Download paper

2018Non-monetary news in central bank communication. (2018). Cieslak, Anna ; Schrimpf, Andreas. In: BIS Working Papers. RePEc:bis:biswps:761.

Full description at Econpapers || Download paper

2019What anchors for the natural rate of interest?. (2019). Rungcharoenkitkul, Phurichai ; Disyatat, Piti ; BORIO, Claudio. In: BIS Working Papers. RePEc:bis:biswps:777.

Full description at Econpapers || Download paper

2018The role of regional and sectoral factors in Russian inflation developments. (2018). Tsvetkova, Anna ; Ponomarenko, Alexey ; Deryugina, Elena ; Karlova, Natalia . In: Bank of Russia Working Paper Series. RePEc:bkr:wpaper:wps36.

Full description at Econpapers || Download paper

2019QUANTITATIVE EASING AND THE UK STOCK MARKET: DOES THE BANK OF ENGLAND INFORMATION DISSEMINATION STRATEGY MATTER?. (2019). Chortareas, Georgios ; Noikokyris, Emmanouil ; Karanasos, Menelaos. In: Economic Inquiry. RePEc:bla:ecinqu:v:57:y:2019:i:1:p:569-583.

Full description at Econpapers || Download paper

2018A Rotated Dynamic Nelson†Siegel Model. (2018). Nyholm, Ken. In: Economic Notes. RePEc:bla:ecnote:v:47:y:2018:i:1:p:113-124.

Full description at Econpapers || Download paper

2017The transmission of monetary policy shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Bank of England working papers. RePEc:boe:boeewp:0657.

Full description at Econpapers || Download paper

2018Unconventional monetary policy and the portfolio choice of international mutual funds. (2018). Cenedese, Gino ; Elard, Ilaf. In: Bank of England working papers. RePEc:boe:boeewp:0705.

Full description at Econpapers || Download paper

2018Business investment, cash holding and uncertainty since the Great Financial Crisis. (2018). bloom, nicholas ; Mizen, Paul ; Smietanka, Pawel. In: Bank of England working papers. RePEc:boe:boeewp:0753.

Full description at Econpapers || Download paper

2018Estimating nominal interest rate expectations: overnight indexed swaps and the term structure. (2018). Lloyd, Simon. In: Bank of England working papers. RePEc:boe:boeewp:0763.

Full description at Econpapers || Download paper

2018The information in the joint term structures of bond yields. (2018). Meldrum, Andrew ; Spencer, Peter ; Raczko, Marek. In: Bank of England working papers. RePEc:boe:boeewp:0772.

Full description at Econpapers || Download paper

2019Back to the real economy: the effects of risk perception shocks on the term premium and bank lending. (2019). Yung, Julieta ; Bluwstein, Kristina. In: Bank of England working papers. RePEc:boe:boeewp:0806.

Full description at Econpapers || Download paper

2017The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:037.

Full description at Econpapers || Download paper

2017The real effects of overconfidence and fundamental uncertainty shocks. (2017). Ambrocio, Gene. In: Research Discussion Papers. RePEc:bof:bofrdp:2017_037.

Full description at Econpapers || Download paper

2018Will macroprudential policy counteract monetary policy’s effects on financial stability?. (2018). Demertzis, Maria ; Agur, Itai. In: Working Papers. RePEc:bre:wpaper:23907.

Full description at Econpapers || Download paper

2019Does Business Confidence Matter for Investment?. (2017). Khan, Hashmat ; Upadhayaya, Santosh. In: Carleton Economic Papers. RePEc:car:carecp:17-13.

Full description at Econpapers || Download paper

2019Predicting Recessions in the Euro Area: A Factor Approach. (2019). Parle, Conor ; Goodhead, Robert. In: Economic Letters. RePEc:cbi:ecolet:2/el/19.

Full description at Econpapers || Download paper

2017The Transmission of Monetary Policy Shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: Discussion Papers. RePEc:cfm:wpaper:1711.

Full description at Econpapers || Download paper

2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: Discussion Papers. RePEc:cfm:wpaper:1807.

Full description at Econpapers || Download paper

2018When Creativity Strikes: News Shocks and Business Cycle Fluctuations. (2018). Miranda-Agrippino, Silvia ; Hacioglu Hoke, Sinem ; Bluwstein, Kristina. In: Discussion Papers. RePEc:cfm:wpaper:1823.

Full description at Econpapers || Download paper

2018Balance Sheet Implications of the Czech National Banks Exchange Rate Commitment. (2018). Saxa, Branislav ; Holub, Tomas ; Franta, Michal. In: Working Papers. RePEc:cnb:wpaper:2018/10.

Full description at Econpapers || Download paper

2018Forward Guidance and Heterogeneous Beliefs. (2018). Mojon, Benoit ; Mengus, Eric ; Gaballo, Gaetano ; Andrade, Philippe. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12650.

Full description at Econpapers || Download paper

2018Monetary Policy and Financial Conditions: A Cross-Country Study. (2018). Duarte, Fernando ; Adrian, Tobias ; Mancini-Griffoli, Tommaso ; Grinberg, Federico. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12681.

Full description at Econpapers || Download paper

2018Beauty Contests and the Term Structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:12762.

Full description at Econpapers || Download paper

2018Survey: Rational Inattention, a Disciplined Behavioral Model. (2018). Wiederholt, Mirko ; Matejka, Filip ; MacKowiak, Bartosz Adam. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13243.

Full description at Econpapers || Download paper

2018Liquidity, Leverage, and Regulation Ten Years after the Global Financial Crisis. (2018). Adrian, Tobias ; Shin, Hyun Song ; Kiff, John. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:13350.

Full description at Econpapers || Download paper

2018Global Positioning Risk and FX Trading Strategies. (2002). Menkhoff, Lukas ; Huang, Huichou. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_020.

Full description at Econpapers || Download paper

2018Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates. (2002). Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca ; Mehl, Arnaud. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2018_024.

Full description at Econpapers || Download paper

2018Fiscal credibility and disagreement in expectations about inflation: evidence for Brazil. (2018). Montes, Gabriel ; Acar, Tatiana. In: Economics Bulletin. RePEc:ebl:ecbull:eb-18-00001.

Full description at Econpapers || Download paper

2018Predicting risk premia in short-term interest rates and exchange rates. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes. In: Working Paper Series. RePEc:ecb:ecbwps:20182131.

Full description at Econpapers || Download paper

2018From carry trades to curvy trades. (2018). Kostka, Thomas ; Gräb, Johannes ; Grab, Johannes ; Dreher, Ferdinand. In: Working Paper Series. RePEc:ecb:ecbwps:20182149.

Full description at Econpapers || Download paper

2018Does a big bazooka matter? Central bank balance-sheet policies and exchange rates. (2018). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Grab, Johannes ; Dedola, Luca. In: Working Paper Series. RePEc:ecb:ecbwps:20182197.

Full description at Econpapers || Download paper

2019Tracing the impact of the ECB’s asset purchase programme on the yield curve. (2019). Eser, Fabian ; Vladu, Andreea Liliana ; Radde, Soren ; Nyholm, Ken ; Lemke, Wolfgang. In: Working Paper Series. RePEc:ecb:ecbwps:20192293.

Full description at Econpapers || Download paper

2019Price rigidity in China: Empirical results at home and abroad. (2019). CHONG, Terence Tai Leung ; Wu, Zhang . In: China Economic Review. RePEc:eee:chieco:v:55:y:2019:i:c:p:218-235.

Full description at Econpapers || Download paper

2018Monetary policy and the relative price of durable goods. (2018). Melina, Giovanni ; Cantelmo, Alessandro. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:86:y:2018:i:c:p:1-48.

Full description at Econpapers || Download paper

2018Discretionary fiscal policy and disagreement in expectations about fiscal variables empirical evidence from Brazil. (2018). Montes, Gabriel ; Luna, Paulo Henrique. In: Economic Modelling. RePEc:eee:ecmode:v:73:y:2018:i:c:p:100-116.

Full description at Econpapers || Download paper

2018The predictive content of the term premium for GDP growth in Canada: Evidence from linear, Markov-switching and probit estimations. (2018). Lange, Ronald Henry. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:44:y:2018:i:c:p:80-91.

Full description at Econpapers || Download paper

2018On credit and output: Is the supply of credit relevant?. (2018). Wojnilower, Joshua . In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:45:y:2018:i:c:p:38-56.

Full description at Econpapers || Download paper

2019The role of term spread and pattern changes in predicting stock returns and volatility of the United Kingdom: Evidence from a nonparametric causality-in-quantiles test using over 250 years of data. (2019). GUPTA, RANGAN ; Wohar, Mark E ; Volkman, David A ; Risse, Marian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:47:y:2019:i:c:p:391-405.

Full description at Econpapers || Download paper

2019Will macroprudential policy counteract monetary policy’s effects on financial stability?. (2019). Demertzis, Maria ; Agur, Itai. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:65-75.

Full description at Econpapers || Download paper

2019Do U.S. factors impact the Brazilian yield curve? Evidence from a dynamic factor model. (2019). Stona, Filipe ; Caldeira, Joo F. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:48:y:2019:i:c:p:76-89.

Full description at Econpapers || Download paper

2018Measuring the impact of monetary policy attention on global asset volatility using search data. (2018). Wohlfarth, Paul. In: Economics Letters. RePEc:eee:ecolet:v:173:y:2018:i:c:p:15-18.

Full description at Econpapers || Download paper

2018The impact of credit supply shocks and a new Financial Conditions Index based on a FAVAR approach. (2018). Hosszu, Zsuzsanna. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:1:p:32-44.

Full description at Econpapers || Download paper

2018Intraday effect of news on emerging European forex markets: An event study analysis. (2018). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Economic Systems. RePEc:eee:ecosys:v:42:y:2018:i:4:p:597-615.

Full description at Econpapers || Download paper

2018Some implications of learning for price stability. (2018). Preston, Bruce ; Giannoni, Marc P ; Eusepi, Stefano. In: European Economic Review. RePEc:eee:eecrev:v:106:y:2018:i:c:p:1-20.

Full description at Econpapers || Download paper

2018Relief Rallies after FOMC Announcements as a Resolution of Uncertainty. (2018). Kurov, Alexander ; Wolfe, Marketa Halova ; Gu, Chen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:49:y:2018:i:c:p:1-18.

Full description at Econpapers || Download paper

2018Oil price dynamics and market-based inflation expectations. (2018). Reboredo, Juan ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:75:y:2018:i:c:p:484-491.

Full description at Econpapers || Download paper

2019The impact of fracking activities on Oklahomas housing prices: A panel cointegration analysis. (2019). Apergis, Nicholas. In: Energy Policy. RePEc:eee:enepol:v:128:y:2019:i:c:p:94-101.

Full description at Econpapers || Download paper

2019Currency carry trades and the conditional factor model. (2019). Sakemoto, Ryuta. In: International Review of Financial Analysis. RePEc:eee:finana:v:63:y:2019:i:c:p:198-208.

Full description at Econpapers || Download paper

2019Investor behavior around monetary policy announcements: Evidence from the Korean stock market. (2019). Jimmy, Ji Yeol ; Hong, Dahae ; Park, Keun Woo. In: Finance Research Letters. RePEc:eee:finlet:v:28:y:2019:i:c:p:355-362.

Full description at Econpapers || Download paper

2019Agreeing on disagreement: Heterogeneity or uncertainty?. (2019). , Willem ; Ellen, Saskia Ter. In: Journal of Financial Markets. RePEc:eee:finmar:v:44:y:2019:i:c:p:17-30.

Full description at Econpapers || Download paper

2018Do institutions trade ahead of false news? Evidence from an emerging market. (2018). Li, Qian ; Bao, Liang ; Wang, Jiamin. In: Journal of Financial Stability. RePEc:eee:finsta:v:36:y:2018:i:c:p:98-113.

Full description at Econpapers || Download paper

2019Non-monetary news in central bank communication. (2019). Schrimpf, Andreas ; Cieslak, Anna. In: Journal of International Economics. RePEc:eee:inecon:v:118:y:2019:i:c:p:293-315.

Full description at Econpapers || Download paper

2018Something in the air: Information density, news surprises, and price jumps. (2018). Füss, Roland ; Stein, Michael ; Mager, Ferdinand ; Grabellus, Markus ; Fuss, Roland ; ROLAND FSS, . In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:53:y:2018:i:c:p:50-75.

Full description at Econpapers || Download paper

2018What do the prices of UK inflation-linked securities say on inflation expectations, risk premia and liquidity risks?. (2018). Liu, Zhuoshi ; Vangelista, Elisabetta ; Relleen, Jon ; Kaminska, Iryna . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:88:y:2018:i:c:p:76-96.

Full description at Econpapers || Download paper

2018The time horizon of price responses to quantitative easing. (2018). Mamaysky, Harry. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:90:y:2018:i:c:p:32-49.

Full description at Econpapers || Download paper

2018Country transparency and the global transmission of financial shocks. (2018). Brandao-Marques, Luis ; Melgar, Natalia ; Gelos, Gaston . In: Journal of Banking & Finance. RePEc:eee:jbfina:v:96:y:2018:i:c:p:56-72.

Full description at Econpapers || Download paper

2019Do fiscal communication and clarity of fiscal announcements affect public debt uncertainty? Evidence from Brazil. (2019). Nicolay, Rodolfo ; Acar, Tatiana ; da Fonseca, Rodolfo Tomas ; Montes, Gabriel Caldas. In: Journal of Economics and Business. RePEc:eee:jebusi:v:103:y:2019:i:c:p:38-60.

Full description at Econpapers || Download paper

2018Cyclical investment behavior across financial institutions. (2018). Timmer, Yannick. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:268-286.

Full description at Econpapers || Download paper

2018Market intraday momentum. (2018). Gao, Lei ; Zhou, Guofu ; Li, Sophia Zhengzi ; Han, Yufeng. In: Journal of Financial Economics. RePEc:eee:jfinec:v:129:y:2018:i:2:p:394-414.

Full description at Econpapers || Download paper

2018Why bank capital matters for monetary policy. (2018). Gambacorta, Leonardo ; Shin, Hyun Song. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:35:y:2018:i:pb:p:17-29.

Full description at Econpapers || Download paper

2018Factors of the term structure of sovereign yield spreads. (2018). Trueck, Stefan ; Truck, Stefan ; Wellmann, Dennis. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:81:y:2018:i:c:p:56-75.

Full description at Econpapers || Download paper

2018On the predictability of emerging market sovereign credit spreads. (2018). Audzeyeva, Alena ; Fuertes, Ana-Maria. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:88:y:2018:i:c:p:140-157.

Full description at Econpapers || Download paper

2019Bond risk premia in a small open economy with volatile capital flows: The case of Korea. (2019). Yun, Jaeho. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:93:y:2019:i:c:p:223-243.

Full description at Econpapers || Download paper

2018What does the yield curve imply about investor expectations?. (2018). Gaus, Eric ; Sinha, Arunima. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:57:y:2018:i:c:p:248-265.

Full description at Econpapers || Download paper

2018How global is “global inflation”?. (2018). Parker, Miles. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:58:y:2018:i:c:p:174-197.

Full description at Econpapers || Download paper

2019Beliefs formation and the puzzle of forward guidance power. (2019). Di Bartolomeo, Giovanni ; Beqiraj, Elton ; di Pietro, Marco. In: Journal of Macroeconomics. RePEc:eee:jmacro:v:60:y:2019:i:c:p:20-32.

Full description at Econpapers || Download paper

2019The systematic component of monetary policy in SVARs: An agnostic identification procedure. (2019). Caldara, Dario ; Rubio-Ramirez, Juan F ; Arias, Jonas E. In: Journal of Monetary Economics. RePEc:eee:moneco:v:101:y:2019:i:c:p:1-13.

Full description at Econpapers || Download paper

2018Predicting economic growth with stock networks. (2018). Heiberger, Raphael H. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:489:y:2018:i:c:p:102-111.

Full description at Econpapers || Download paper

2018Co-movement between equity and bond markets. (2018). Sakemoto, Ryuta. In: International Review of Economics & Finance. RePEc:eee:reveco:v:53:y:2018:i:c:p:25-38.

Full description at Econpapers || Download paper

2018Time-varying diversification strategies: The roles of state-level housing assets in optimal portfolios. (2018). Huang, Meichi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:145-172.

Full description at Econpapers || Download paper

2019The cost of trading during Federal Funds Rate announcements: Evidence from cross-listed stocks. (2019). Frijns, Bart ; Tourani-Rad, Alireza ; Otsubo, Yoichi ; Indriawan, Ivan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:60:y:2019:i:c:p:176-187.

Full description at Econpapers || Download paper

2019Quantitative easing announcements and high-frequency stock market volatility: Evidence from the United States. (2019). Larkin, Charles ; Dunne, John James ; Corbet, Shaen. In: Research in International Business and Finance. RePEc:eee:riibaf:v:48:y:2019:i:c:p:321-334.

Full description at Econpapers || Download paper

2017The transmission of monetary policy shocks. (2017). Ricco, Giovanni ; Miranda-Agrippino, Silvia. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:86163.

Full description at Econpapers || Download paper

2018Beauty contests and the term structure. (2018). Tischbirek, Andreas ; Ellison, Martin. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:87384.

Full description at Econpapers || Download paper

2018Fiscal Implications of the Federal Reserves Balance Sheet Normalization. (2018). Rosa, Carlo ; Malin, Benjamin ; Grasing, Jamie ; Frame, W ; Del Negro, Marco ; Cavallo, Michele. In: FRB Atlanta Working Paper. RePEc:fip:fedawp:2018-07.

Full description at Econpapers || Download paper

2018Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates. (2018). Mehl, Arnaud ; Gräb, Johannes ; Georgiadis, Georgios ; Dedola, Luca ; Grab, Johannes. In: Globalization Institute Working Papers. RePEc:fip:feddgw:350.

Full description at Econpapers || Download paper

2018Global Trends in Interest Rates. (2018). Tambalotti, Andrea ; Giannone, Domenico ; Giannoni, Marc ; Del Negro, Marco. In: Working Papers. RePEc:fip:feddwp:1812.

Full description at Econpapers || Download paper

2018Information in the Yield Curve about Future Recessions. (2018). Mertens, Thomas ; Bauer, Michael. In: FRBSF Economic Letter. RePEc:fip:fedfel:00171.

Full description at Econpapers || Download paper

2018A Shadow Rate or a Quadratic Policy Rule? The Best Way to Enforce the Zero Lower Bound in the United States. (2018). Andreasen, Martin M ; Meldrum, Andrew C. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2018-56.

Full description at Econpapers || Download paper

2019Information in Yield Spread Trades. (2019). Park, Yang-Ho. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-25.

Full description at Econpapers || Download paper

2019A Unified Measure of Fed Monetary Policy Shocks. (2019). Rogers, John ; Wu, Wenbin ; Bu, Chunya. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2019-43.

Full description at Econpapers || Download paper

2018International Spillovers of Monetary Policy : Conventional Policy vs. Quantitative Easing. (2018). Curcuru, Stephanie E ; del Giudice, Marius ; Li, Canlin ; Kamin, Steven B. In: International Finance Discussion Papers. RePEc:fip:fedgif:1234.

Full description at Econpapers || Download paper

2018Fiscal Implications of the Federal Reserves Balance Sheet Normalization. (2018). Malin, Benjamin ; Frame, W ; Del Negro, Marco ; Rosa, Carlo ; Grasing, Jamie ; Cavallo, Michele. In: Working Papers. RePEc:fip:fedmwp:747.

Full description at Econpapers || Download paper

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

Works by Emanuel Moench:

YearTitleTypeCited
2014Fundamental disagreement. In: Working papers.
[Full Text][Citation analysis]		paper48
2016Fundamental disagreement.(2016) In: Journal of Monetary Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		article
2014Fundamental disagreement.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 48		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]		article69
2011The pre-FOMC announcement drift.(2011) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 69		paper
2015Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper16
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: 16		article
2014Regression-based estimation of dynamic asset pricing models.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 16		paper
2016Dynamic Leverage Asset Pricing In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
2014Dynamic Leverage Asset Pricing.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 7		paper
2004Towards a Monthly Business Cycle Chronology for the Euro Area In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper7
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: 7		article
2009Sectoral Price Data and Models of Price Setting In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper62
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: 62		article
2009Sectoral Price Data and Models of Price Setting.(2009) In: 2009 Meeting Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 62		paper
2005Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach In: Working Paper Series.
[Full Text][Citation analysis]		paper81
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: 81		article
2011A hierarchical factor analysis of U.S. housing market dynamics In: Econometrics Journal.
[Full Text][Citation analysis]		article35
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: 35		article
2011The persistent effects of a false news shock In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article9
2009The persistent effects of a false news shock.(2009) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 9		paper
2016What predicts US recessions? In: International Journal of Forecasting.
[Full Text][Citation analysis]		article17
2014What predicts U.S. recessions?.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 17		paper
2013Pricing the term structure with linear regressions In: Journal of Financial Economics.
[Full Text][Citation analysis]		article163
2008Pricing the term structure with linear regressions.(2008) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 163		paper
2016Decomposing real and nominal yield curves In: Journal of Monetary Economics.
[Full Text][Citation analysis]		article27
2015Decomposing real and nominal yield curves.(2015) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 27		paper
2010Why is the market share of adjustable-rate mortgages so low? In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article13
2009Dynamic hierarchical factor models In: Staff Reports.
[Full Text][Citation analysis]		paper25
2013Dynamic Hierarchical Factor Model.(2013) In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 25		article
2010Financial intermediation, asset prices, and macroeconomic dynamics In: Staff Reports.
[Full Text][Citation analysis]		paper24
2010Financial Intermediation, Asset Prices, and Macroeconomic Dynamics.(2010) In: 2010 Meeting Papers.
[Citation analysis]
This paper has another version. Agregated cites: 24		paper
2010Macro risk premium and intermediary balance sheet quantities In: Staff Reports.
[Full Text][Citation analysis]		paper47
2010Macro Risk Premium and Intermediary Balance Sheet Quantities.(2010) In: IMF Economic Review.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 47		article
2012Forecasting through the rear-view mirror: data revisions and bond return predictability In: Staff Reports.
[Full Text][Citation analysis]		paper12
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: 12		article
2017The term structure of expectations and bond yields In: Staff Reports.
[Full Text][Citation analysis]		paper11
2014Noisy Information and Fundamental Disagreement In: 2014 Meeting Papers.
[Full Text][Citation analysis]		paper5
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]		article20

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 1st 2019. Contact: CitEc Team