19
H index
23
i10 index
1557
Citations
Frankfurt School of Finance and Management | 19 H index 23 i10 index 1557 Citations RESEARCH PRODUCTION: 22 Articles 56 Papers 1 Chapters RESEARCH ACTIVITY: 19 years (2004 - 2023). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pmo414 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Emanuel Moench. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Journal of Monetary Economics | 5 |
Journal of Financial Economics | 3 |
Year | Title of citing document | |
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2023 | The Voice of Monetary Policy. (2023). Talavera, Oleksandr ; Pham, Tho ; Gorodnichenko, Yuriy. In: American Economic Review. RePEc:aea:aecrev:v:113:y:2023:i:2:p:548-84. Full description at Econpapers || Download paper | |
2023 | Macroeconomic drivers of Inflation Expectations and Inflation Risk Premia. (2023). Wauters, Joris ; Iania, Leonardo ; Boeckx, Jef. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023003. Full description at Econpapers || Download paper | |
2023 | The ECB’s new inflation target from a short- and long-term perspective. (2023). Messori, Marcello ; di Bartolomeo, Giovanni ; Canofari, Paola ; Benigno, Pierpaolo. In: Working Papers. RePEc:ant:wpaper:2023006. Full description at Econpapers || Download paper | |
2023 | Policy Choice in Time Series by Empirical Welfare Maximization. (2022). Xu, Mengshan ; Wang, Weining ; Kitagawa, Toru. In: Papers. RePEc:arx:papers:2205.03970. Full description at Econpapers || Download paper | |
2023 | Beta-Sorted Portfolios. (2022). Wang, Weining ; Crump, Richard K ; Cattaneo, Matias D. In: Papers. RePEc:arx:papers:2208.10974. Full description at Econpapers || Download paper | |
2023 | Fundamentals of Perpetual Futures. (2022). von Wachter, Victor ; Ross, Omri ; Manela, Asaf ; He, Songrun. In: Papers. RePEc:arx:papers:2212.06888. Full description at Econpapers || Download paper | |
2023 | Out of Sample Predictability in Predictive Regressions with Many Predictor Candidates. (2023). Pitarakis, Jean-Yves ; Gonzalo, Jesus. In: Papers. RePEc:arx:papers:2302.02866. Full description at Econpapers || Download paper | |
2023 | Identification Robust Inference for the Risk Premium in Term Structure Models. (2023). Kong, Lingwei ; Kleibergen, Frank. In: Papers. RePEc:arx:papers:2307.12628. Full description at Econpapers || Download paper | |
2023 | Real-time Prediction of the Great Recession and the Covid-19 Recession. (2023). Chung, Seulki. In: Papers. RePEc:arx:papers:2310.08536. Full description at Econpapers || Download paper | |
2023 | Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market. (2023). Mahmoudi, Mohammadreza. In: Papers. RePEc:arx:papers:2311.10739. Full description at Econpapers || Download paper | |
2023 | The Three Intelligible Factors of the Yield Curve in Mexico. (2023). Rocio, Elizondo. In: Working Papers. RePEc:bdm:wpaper:2023-13. Full description at Econpapers || Download paper | |
2023 | Monetary Policy and Labor Income Inequality: the Role of Extensive and Intensive Margins. (2023). Savignac, Frederique ; Hubert, Paul. In: Working papers. RePEc:bfr:banfra:913. Full description at Econpapers || Download paper | |
2023 | Volume dynamics around FOMC announcements. (2023). Zhu, Sonya. In: BIS Working Papers. RePEc:bis:biswps:1079. Full description at Econpapers || Download paper | |
2023 | The term structure of inflation forecasts disagreement and monetary policy transmission. (2023). Zhu, Sonya ; Xia, Dora ; Barbera, Alessandro. In: BIS Working Papers. RePEc:bis:biswps:1114. Full description at Econpapers || Download paper | |
2023 | Forecasting models for the Chinese macroeconomy in a data?rich environment: Evidence from large dimensional approximate factor models with mixed?frequency data. (2023). Xu, Hao ; Ni, HE ; Zhang, Qin. In: Accounting and Finance. RePEc:bla:acctfi:v:63:y:2023:i:1:p:719-767. Full description at Econpapers || Download paper | |
2023 | The closer we get, the better we are?. (2023). Zilberfarb, Ben Zion ; Goldstein, Nathan. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:2:p:364-376. Full description at Econpapers || Download paper | |
2023 | The flood that caused a drought. (2023). Vu, Nam ; Talavera, Oleksandr ; Nikolskorzhevskyy, Alex. In: Economic Inquiry. RePEc:bla:ecinqu:v:61:y:2023:i:4:p:965-981. Full description at Econpapers || Download paper | |
2023 | Asset pricing with a financial sector. (2023). Xu, Chenjie ; Li, Kai. In: Financial Management. RePEc:bla:finmgt:v:52:y:2023:i:1:p:67-95. Full description at Econpapers || Download paper | |
2023 | Market Volatility, Monetary Policy and the Term Premium. (2023). Zampolli, Fabrizio ; Mohanty, Madhusudan ; Mallick, Sushanta ; Kumar, Abhishek. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:1:p:208-237. Full description at Econpapers || Download paper | |
2023 | Sectoral Shocks and Monetary Policy in the United Kingdom. (2023). Millard, Stephen ; Franklin, Jeremy ; Dixon, Huw. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:4:p:805-829. Full description at Econpapers || Download paper | |
2023 | The liquidity state-dependence of monetary policy transmission. (2023). Wijnandts, Jean-Charles ; Pinter, Gabor ; Guimaraes, Rodrigo. In: Bank of England working papers. RePEc:boe:boeewp:1045. Full description at Econpapers || Download paper | |
2023 | Consumers Macroeconomic Expectations. (2023). Lamla, Michael ; Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10709. Full description at Econpapers || Download paper | |
2023 | Central Bank Communication with the General Public. (2023). Drager, Lena. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10713. Full description at Econpapers || Download paper | |
2023 | Where is the Inflation? The Diverging Patterns of Prices of Goods and Services. (2023). Wlasiuk, Juan M ; Carlomagno, Guillermo ; Bajraj, Gent. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:969. Full description at Econpapers || Download paper | |
2023 | The Macroeconomic and Redistributive Effects of Shielding Consumers from Rising Energy Prices: the French Experiment. (2023). Hairault, Jean-Olivier ; Tripier, Fabien ; Malmberg, Selma ; Langot, Franois. In: CEPREMAP Working Papers (Docweb). RePEc:cpm:docweb:2305. Full description at Econpapers || Download paper | |
2023 | Safe Asset Scarcity and Re-use in the European Repo Market. (2023). Lelyveld, Iman ; van Lelyveld, Iman ; Inhoffen, Justus. In: Working Papers. RePEc:dnb:dnbwpp:787. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Information acquisition ahead of monetary policy announcements. (2023). Hubert, Paul ; Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20232770. Full description at Econpapers || Download paper | |
2023 | Credibility gains from communicating with the public: evidence from the ECB’s new monetary policy strategy. (2023). Ehrmann, Michael ; Kenny, Geoff ; Georgarakos, Dimitris. In: Working Paper Series. RePEc:ecb:ecbwps:20232785. Full description at Econpapers || Download paper | |
2023 | The climate and the economy. (2023). Schepens, Glenn ; Popov, Alexander ; Breckenfelder, Johannes ; Porcellacchia, Davide ; Olovsson, Conny ; Marques-Ibaez, David ; Makowiak, Bartosz. In: Working Paper Series. RePEc:ecb:ecbwps:20232793. Full description at Econpapers || Download paper | |
2023 | The asymmetric effects of weather shocks on euro area inflation. (2023). Hernandez, Catalina Martinez ; Kuik, Friderike ; Ciccarelli, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20232798. Full description at Econpapers || Download paper | |
2023 | The impact of global warming on inflation: averages, seasonality and extremes. (2023). Nickel, Christiane ; Lis, Eliza ; Kuik, Friderike ; Kotz, Maximilian. In: Working Paper Series. RePEc:ecb:ecbwps:20232821. Full description at Econpapers || Download paper | |
2023 | One question at a time! A text mining analysis of the ECB Q&A session. (2023). Robitu, Robert ; Angino, Siria. In: Working Paper Series. RePEc:ecb:ecbwps:20232852. Full description at Econpapers || Download paper | |
2023 | US monetary policy spillovers to European banks. (2023). Jung, Alexander. In: Working Paper Series. RePEc:ecb:ecbwps:20232876. Full description at Econpapers || Download paper | |
2023 | Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek. In: Working Paper Series. RePEc:ecb:ecbwps:20232881. Full description at Econpapers || Download paper | |
2023 | Monetary policy and the term structure of inflation expectations with information frictions. (2023). McNeil, James. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:146:y:2023:i:c:s0165188922002913. Full description at Econpapers || Download paper | |
2023 | Can we estimate macroforecasters’ mis-behavior?. (2023). Chini, Emilio Zanetti. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:149:y:2023:i:c:s0165188923000386. Full description at Econpapers || Download paper | |
2023 | The Phillips curve at 65: Time for time and frequency. (2023). Soares, Maria Joana ; Aguiar-Conraria, Luis. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:151:y:2023:i:c:s016518892300026x. Full description at Econpapers || Download paper | |
2023 | How credible is average and symmetric inflation targeting in an episode of high inflation?. (2023). Herzog, Bodo. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1750-1761. Full description at Econpapers || Download paper | |
2023 | Diligent forecasters can make accurate predictions despite disagreeing with the consensus. (2023). Zheng, Xinye ; An, Zidong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001840. Full description at Econpapers || Download paper | |
2023 | US structural drivers of international portfolio returns. (2023). Tong, Eric ; So, Inhwan ; Jang, Bosung. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002078. Full description at Econpapers || Download paper | |
2023 | Inflation target credibility in times of high inflation. (2023). Nautz, Dieter ; Coleman, Winnie. In: Economics Letters. RePEc:eee:ecolet:v:222:y:2023:i:c:s0165176522004049. Full description at Econpapers || Download paper | |
2023 | Intraday cross-sectional distributions of systematic risk. (2023). Andersen, Torben ; Todorov, Viktor ; Thyrsgaard, Martin ; Riva, Raul. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1394-1418. Full description at Econpapers || Download paper | |
2023 | The distribution of rolling regression estimators. (2023). Juhl, Ted ; Cai, Zongwu. In: Journal of Econometrics. RePEc:eee:econom:v:235:y:2023:i:2:p:1447-1463. Full description at Econpapers || Download paper | |
2023 | Do monetary condition news at the zero lower bound influence households’ expectations and readiness to spend?. (2023). Wang, Ben Zhe ; Sheen, Jeffrey. In: European Economic Review. RePEc:eee:eecrev:v:152:y:2023:i:c:s0014292122002252. Full description at Econpapers || Download paper | |
2023 | Macroeconomic news and price synchronicity. (2023). Wang, Qingwei ; Eshraghi, Arman ; Cheema, Arbab K. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:390-412. Full description at Econpapers || Download paper | |
2023 | Stock market reactions to monetary policy surprises under uncertainty. (2023). Saadon, Yossi ; Benchimol, Jonathan ; Segev, Nimrod. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002995. Full description at Econpapers || Download paper | |
2023 | Stock market reaction to mandatory ESG disclosure. (2023). Zhong, Angel ; Hu, Xiaolu ; Wang, Jiazhen. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322005797. Full description at Econpapers || Download paper | |
2023 | Retail attention and the FOMC equity premium. (2023). Murgia, Lucia Milena ; Monaco, Eleonora. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322007735. Full description at Econpapers || Download paper | |
2023 | Market systemic risk, predictability and macroeconomics news. (2023). Xie, Yiqiang ; Fan, Rui. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004749. Full description at Econpapers || Download paper | |
2023 | What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). Shin, Yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew. In: Journal of Financial Stability. RePEc:eee:finsta:v:65:y:2023:i:c:s1572308923000037. Full description at Econpapers || Download paper | |
2023 | A shadow rate without a lower bound constraint. (2023). Ristiniemi, Annukka ; de Rezende, Rafael B. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:146:y:2023:i:c:s0378426622002667. Full description at Econpapers || Download paper | |
2023 | Term premium in a fractionally cointegrated yield curve. (2023). Abbritti, Mirko ; Moreno, Antonio ; Gil-Alana, Luis ; Carcel, Hector. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:149:y:2023:i:c:s0378426623000171. Full description at Econpapers || Download paper | |
2023 | Does fake news impact stock returns? Evidence from US and EU stock markets. (2023). Russo, Ivan ; Gandolfi, Gino ; Arcuri, Maria Cristina. In: Journal of Economics and Business. RePEc:eee:jebusi:v:125-126:y:2023:i::s0148619523000231. Full description at Econpapers || Download paper | |
2023 | When can the market identify old news?. (2023). Hodson, James ; Fedyk, Anastassia. In: Journal of Financial Economics. RePEc:eee:jfinec:v:149:y:2023:i:1:p:92-113. Full description at Econpapers || Download paper | |
2023 | Banks, maturity transformation, and monetary policy. (2023). Paul, Pascal. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:53:y:2023:i:c:s104295732200064x. Full description at Econpapers || Download paper | |
2023 | Perceived monetary policy uncertainty. (2023). Beckmann, Joscha ; Czudaj, Robert L. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:130:y:2023:i:c:s0261560622001644. Full description at Econpapers || Download paper | |
2023 | Central bank credibility during COVID-19: Evidence from Japan. (2023). Spiegel, Mark M. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560622001917. Full description at Econpapers || Download paper | |
2023 | Forecasting real activity using cross-sectoral stock market information. (2023). Stalla-Bourdillon, Arthur ; Chinn, Menzie D ; Chatelais, Nicolas. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:131:y:2023:i:c:s0261560623000013. Full description at Econpapers || Download paper | |
2023 | The information in joint term structures of bond yields. (2023). Spencer, Peter ; Raczko, Marek ; Meldrum, Andrew. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:134:y:2023:i:c:s0261560623000293. Full description at Econpapers || Download paper | |
2023 | Conditional mean reversion of financial ratios and the predictability of returns. (2023). Tokpavi, S ; Jasinski, A ; Boucher, C. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:137:y:2023:i:c:s0261560623001080. Full description at Econpapers || Download paper | |
2023 | Gold risk premium estimation with machine learning methods. (2023). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000502. Full description at Econpapers || Download paper | |
2023 | Estimates of the US Shadow-Rate. (2023). Pia, Marco ; Alfaro, Rodrigo. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:4:y:2023:i:1:s2666143822000345. Full description at Econpapers || Download paper | |
2023 | Threats to central bank independence: High-frequency identification with twitter. (2023). Kung, Howard ; Kind, Thilo ; Gomez-Cram, Roberto ; Bianchi, Francesco. In: Journal of Monetary Economics. RePEc:eee:moneco:v:135:y:2023:i:c:p:37-54. Full description at Econpapers || Download paper | |
2023 | Rational inattention, misallocation, and the aggregate economy. (2023). Gondhi, Naveen. In: Journal of Monetary Economics. RePEc:eee:moneco:v:136:y:2023:i:c:p:50-75. Full description at Econpapers || Download paper | |
2023 | What matters in households’ inflation expectations?. (2023). Mengus, Eric ; Gautier, Erwan ; Andrade, Philippe. In: Journal of Monetary Economics. RePEc:eee:moneco:v:138:y:2023:i:c:p:50-68. Full description at Econpapers || Download paper | |
2023 | Earnings announcement premium and return volatility: Is it consistent with risk-return trade-off?. (2023). Han, KI ; Becker, Ying ; Tsafack, Georges. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000951. Full description at Econpapers || Download paper | |
2023 | Decomposing the yield curve with linear regressions and survey information. (2023). Halberstadt, Arne. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:91:y:2023:i:c:p:25-39. Full description at Econpapers || Download paper | |
2023 | Speculation and clarification announcements on stock price fluctuations: Why are rumours plausible and hard to clarify?. (2023). Zhao, Gang ; Ye, Yong ; Shi, QI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:473-487. Full description at Econpapers || Download paper | |
2023 | The CO2 content of the TLTRO III scheme and its greening. (2023). Pagliari, Maria Sole ; Senni, Chiara Colesanti ; Van, Jens. In: LSE Research Online Documents on Economics. RePEc:ehl:lserod:120562. Full description at Econpapers || Download paper | |
2023 | The Influence of Inflation on the Economic Situation of Households in Poland. (2023). Lemanowicz, Marzena ; Joanna, Szwacka-Mokrzycka. In: European Research Studies Journal. RePEc:ers:journl:v:xxvi:y:2023:i:3:p:119-132. Full description at Econpapers || Download paper | |
2023 | The ECB Strategy Review - Implications for the Space of Monetary Policy. (2023). Vogel, Lukas ; onorante, luca ; Hohberger, Stefan ; Pataracchia, Beatrice ; Briciu, Lucian ; Ratto, Marco. In: European Economy - Discussion Papers. RePEc:euf:dispap:193. Full description at Econpapers || Download paper | |
2023 | The Effects of CBDC on the Federal Reserves Balance Sheet. (2023). Kim, Kyungmin ; Gust, Christopher J ; Ruprecht, Romina. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:2023-68. Full description at Econpapers || Download paper | |
2023 | Why Does the Yield Curve Predict GDP Growth? The Role of Banks. (2023). Wei, Min ; Schneider, Andres ; Minoiu, Camelia. In: Finance and Economics Discussion Series. RePEc:fip:fedgfe:96648. Full description at Econpapers || Download paper | |
2023 | The Price of Macroeconomic Uncertainty: Evidence from Daily Options. (2023). Samadi, Mehrdad ; Londono, Juan M. In: International Finance Discussion Papers. RePEc:fip:fedgif:96660. Full description at Econpapers || Download paper | |
2023 | Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications. (2023). Yang, Xiye ; Neely, Christopher J ; Erdemlioglu, Deniz. In: Working Papers. RePEc:fip:fedlwp:96490. Full description at Econpapers || Download paper | |
2023 | Investigating the Inflation–Output Nexus for the Euro Area: Old Questions and New Results. (2023). Gerdesmeier, Dieter ; Reimers, Hans-Eggert ; Roffia, Barbara. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:11:p:265-:d:1266356. Full description at Econpapers || Download paper | |
2023 | Term Premia in Norwegian Interest Rate Swaps. (2023). Westgaard, Sjur ; Semmen, Kristian ; Risstad, Morten ; de Lange, Petter Eilif. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:3:p:188-:d:1093268. Full description at Econpapers || Download paper | |
2023 | Benchmarking Biologically-Inspired Automatic Machine Learning for Economic Tasks. (2023). Yaniv-Rosenfeld, Amit ; Fleischer, Tzach ; Lazebnik, Teddy. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:14:p:11232-:d:1197230. Full description at Econpapers || Download paper | |
2023 | Rational Inattention: A Review. (2022). Wiederholt, Mirko ; Matjka, Filip ; Makowiak, Bartosz. In: Post-Print. RePEc:hal:journl:hal-03878692. Full description at Econpapers || Download paper | |
2023 | Zu rezessiven und expansiven Auswirkungen der Finanzentwicklung: empirische Beweise. (2023). NGUENA, Christian ; Kodila-Tedika, Oasis. In: Post-Print. RePEc:hal:journl:hal-04228903. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Effects of foreign and domestic central bank government bond purchases in a small open economy DSGE model: Evidence from Sweden before and during the coronavirus pandemic. (2023). Strid, Ingvar ; di Casola, Paola ; Belfrage, Carl-Johan ; Akkaya, Yildiz. In: Working Paper Series. RePEc:hhs:rbnkwp:0421. Full description at Econpapers || Download paper | |
2023 | Repo market frictions and intermediation in electronic bond markets. (2023). Valseth, Siri. In: UiS Working Papers in Economics and Finance. RePEc:hhs:stavef:2023_001. Full description at Econpapers || Download paper | |
2023 | Estimating trend inflation in a regime-switching Phillips curve. (2023). Nakajima, Jouchi. In: Discussion Paper Series. RePEc:hit:hituec:750. Full description at Econpapers || Download paper | |
2023 | Machine-Learning-Based Return Predictors and the Spanning Controversy in Macro-Finance. (2023). Shi, Zhan ; Huang, Jing-Zhi. In: Management Science. RePEc:inm:ormnsc:v:69:y:2023:i:3:p:1780-1804. Full description at Econpapers || Download paper | |
2023 | Inflation Expectations and Monetary Policy in the Euro Area. (2023). Visco, Ignazio. In: Atlantic Economic Journal. RePEc:kap:atlecj:v:51:y:2023:i:2:d:10.1007_s11293-023-09771-y. Full description at Econpapers || Download paper | |
2023 | Monetary Policy is Not Always Systematic and Data-Driven: Evidence from the Yield Curve. (2023). Vlek, Jan ; Buli, Ale. In: Open Economies Review. RePEc:kap:openec:v:34:y:2023:i:1:d:10.1007_s11079-022-09663-9. Full description at Econpapers || Download paper | |
2023 | A comparison of multi-factor term structure models for interbank rates. (2023). Tunaru, Diana ; Fabozzi, Francesco A. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:1:d:10.1007_s11156-023-01147-2. Full description at Econpapers || Download paper | |
2023 | Correcting estimation bias in regime switching dynamic term structure models. (2023). Liu, Liu ; Cho, Sungjun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:61:y:2023:i:3:d:10.1007_s11156-023-01182-z. Full description at Econpapers || Download paper | |
2023 | The Global Dollar Cycle. (2023). Zhou, Haonan ; Obstfeld, Maurice. In: NBER Working Papers. RePEc:nbr:nberwo:31004. Full description at Econpapers || Download paper | |
2023 | Information Acquisition, Uncertainty Reduction, and Pre-Announcement Premium in China*. (2023). Jia, Dun ; Sun, XI ; Guo, Rui. In: Review of Finance. RePEc:oup:revfin:v:27:y:2023:i:3:p:1077-1118.. Full description at Econpapers || Download paper | |
2023 | Dynamic asset allocation strategy: an economic regime approach. (2023). Kwon, Dohyoung ; Kim, Minjeong. In: Journal of Asset Management. RePEc:pal:assmgt:v:24:y:2023:i:2:d:10.1057_s41260-022-00296-8. Full description at Econpapers || Download paper | |
2023 | Text-Based Recession Probabilities. (2023). Mezo, Helena ; Lebastard, Laura ; Minesso, Massimo Ferrari. In: IMF Economic Review. RePEc:pal:imfecr:v:71:y:2023:i:2:d:10.1057_s41308-022-00177-5. Full description at Econpapers || Download paper | |
2023 | The 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. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2023 | Anchored Inflation Expectations In: American Economic Journal: Macroeconomics. [Full Text][Citation analysis] | article | 23 |
2019 | Anchored Inflation Expectations.(2019) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2020 | Anchored inflation expectations.(2020) In: CAMA Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2014 | Fundamental disagreement. In: Working papers. [Full Text][Citation analysis] | paper | 102 |
2016 | Fundamental disagreement.(2016) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | article | |
2013 | Fundamental disagreement.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 102 | paper | |
2019 | The term structures of global yields In: BIS Papers chapters. [Full Text][Citation analysis] | chapter | 0 |
2015 | The Pre-FOMC Announcement Drift In: Journal of Finance. [Full Text][Citation analysis] | article | 193 |
2011 | The pre-FOMC announcement drift.(2011) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 193 | paper | |
2015 | Regression Based Estimation of Dynamic Asset Pricing Models In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 39 |
2015 | Regression-based estimation of dynamic asset pricing models.(2015) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2011 | Regression-based estimation of dynamic asset pricing models.(2011) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2016 | Dynamic Leverage Asset Pricing In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 21 |
2013 | Dynamic Leverage Asset Pricing.(2013) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2020 | Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2020 | Fundamental Disagreement about Monetary Policy and the Term Structure of Interest Rates.(2020) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2020 | Procyclical Asset Management and Bond Risk Premia In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 5 |
2021 | Procyclical asset management and bond risk premia.(2021) In: ESRB Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2020 | Procyclical asset management and bond risk premia.(2020) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2021 | What Moves Treasury Yields? In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | What moves treasury yields?.(2022) In: Journal of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2021 | What Moves Treasury Yields?.(2021) In: Bank of Lithuania Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2004 | Towards a Monthly Business Cycle Chronology for the Euro Area In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 10 |
2005 | Towards a Monthly Business Cycle Chronology for the Euro Area.(2005) In: SFB 649 Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2005 | Towards 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 nother version. Agregated cites: 10 | article | |
2009 | Sectoral Price Data and Models of Price Setting In: CEPR Discussion Papers. [Full Text][Citation analysis] | paper | 106 |
2009 | Sectoral price data and models of price setting.(2009) In: Journal of Monetary Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | article | |
2009 | Sectoral Price Data and Models of Price Setting.(2009) In: 2009 Meeting Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 106 | paper | |
2021 | The ECB’s price stability framework: past experience, and current and future challenges In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 13 |
2021 | Climate change and monetary policy in the euro area In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 18 |
2021 | Clear, consistent and engaging: ECB monetary policy communication in a changing world In: Occasional Paper Series. [Full Text][Citation analysis] | paper | 3 |
2005 | Forecasting the yield curve in a data-rich environment: a no-arbitrage factor-augmented VAR approach In: Working Paper Series. [Full Text][Citation analysis] | paper | 99 |
2008 | Forecasting 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 nother version. Agregated cites: 99 | article | |
2011 | A hierarchical factor analysis of U.S. housing market dynamics In: Econometrics Journal. [Full Text][Citation analysis] | article | 53 |
2011 | A hierarchical factor analysis of U.S. housing market dynamics.(2011) In: Econometrics Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 53 | article | |
2011 | The persistent effects of a false news shock In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 22 |
2009 | The persistent effects of a false news shock.(2009) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 22 | paper | |
2016 | What predicts US recessions? In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 56 |
2014 | What predicts U.S. recessions?.(2014) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 56 | paper | |
2013 | Pricing the term structure with linear regressions In: Journal of Financial Economics. [Full Text][Citation analysis] | article | 360 |
2008 | Pricing the term structure with linear regressions.(2008) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 360 | paper | |
2019 | Comment 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] | article | 0 |
2022 | Would households understand average inflation targeting? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 14 |
2022 | Would households understand average inflation targeting?.(2022) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2016 | Decomposing real and nominal yield curves In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 96 |
2012 | Decomposing real and nominal yield curves.(2012) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 96 | paper | |
2021 | Inflation: Drivers and Dynamics 2020 CEBRA Annual Meeting Session Summary In: Economic Commentary. [Full Text][Citation analysis] | article | 0 |
2010 | Why is the market share of adjustable-rate mortgages so low? In: Current Issues in Economics and Finance. [Full Text][Citation analysis] | article | 22 |
2011 | A Look at the Accuracy of Policy Expectations In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2012 | The Puzzling Pre-FOMC Announcement “Drift” In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2013 | Making a Statement: How Did Professional Forecasters React to the August 2011 FOMC Statement? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 3 |
2013 | Do Treasury Term Premia Rise around Monetary Tightenings? In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 5 |
2013 | Preparing for Takeoff? Professional Forecasters and the June 2013 FOMC Meeting In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | Treasury Term Premia: 1961-Present In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2014 | Connecting “The Dots”: Disagreement in the Federal Open Market Committee In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2014 | Survey Measures of Expectations for the Policy Rate In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2014 | Interest Rate Derivatives and Monetary Policy Expectations In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 2 |
2014 | Data Insight: Which Growth Rate? It’s a Weighty Subject In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 0 |
2018 | The Pre-FOMC Announcement Drift: More Recent Evidence In: Liberty Street Economics. [Full Text][Citation analysis] | paper | 1 |
2009 | Dynamic hierarchical factor models In: Staff Reports. [Full Text][Citation analysis] | paper | 25 |
2013 | Dynamic Hierarchical Factor Model.(2013) In: The Review of Economics and Statistics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 25 | article | |
2010 | Financial intermediation, asset prices, and macroeconomic dynamics In: Staff Reports. [Full Text][Citation analysis] | paper | 77 |
2010 | Financial Intermediation, Asset Prices, and Macroeconomic Dynamics.(2010) In: 2010 Meeting Papers. [Citation analysis] This paper has nother version. Agregated cites: 77 | paper | |
2010 | Macro risk premium and intermediary balance sheet quantities In: Staff Reports. [Full Text][Citation analysis] | paper | 71 |
2010 | Macro Risk Premium and Intermediary Balance Sheet Quantities.(2010) In: IMF Economic Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 71 | article | |
2012 | Forecasting through the rear-view mirror: data revisions and bond return predictability In: Staff Reports. [Full Text][Citation analysis] | paper | 39 |
2018 | Forecasting through the Rearview Mirror: Data Revisions and Bond Return Predictability.(2018) In: Review of Financial Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 39 | article | |
2016 | The term structure of expectations and bond yields In: Staff Reports. [Full Text][Citation analysis] | paper | 22 |
2021 | The Term Structure of Expectations In: Staff Reports. [Full Text][Citation analysis] | paper | 2 |
2023 | Carbon Intensity, Productivity, and Growth In: Bank of Lithuania Working Paper Series. [Full Text][Citation analysis] | paper | 0 |
2014 | Noisy Information and Fundamental Disagreement In: 2014 Meeting Papers. [Full Text][Citation analysis] | paper | 8 |
2015 | What drives long-run inflation expectations? In: 2015 Meeting Papers. [Full Text][Citation analysis] | paper | 0 |
2012 | Term structure surprises: the predictive content of curvature, level, and slope In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 24 |
2021 | Equity premium predictability over the business cycle In: Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2023 | Forceful or persistent: Wow the ECBs new inflation target affects households inflation expectations In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Safe asset shortage and collateral reuse In: Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
2022 | Safe asset shortage and collateral reuse.(2022) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2019 | OTC discount In: Discussion Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | OTC discount.(2021) In: SAFE Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper |
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