10
H index
10
i10 index
493
Citations
Antulio Bomfim : Citation Profile
Federal Reserve Board (Board of Governors of the Federal Reserve System) | RESEARCH PRODUCTION: 9 Articles 25 Papers 2 Books 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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32 years (1991 - 2023). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Antulio Bomfim. | Is cited by:
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Main data
Where Antulio Bomfim has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Monetary Economics | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Finance and Economics Discussion Series / Board of Governors of the Federal Reserve System (U.S.) | 19 |
Recent works citing Antulio Bomfim (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Volatility jumps and the classification of monetary policy announcements. (2023). Gallo, Giampiero ; Otranto, Edoardo ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2305.12192. 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 | Effects of Sustainable Monetary and Fiscal Policy on FDI Inflows to EMDE Countries. (2023). de Mendonça, Helder ; de Mendona, Helder Ferreira ; Tiberto, Bruno Pires. In: Working Papers Series. RePEc:bcb:wpaper:575. Full description at Econpapers || Download paper |
| 2023 | International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets. (2023). Lee, Chi-Chuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001312. Full description at Econpapers || Download paper |
| 2023 | Flexible inflation targeting and stock market volatility: Evidence from emerging market economies. (2023). Boughrara, Adel ; Dridi, Ichrak. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002328. Full description at Econpapers || Download paper |
| 2023 | Can ignorance about the interest rate and macroeconomic surprises affect the stock market return? Evidence from a large emerging economy. (2023). de Mendonça, Helder ; Rodriguez, Raime Rolando ; de Mendona, Helder Ferreira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002030. Full description at Econpapers || Download paper |
| 2023 | Forecasting stock volatility with economic policy uncertainty: A smooth transition GARCH-MIDAS model. (2023). Li, Lihong ; Zhang, LI. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002247. Full description at Econpapers || Download paper |
| 2023 | Monetary policy uncertainty, monetary policy surprises and stock returns. (2023). Bask, Mikael ; Sekandary, Ghezal. In: Journal of Economics and Business. RePEc:eee:jebusi:v:124:y:2023:i:c:s0148619522000625. Full description at Econpapers || Download paper |
| 2023 | Dynamic lead–lag relationship between Chinese carbon emission trading and stock markets under exogenous shocks. (2023). Li, Sai-Ping ; Lu, Feng-Zhi ; Yang, Ming-Yuan ; Ren, Fei ; Chen, Zhang-Hangjian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:295-305. Full description at Econpapers || Download paper |
| 2023 | Central Bank Credibility’s Effect on Stock Exchange Returns’ Volatility: Evidence from OECD Countries. (2023). Papadamou, Stephanos ; Spyromitros, Eleftherios ; Oikonomou, Georgios ; Dokas, Ioannis. In: Economies. RePEc:gam:jecomi:v:11:y:2023:i:10:p:257-:d:1260178. Full description at Econpapers || Download paper |
| 2023 | The Impact of Risk Cycles on Business Cycles: A Historical View. (2023). Zer, Ilknur ; Valenzuela, Marcela ; Danielsson, Jon. In: Review of Financial Studies. RePEc:oup:rfinst:v:36:y:2023:i:7:p:2922-2961.. Full description at Econpapers || Download paper |
| 2023 | Economic policy statements, social media, and stock market uncertainty: An analysis of Donald Trump’s tweets. (2023). Ortiz, Daniel Perico. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:47:y:2023:i:2:d:10.1007_s12197-022-09608-5. Full description at Econpapers || Download paper |
Works by Antulio Bomfim:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1997 | Bonded Rationality and Strategic Complementarity in a Macroeconomic Model: Policy Effects, Persistence and Multipliers. In: Economic Journal. [Full Text][Citation analysis] | article | 13 |
| 1997 | Bounded rationality and strategic complementarity in a macroeconomic model: policy effects, persistence, and multipliers.(1997) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| 1996 | Bounded Rationality and Strategic Complementarity in a Macroeconomic Model: Policy Effects, Persistence and Multipliers.(1996) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
| Bounded Rationality and Strategic Complementarity in a Macroeconomic Model: Policy Effects, Persistence and Multipliers.() In: Home Pages. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | ||
| 2003 | Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 197 |
| 2001 | Heterogeneous forecasts and aggregate dynamics In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 11 |
| 2000 | Heterogeneous forecasts and aggregate dynamics.(2000) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
| 2001 | Measurement error in general equilibrium: the aggregate effects of noisy economic indicators In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 14 |
| 1999 | Measurement error in general equilibrium: the aggregate effects of noisy economic indicators.(1999) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2004 | Understanding Credit Derivatives and Related Instruments In: Elsevier Monographs. [Full Text][Citation analysis] | book | 0 |
| 2015 | Understanding Credit Derivatives and Related Instruments.(2015) In: Elsevier Monographs. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | book | |
| 1994 | Macroeconomic management and the division of powers in Brazil: Perspectives for the 1990s In: World Development. [Full Text][Citation analysis] | article | 4 |
| 2023 | Credit default swaps In: Chapters. [Full Text][Citation analysis] | chapter | 0 |
| 2022 | Credit Default Swaps.(2022) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 1997 | Opportunistic and deliberate disinflation under imperfect credibility In: Working Papers in Applied Economic Theory. [Full Text][Citation analysis] | paper | 116 |
| 1998 | Opportunistic and deliberate disinflation under imperfect credibility.(1998) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 116 | paper | |
| 2000 | Opportunistic and Deliberate Disinflation under Imperfect Credibility..(2000) In: Journal of Money, Credit and Banking. [Citation analysis] This paper has nother version. Agregated cites: 116 | article | |
| 2019 | \Forecasting the Forecasts of Others:\ Expectational Heterogeneity and Aggregate Dynamics In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 3 |
| 1996 | \Forecasting the forecasts of others.\ Expectational heterogeneity and aggregate dynamics.(1996) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 1997 | Expectations, learning and the costs of disinflation: experiments using the FRB/US model In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 14 |
| 1999 | Do noisy data exacerbate cyclical volatility? In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2000 | Making news: financial market effects of Federal Reserve disclosure practices In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 31 |
| 2000 | Pre-announcement effects, news, and volatility: monetary policy and the stock market In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 3 |
| 2001 | Optimal portfolio allocation in a world without Treasury securities In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2003 | Optimal portfolio allocation in a world without Treasury securities.(2003) In: Journal of Asset Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2001 | Understanding credit derivatives and their potential to synthesize riskless assets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2001 | Measuring equilibrium real interest rates: what can we learn from yields on indexed bonds? In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 17 |
| 2003 | Counterparty credit risk in interest rate swaps during times of market stress In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 4 |
| 2003 | Monetary policy and the yield curve In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 12 |
| 2003 | Interest rates as options: assessing the markets view of the liquidity trap In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 9 |
| 1992 | Near-rationality and strategic complementarity in a macroeconomic model: policy effects, persistence and multipliers In: Finance and Economics Discussion Series. [Citation analysis] | paper | 1 |
| 1993 | Forecast-heterogeneity in the business cycle: small deviations from rationality, large dynamic effects In: Finance and Economics Discussion Series. [Citation analysis] | paper | 0 |
| 1995 | The equilibrium Fed funds rate and the indicator properties of term- structure spreads In: Finance and Economics Discussion Series. [Citation analysis] | paper | 38 |
| 1997 | The Equilibrium Fed Funds Rate and the Indicator Properties of Term-Structure Spreads..(1997) In: Economic Inquiry. [Citation analysis] This paper has nother version. Agregated cites: 38 | article | |
| 1999 | Profits and balance sheet developments at U.S. commercial banks in 1998 In: Federal Reserve Bulletin. [Full Text][Citation analysis] | article | 2 |
| Generalized Adjustment Costs and Macro Dynamics: Specification and System Estimation of a Small-Scale Model of the US Economy In: Computing in Economics and Finance 1997. [Full Text][Citation analysis] | paper | 0 | |
| 1991 | Macroeconomic management and the division of powers in Brazil : perspectives for the nineties In: Policy Research Working Paper Series. [Full Text][Citation analysis] | paper | 4 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated March, 4 2024. Contact: CitEc Team