5
H index
4
i10 index
193
Citations
Angela Abbate : Citation Profile
Schweizerische Nationalbank (SNB) | RESEARCH PRODUCTION: 5 Articles 13 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2012 - 2021). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Angela Abbate. | Is cited by:
| Cites to:
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Main data
Where Angela Abbate has published?
| Journals with more than one article published | # docs |
|---|---|
| Journal of Money, Credit and Banking | 2 |
| Network Science | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Discussion Papers / Deutsche Bundesbank | 3 |
| Working Papers / Swiss National Bank | 2 |
| Working Papers / Banco de Espa�a | 2 |
Recent works citing Angela Abbate (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Hybrid SV‐GARCH, t‐GARCH and Markov‐switching covariance structures in VEC models—Which is better from a predictive perspective?. (2024). Pajor, Anna ; Kwiatkowski, Ukasz ; Wroblewska, Justyna ; Osiewalski, Jacek. In: International Statistical Review. RePEc:bla:istatr:v:92:y:2024:i:1:p:62-86. Full description at Econpapers || Download paper |
| 2024 | Should macroprudential policy be countercyclical?. (2024). Igarashi, Yoske ; Liu, Keqing. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:158:y:2024:i:c:s0165188923001719. Full description at Econpapers || Download paper |
| 2024 | Contagion effects of external monetary shocks on systemic financial risk in China: Evidence from the Euro area and Japan. (2024). Ruan, Jia ; Ni, Jianhui. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s106294082300178x. Full description at Econpapers || Download paper |
| 2024 | Vector autoregressions with dynamic factor coefficients and conditionally heteroskedastic errors. (2024). Gorgi, Paolo ; Schaumburg, Julia ; Koopman, Siem Jan. In: Journal of Econometrics. RePEc:eee:econom:v:244:y:2024:i:2:s0304407624000964. Full description at Econpapers || Download paper |
| 2024 | Monetary policy and currency variance risk premia. (2024). Dossani, Asad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813. Full description at Econpapers || Download paper |
| 2024 | Optimal Macroeconomic Policies in a Heterogeneous World. (2024). Bullard, James ; Suda, Jacek ; Singh, Aarti. In: IMF Economic Review. RePEc:pal:imfecr:v:72:y:2024:i:3:d:10.1057_s41308-024-00261-y. Full description at Econpapers || Download paper |
| 2024 | On the time-varying effects of the ECB’s asset purchases. (2024). Zlobins, Andrejs. In: Empirical Economics. RePEc:spr:empeco:v:66:y:2024:i:6:d:10.1007_s00181-023-02529-0. Full description at Econpapers || Download paper |
| 2024 | Identification of Time-Varying Factor Models. (2024). Cheung, Ying Lun. In: Journal of Business & Economic Statistics. RePEc:taf:jnlbes:v:42:y:2024:i:1:p:76-94. Full description at Econpapers || Download paper |
| 2024 | Forecasts of Period-Average Exchange Rates: New Insights from Real-Time Daily Data. (2024). Martin, Stephen Snudden. In: LCERPA Working Papers. RePEc:wlu:lcerpa:jc0148. Full description at Econpapers || Download paper |
Works by Angela Abbate:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Macroeconomic activity and risk indicators: an unstable relationship In: BAFFI CAREFIN Working Papers. [Full Text][Citation analysis] | paper | 2 |
| 2018 | Monetary policy and the asset risk-taking channel In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
| 2019 | Monetary Policy and the Asset Risk‐Taking Channel.(2019) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
| 2015 | Monetary policy and the asset risk-taking channel.(2015) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2021 | Optimal Monetary Policy with the Risk-Taking Channel In: Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2021 | Optimal monetary policy with the risk-taking channel.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2018 | Point, interval and density forecasts of exchange rates with time varying parameter models In: Journal of the Royal Statistical Society Series A. [Full Text][Citation analysis] | article | 18 |
| 2016 | Point, interval and density forecasts of exchange rates with time-varying parameter models.(2016) In: CEPR Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2016 | Point, interval and density forecasts of exchange rates with time-varying parameter models.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | paper | |
| 2018 | Distance-varying assortativity and clustering of the international trade network In: Network Science. [Full Text][Citation analysis] | article | 5 |
| 2018 | Distance-varying assortativity and clustering of the international trade network–ADDENDUM In: Network Science. [Full Text][Citation analysis] | article | 5 |
| 2016 | Financial shocks and inflation dynamics In: CAMA Working Papers. [Full Text][Citation analysis] | paper | 38 |
| 2020 | Financial shocks and inflation dynamics.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2016 | Financial shocks and inflation dynamics.(2016) In: Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 38 | paper | |
| 2014 | Monetary policy effects on bank risk taking In: Economics Working Papers. [Full Text][Citation analysis] | paper | 4 |
| 2015 | Monetary policy effects on bank risk taking.(2015) In: Working Paper Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2012 | The International Trade Network in Space and Time In: LEM Papers Series. [Full Text][Citation analysis] | paper | 7 |
| 2016 | The Changing International Transmission of Financial Shocks: Evidence from a Classical Time‐Varying FAVAR In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] | article | 93 |
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