Marlene Amstad : Citation Profile

Are you Marlene Amstad?

Bank for International Settlements (BIS)

8

H index

6

i10 index

196

Citations

RESEARCH PRODUCTION:

9

Articles

26

Papers

1

Books

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 10
   Journals where Marlene Amstad has often published
   Relations with other researchers
   Recent citing documents: 29.    Total self citations: 22 (10.09 %)

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   Permalink: http://citec.repec.org/pam86
   Updated: 2023-11-04    RAS profile: 2023-03-16    
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Relations with other researchers

Works with:

Xia, Fan Dora (3)

Gambacorta, Leonardo (3)

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

Is cited by:

Giannone, Domenico (7)

Matheson, Troy (7)

Ponomarenko, Alexey (6)

Jalles, Joao (6)

Deryugina, Elena (5)

Afonso, Antonio (5)

Ozmen, Utku (4)

Mohaddes, Kamiar (4)

Matsuoka, Hideaki (4)

Watson, Mark (4)

Sinyakov, Andrey (4)

Cites to:

Reichlin, Lucrezia (88)

Forni, Mario (65)

Lippi, Marco (51)

Hallin, Marc (42)

Cristadoro, Riccardo (36)

veronese, giovanni (36)

Giannone, Domenico (33)

Fischer, Andreas (29)

Altissimo, Filippo (24)

Watson, Mark (21)

Stock, James (17)

Main data

Where Marlene Amstad has published?

Journals with more than one article published# docs
Journal of International Money and Finance2

Working Papers Series with more than one paper published# docs
BIS Working Papers / Bank for International Settlements5
Staff Reports / Federal Reserve Bank of New York4
CEPR Discussion Papers / C.E.P.R. Discussion Papers4
Working Papers / Swiss National Bank, Study Center Gerzensee2
Working Papers / Swiss National Bank2
MPRA Paper / University Library of Munich, Germany2

Recent works citing Marlene Amstad (2023 and 2022)

YearTitle of citing document
2022Good-Bye Original Sin, Hello Risk On-Off, Financial Fragility, and Crises?. (2022). Zheng, Huanhuan ; Park, Donghyun ; Jinjarak, Yothin ; Aizenman, Joshua. In: Papers. RePEc:arx:papers:2206.09218.

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2023Tackling the fiscal policy-financial stability nexus. (2023). BORIO, Claudio ; Zampolli, Fabrizio ; Farag, Marc. In: BIS Working Papers. RePEc:bis:biswps:1090.

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2022Big Data in Asian Central Banks. (2022). Tissot, Bruno ; Gambacorta, Leonardo ; Doerr, Sebastian ; Cornelli, Giulio. In: Asian Economic Policy Review. RePEc:bla:asiapr:v:17:y:2022:i:2:p:255-269.

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2022Do credit rating agencies reward fiscal prudence?. (2022). Jalles, Joo T. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:1:p:2-22.

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2022Debt Intolerance: Threshold Level and Composition. (2022). Matsuoka, Hideaki. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:84:y:2022:i:4:p:894-932.

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2022Why they keep missing: An empirical investigation of sovereign bond ratings and their timing. (2022). von Schweinitz, Gregor ; El-Shagi, Makram ; el Shagi, Makram ; Elshagi, Makram. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:186-224.

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2023Interest rate changes and the cross-section of global equity returns. (2023). Long, Huaigang ; Bianchi, Robert J ; Cakici, Nusret ; Zaremba, Adam. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:147:y:2023:i:c:s0165188923000027.

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2022Winds of tapering, financial gravity and COVID-19. (2022). Ulusoy, Veysel ; Kirik, Alper. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000699.

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2023Who speaks louder, financial instruments or credit rating agencies? Analyzing the effects of different sovereign risk measures on interest rates in Brazil. (2023). Neves, Joo Pedro ; Montes, Gabriel Caldas. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000566.

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2023Endogenous product adjustment and exchange rate pass-through. (2023). Lein, Sarah ; Freitag, Andreas. In: Journal of International Economics. RePEc:eee:inecon:v:140:y:2023:i:c:s0022199622001386.

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2022Do financial markets reward government spending efficiency?. (2022). Jalles, Joao ; Afonso, Antonio ; Venancio, Ana. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000014.

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2022Markets price politicians: Evidence from China’s municipal bond markets. (2022). Zhou, Yue ; Yao, Yang ; Wang, HE. In: Journal of Economics and Business. RePEc:eee:jebusi:v:122:y:2022:i:c:s014861952200039x.

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2022Trade wars and asset prices. (2022). Albagli, Elias ; Carlomagno, Guillermo. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:124:y:2022:i:c:s0261560622000341.

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2022How do oil prices affect emerging market sovereign bond spreads?. (2022). Lin, Tzu-Yu ; Huang, Shiangtsz ; Chen, Shiu-Sheng . In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001036.

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2022Shadow banking and the bank lending channel of monetary policy in China. (2022). Wang, Yabin ; Cheng, Xiaoqiang. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:128:y:2022:i:c:s0261560622001139.

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2023The flight to safety during credit recovery: The role of implicit government guarantees. (2023). Wang, Zhiqiang ; Li, Yifei ; Xiong, Haifang ; Liu, Tianming. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000793.

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2022Disentangling the sources of sovereign rating adjustments: An examination of changes in rating policies following the GFC. (2022). Muoz, Carlos Salvador ; Cuadros-Solas, Pedro Jesus. In: Research in International Business and Finance. RePEc:eee:riibaf:v:59:y:2022:i:c:s0275531921001562.

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2023gouvernance financière des cryptomonnaies en Afrique. (2023). Bankole, Emmanuel ; Kamga, Marius Fotso. In: Journal of Academic Finance. RePEc:jaf:journl:v:14:y:2023:i:1:n:480.

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2023Institutions and Corporate Reputation: Evidence from Public Debt Markets. (2023). Lu, Haitian ; Hasan, Iftekhar ; Gu, Xian. In: Journal of Business Ethics. RePEc:kap:jbuset:v:183:y:2023:i:1:d:10.1007_s10551-021-05020-x.

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2023Dynamic 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.

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2022Stock Prices and Economic Activity in the Time of Coronavirus. (2022). Davis, Steven ; Sheng, Xuguang Simon ; Liu, Dingqian. In: IMF Economic Review. RePEc:pal:imfecr:v:70:y:2022:i:1:d:10.1057_s41308-021-00146-4.

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2023The 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.

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2022External shocks, cross-border flows and macroeconomic risks in emerging market economies. (2022). Sengupta, Rajeswari ; Goyal, Ashima ; Verma, Akhilesh K. In: Empirical Economics. RePEc:spr:empeco:v:62:y:2022:i:5:d:10.1007_s00181-021-02099-z.

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2022Do words hurt more than actions? The impact of trade tensions on financial markets. (2022). Pagliari, Maria Sole ; Ferrari Minesso, Massimo ; Kurcz, Frederik. In: Journal of Applied Econometrics. RePEc:wly:japmet:v:37:y:2022:i:6:p:1138-1159.

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2022Exchange Rate Sensitivity and the Net Foreign Asset Composition. (2022). Gardberg, Malin. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:2-3:p:569-598.

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2022Financial inclusion, mobile money and regulatory architecture. (2022). Wu, Jennifer Pedussel ; Were, Maureen ; Metzger, Martina. In: IPE Working Papers. RePEc:zbw:ipewps:2022022.

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2022FinTech, General Purpose Technology und Wohlfahrt. (2022). Treu, Johannes. In: IU Discussion Papers - Business & Management. RePEc:zbw:iubhbm:5juni2022.

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Marlene Amstad has edited the books:

YearTitleTypeCited

Works by Marlene Amstad:

YearTitleTypeCited
2020Investors risk attitudes in the pandemic and the stock market: new evidence based on internet searches In: BIS Bulletins.
[Full Text][Citation analysis]		paper8
2016A spare tire for capital markets: Fostering corporate bond markets in Asia In: BIS Papers.
[Full Text][Citation analysis]		book0
2015Sovereign ratings of advanced and emerging economies after the crisis In: BIS Quarterly Review.
[Full Text][Citation analysis]		article38
2014The FRBNY Staff Underlying Inflation Gauge: UIG In: BIS Working Papers.
[Full Text][Citation analysis]		paper11
2014The FRBNY staff underlying inflation gauge: UIG.(2014) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 11		paper
2014Developing an underlying inflation gauge for China In: BIS Working Papers.
[Full Text][Citation analysis]		paper6
2014Developing an underlying inflation gauge for China.(2014) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2016How do global investors differentiate between sovereign risks? The new normal versus the old In: BIS Working Papers.
[Full Text][Citation analysis]		paper25
2016How do global investors differentiate between sovereign risks? The new normal versus the old.(2016) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 25		article
2018Does sovereign risk in local and foreign currency differ? In: BIS Working Papers.
[Full Text][Citation analysis]		paper16
2020Does sovereign risk in local and foreign currency differ?.(2020) In: Journal of International Money and Finance.
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This paper has another version. Agregated cites: 16		article
2018Does Sovereign Risk in Local and Foreign Currency Differ?.(2018) In: IMES Discussion Paper Series.
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This paper has another version. Agregated cites: 16		paper
2021Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media In: BIS Working Papers.
[Full Text][Citation analysis]		paper5
2021Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media.(2021) In: CEPR Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5		paper
2009Are Weekly Inflation Forecasts Informative?* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article3
2008Are Weekly Inflation Forecasts Informative?.(2008) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 3		paper
2018Developing an underlying inflation gauge for China In: BOFIT Discussion Papers.
[Full Text][Citation analysis]		paper2
2004Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2005Shock Identification of Macroeconomic Forecasts Based on Daily Panels In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper0
2005Shock identification of macroeconomic forecasts based on daily panels.(2005) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0		paper
2005Shock Identification of Macroeconomic Forecasts based on Daily Panels.(2005) In: Working Papers.
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This paper has another version. Agregated cites: 0		paper
2005Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data In: CEPR Discussion Papers.
[Full Text][Citation analysis]		paper6
2005Time-varying pass-through from import prices to consumer prices: evidence from an event study with real-time data.(2005) In: Staff Reports.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2006Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data.(2006) In: Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 6		paper
2010Monthly pass-through ratios In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article4
2009Monthly pass-through ratios.(2009) In: Globalization Institute Working Papers.
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This paper has another version. Agregated cites: 4		paper
2009Do macroeconomic announcements move inflation forecasts? In: Review.
[Full Text][Citation analysis]		article2
2011Monetary policy implementation: common goals but different practices In: Current Issues in Economics and Finance.
[Full Text][Citation analysis]		article8
2017The New York Fed Staff Underlying Inflation Gauge (UIG) In: Economic Policy Review.
[Full Text][Citation analysis]		article7
2009Real time underlying inflation gauges for monetary policymakers In: Staff Reports.
[Full Text][Citation analysis]		paper19
2019Chinese Bond Market and Interbank Market In: NBER Working Papers.
[Full Text][Citation analysis]		paper19
2002Search theory and applied economic research In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2005The oil price and monetary policy – a new paradigm In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2019Regulating Fintech: Objectives, Principles, and Practices In: ADBI Working Papers.
[Full Text][Citation analysis]		paper4
2004Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment In: Working Papers.
[Full Text][Citation analysis]		paper5
2017Long-run effects of exchange rate appreciation: Another puzzle? In: Aussenwirtschaft.
[Full Text][Citation analysis]		article1

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