12
H index
13
i10 index
1554
Citations
Banca d'Italia | 12 H index 13 i10 index 1554 Citations RESEARCH PRODUCTION: 13 Articles 29 Papers 1 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Chiara Scotti. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
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| International Journal of Central Banking | 2 |
| Journal of Monetary Economics | 2 |
| Year | Title of citing document | |
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| 2024 | Are professional forecasters inattentive to public discussions? The case of inflation in Argentina. (2024). Aromi, J. Daniel ; Llada, Martin. In: Working Papers. RePEc:aoz:wpaper:300. Full description at Econpapers || Download paper | |
| 2025 | Policy Choice in Time Series by Empirical Welfare Maximization. (2024). Wang, Weining ; Kitagawa, Toru ; Xu, Mengshan. In: Papers. RePEc:arx:papers:2205.03970. Full description at Econpapers || Download paper | |
| 2024 | Prediction intervals for economic fixed-event forecasts. (2024). Plett, Hendrik ; Kruger, Fabian. In: Papers. RePEc:arx:papers:2210.13562. Full description at Econpapers || Download paper | |
| 2024 | Monthly GDP nowcasting with Machine Learning and Unstructured Data. (2024). TENORIO, JUAN ; Perez, Wilder. In: Papers. RePEc:arx:papers:2402.04165. Full description at Econpapers || Download paper | |
| 2025 | Functional Linear Projection and Impulse Response Analysis. (2025). Seong, Dakyung. In: Papers. RePEc:arx:papers:2503.08364. Full description at Econpapers || Download paper | |
| 2025 | Forecasting U.S. equity market volatility with attention and sentiment to the economy. (2025). Ly, Vstefan ; Halouskov, Martina. In: Papers. RePEc:arx:papers:2503.19767. Full description at Econpapers || Download paper | |
| 2025 | Unemployment Dynamics Forecasting with Machine Learning Regression Models. (2025). Kim, Kyungsu. In: Papers. RePEc:arx:papers:2505.01933. Full description at Econpapers || Download paper | |
| 2025 | Federal Reserve Communication and the COVID-19 Pandemic. (2025). Saadon, Yossi ; Benchimol, Jonathan ; Kazinnik, Sophia. In: Papers. RePEc:arx:papers:2508.04830. Full description at Econpapers || Download paper | |
| 2025 | A Case for AXI. (2025). Tsyrennikov, Viktor. In: Papers. RePEc:arx:papers:2509.03035. Full description at Econpapers || Download paper | |
| 2024 | Inflation, Attention and Expectations. (2024). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: Working Papers. RePEc:bbh:wpaper:24-05. Full description at Econpapers || Download paper | |
| 2025 | Dissent in Monetary Policy Decisions: Effects, Channels and Implications. (2025). Hubert, Paul ; Blot, Christophe ; Labondance, Fabien. In: Working papers. RePEc:bfr:banfra:1001. Full description at Econpapers || Download paper | |
| 2025 | Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2025). Levieuge, Grgory ; Sahuc, Jean-Guillaume ; Revelo, Jos Garca. In: Working papers. RePEc:bfr:banfra:1018. Full description at Econpapers || Download paper | |
| 2024 | Coordinating the Message: Media Coverage of Fed News and Market Reactions. (2024). Istrefi, Klodiana ; Sagna, Baeatrice ; Herbert, Sylvaerie. In: Working papers. RePEc:bfr:banfra:983. Full description at Econpapers || Download paper | |
| 2024 | Monetary policy in the news: communication pass-through and inflation expectations. (2024). Sandri, Damiano ; Mijakovic, Andrej ; De Fiore, Fiorella ; Maurin, Alexis. In: BIS Working Papers. RePEc:bis:biswps:1231. Full description at Econpapers || Download paper | |
| 2025 | Word2Prices: embedding central bank communications for inflation prediction. (2025). Lenza, Michele ; Bokan, Nikola ; Godoy, Douglas Kiarelly ; Comazzi, Fabio Alberto. In: BIS Working Papers. RePEc:bis:biswps:1253. Full description at Econpapers || Download paper | |
| 2024 | How certain are we about the role of uncertainty in the economy?. (2024). Herwartz, Helmut ; Lange, Alexander. In: Economic Inquiry. RePEc:bla:ecinqu:v:62:y:2024:i:1:p:126-149. Full description at Econpapers || Download paper | |
| 2024 | When all speak, should we listen? A cross‐country analysis of disagreement in policymaking and its implications. (2024). Sil, Rounak ; Banerjee, Spandan ; Kurup, Unninarayanan ; Paramanik, Rajendra N. In: Economic Notes. RePEc:bla:ecnote:v:53:y:2024:i:2:n:e12234. Full description at Econpapers || Download paper | |
| 2024 | Future directions in nowcasting economic activity: A systematic literature review. (2024). Pekarskiene, Irena ; Lukauskas, Mantas ; Grybauskas, Andrius ; Bruneckiene, Jurgita ; Pilinkiene, Vaida ; Stundziene, Alina. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:4:p:1199-1233. Full description at Econpapers || Download paper | |
| 2024 | Do Financial Markets Respond to Populist Rhetoric?. (2024). Gne, Gkhan Ahn ; Demralp, Selva ; Akmakli, Cem. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:541-567. Full description at Econpapers || Download paper | |
| 2025 | Agreed and Disagreed Uncertainty. (2025). Zanetti, Francesco ; Korobilis, Dimitris ; Gambetti, Luca. In: Working Papers. RePEc:bny:wpaper:0137. Full description at Econpapers || Download paper | |
| 2025 | SPEAKING OF INFLATION: THE INFLUENCE OF FED SPEECHES ON EXPECTATIONS. (2025). Melosi, Leonardo ; Larsen, Vegard H ; Meggiorini, Greta ; Granziera, Eleonora. In: Working Papers. RePEc:bny:wpaper:0142. Full description at Econpapers || Download paper | |
| 2024 | Japans Unconventional Monetary Policy and the Exchange Rate Dynamics. (2024). Sakura, Kenichi ; Kawamoto, Takuji ; Ikkatai, Kota. In: Bank of Japan Working Paper Series. RePEc:boj:bojwps:wp24e23. Full description at Econpapers || Download paper | |
| 2025 | The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, Jagjit ; Zampolli, F ; Turner, P. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2519. Full description at Econpapers || Download paper | |
| 2025 | The Interest Rate Effects of Government Debt Maturity: Solving the Bond Conundrum. (2025). Chadha, Jagjit ; Turner, P ; Zampolli, F. In: Janeway Institute Working Papers. RePEc:cam:camjip:2511. Full description at Econpapers || Download paper | |
| 2024 | Are We Fragmented Yet? Measuring Geopolitical Fragmentation and Its Causal Effects. (2024). Song, Dongho ; Fernandez-Villaverde, Jesus ; Mineyama, Tomohide. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11192. Full description at Econpapers || Download paper | |
| 2024 | Stagflationary Stock Returns. (2024). Timmer, Yannick ; Knox, Ben. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11236. Full description at Econpapers || Download paper | |
| 2025 | The Dollar Channel of Monetary Policy Transmission. (2025). Meisenzahl, Ralf R ; Schmidt-Eisenlohr, Tim ; Niepmann, Friederike. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11777. Full description at Econpapers || Download paper | |
| 2025 | Speaking of Inflation: The Influence of Fed Speeches on Expectations. (2025). Granziera, Eleonora ; Larsen, Vegard H ; Melosi, Leonardo ; Meggiorini, Greta. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11992. Full description at Econpapers || Download paper | |
| 2024 | Central Bank Independence at Low Interest Rates. (2024). Garcia, Benjamin ; Skaperdas, Arsenios. In: Working Papers Central Bank of Chile. RePEc:chb:bcchwp:1003. Full description at Econpapers || Download paper | |
| 2025 | Inflation, Attention and Expectations. (2025). Stevanovic, Dalibor ; Marcellino, Massimiliano ; Briand, Etienne. In: CIRANO Working Papers. RePEc:cir:cirwor:2025s-01. Full description at Econpapers || Download paper | |
| 2025 | Dissent in Monetary Policy Decisions: Effects, Channels and Implications. (2025). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: Working Papers. RePEc:crb:wpaper:2025-07. Full description at Econpapers || Download paper | |
| 2024 | Is There an Information Channel of Monetary Policy?. (2024). Kriwoluzky, Alexander ; Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp2084. Full description at Econpapers || Download paper | |
| 2024 | Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Garcia-Revelo, Jose ; Levieuge, Gregory. In: EconomiX Working Papers. RePEc:drm:wpaper:2024-13. Full description at Econpapers || Download paper | |
| 2025 | Dissent in Monetary Policy Decisions: Effects, Channels and Implications. (2025). Labondance, Fabien ; Hubert, Paul ; Blot, Christophe. In: EconomiX Working Papers. RePEc:drm:wpaper:2025-31. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric monetary policy spillovers: the role of supply chains, credit networks and fear of floating. (2024). Ozkan, Gulcin ; Mistak, Jakub. In: Working Paper Series. RePEc:ecb:ecbwps:20242995. Full description at Econpapers || Download paper | |
| 2024 | Trust in central banks. (2024). Ehrmann, Michael. In: Working Paper Series. RePEc:ecb:ecbwps:20243006. Full description at Econpapers || Download paper | |
| 2025 | Word2Prices: embedding central bank communications for inflation prediction. (2025). Lenza, Michele ; Comazzi, Fabio Alberto ; Araujo, Douglas ; Bokan, Nikola. In: Working Paper Series. RePEc:ecb:ecbwps:20253047. Full description at Econpapers || Download paper | |
| 2025 | Heterogeneous intermediaries in the transmission of central bank corporate bond purchases. (2025). Holm-Hadulla, Fdric ; Leombroni, Matteo. In: Working Paper Series. RePEc:ecb:ecbwps:20253101. Full description at Econpapers || Download paper | |
| 2025 | What can newspaper articles reveal about the euro area economy?. (2025). Saiz, Lorena ; Magro, Manuel Medina. In: Working Paper Series. RePEc:ecb:ecbwps:20253122. Full description at Econpapers || Download paper | |
| 2025 | Climate policy uncertainty and analyst forecast quality for greenhouse gas-intensive firms. (2025). Lin, K C ; Dong, Xiaobo. In: Advances in accounting. RePEc:eee:advacc:v:68:y:2025:i:c:s0882611025000124. Full description at Econpapers || Download paper | |
| 2024 | Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period. (2024). Padhan, Rakesh ; Prabheesh, K P ; Bhat, Javed Ahmad. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000982. Full description at Econpapers || Download paper | |
| 2024 | Dynamic industry uncertainty networks and the business cycle. (2024). faff, robert ; Baruník, Jozef ; Bevilacqua, Mattia. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:159:y:2024:i:c:s0165188923001999. Full description at Econpapers || Download paper | |
| 2024 | International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:162:y:2024:i:c:s0165188924000411. Full description at Econpapers || Download paper | |
| 2025 | Financial market responses to the policy language of forward guidance: Evidence from China. (2025). Wang, Yulong ; Nie, LI ; Shi, Kai. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:317-335. Full description at Econpapers || Download paper | |
| 2024 | Exchange rates, uncertainty, and price-setting: Evidence from CPI microdata. (2024). Lopez-Martin, Bernabe ; Canales, Mario. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001184. Full description at Econpapers || Download paper | |
| 2024 | International spillovers of conventional versus new monetary policy. (2024). Hashmi, Aamir ; Nsafoah, Dennis. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s0264999324001688. Full description at Econpapers || Download paper | |
| 2025 | Unveiling consumption patterns during COVID-19: Insights from credit cards. (2025). Villa, Stefania ; Emiliozzi, Simone ; Rondinelli, Concetta. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000665. Full description at Econpapers || Download paper | |
| 2024 | Stock market responses to unconventional monetary policy shocks. (2024). Jang, Woon Wook ; Ho, Young ; Wang, Jialing. In: Economics Letters. RePEc:eee:ecolet:v:244:y:2024:i:c:s0165176524004300. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical tensions and banks’ stock market performance. (2025). Urom, Christian ; Boungou, Whelsy. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176524005779. Full description at Econpapers || Download paper | |
| 2024 | Advances in nowcasting economic activity: The role of heterogeneous dynamics and fat tails. (2024). Petrella, Ivan ; Drechsel, Thomas ; Antolin-Diaz, Juan. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003500. Full description at Econpapers || Download paper | |
| 2025 | When uncertainty and volatility are disconnected: Implications for asset pricing and portfolio performance. (2025). At-Sahalia, Yacine ; Matthys, Felix ; Osambela, Emilio ; Sircar, Ronnie. In: Journal of Econometrics. RePEc:eee:econom:v:248:y:2025:i:c:s0304407623003706. Full description at Econpapers || Download paper | |
| 2025 | A large confirmatory dynamic factor model for stock market returns in different time zones. (2025). Wu, Jianbin ; Tang, Haihan ; Linton, Oliver B. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pb:s0304407625000259. Full description at Econpapers || Download paper | |
| 2025 | Mind your language: Market responses to central bank speeches. (2025). Neely, Christopher ; Yang, Xiye ; Ahrens, Maximilian ; Erdemlioglu, Deniz ; McMahon, Michael. In: Journal of Econometrics. RePEc:eee:econom:v:249:y:2025:i:pc:s0304407624002720. Full description at Econpapers || Download paper | |
| 2025 | Inference for large dimensional factor models under general missing data patterns. (2025). Su, Liangjun ; Wang, FA. In: Journal of Econometrics. RePEc:eee:econom:v:250:y:2025:i:c:s0304407625000764. Full description at Econpapers || Download paper | |
| 2024 | Markov-Switching Models with State-Dependent Time-Varying Transition Probabilities. (2024). Sola, Martin ; Psaradakis, Zacharias. In: Econometrics and Statistics. RePEc:eee:ecosta:v:29:y:2024:i:c:p:49-63. Full description at Econpapers || Download paper | |
| 2024 | The impact of monetary policy shocks on net worth and consumption across races in the United States. (2024). Gomez-Fernandez, Nerea ; Albert, Juan-Francisco. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:1:s0939362523001176. Full description at Econpapers || Download paper | |
| 2024 | US uncertainty shocks on real and financial markets: A multi-country perspective. (2024). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose. In: Economic Systems. RePEc:eee:ecosys:v:48:y:2024:i:3:s0939362524000025. Full description at Econpapers || Download paper | |
| 2024 | The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert. In: European Economic Review. RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x. Full description at Econpapers || Download paper | |
| 2024 | Does one (unconventional) size fit all? Effects of the ECB’s unconventional monetary policies on the euro area economies. (2024). Pagliari, Maria Sole. In: European Economic Review. RePEc:eee:eecrev:v:168:y:2024:i:c:s0014292124001466. Full description at Econpapers || Download paper | |
| 2024 | Are FX communications effective? Evidence from emerging markets. (2024). Sanchez-Jabba, Andres ; Parra-Polanía, Julián ; Sarmiento, Miguel ; Parra-Polania, Julian. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014123000961. Full description at Econpapers || Download paper | |
| 2025 | Global monetary policy surprises and their transmission to emerging market economies: An external VAR analysis. (2025). Beltrn, Felipe. In: Emerging Markets Review. RePEc:eee:ememar:v:68:y:2025:i:c:s1566014125000822. Full description at Econpapers || Download paper | |
| 2024 | Certainty of uncertainty for asset pricing. (2024). Meng, Lingchao ; Kang, Jie ; Jiang, Fuwei. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000367. Full description at Econpapers || Download paper | |
| 2025 | Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies. (2025). GUPTA, RANGAN ; Demirer, Riza ; Cepni, Oguzhan ; Luo, Jiawen. In: Journal of Empirical Finance. RePEc:eee:empfin:v:81:y:2025:i:c:s0927539825000179. Full description at Econpapers || Download paper | |
| 2024 | Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584. Full description at Econpapers || Download paper | |
| 2025 | Oil price shocks and the connectedness of US state-level financial markets. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Cunado, Juncal ; Polat, Onur. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008375. Full description at Econpapers || Download paper | |
| 2025 | Stock returns and macroeconomic uncertainty. (2025). Smedts, Kristien ; Nguyen, Thao P ; Iania, Leonardo. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925003503. Full description at Econpapers || Download paper | |
| 2025 | Financial uncertainties drive extreme risks in China. (2025). Huang, Shupei ; Lucey, Brian M ; Wang, Xinya. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s105752192500434x. Full description at Econpapers || Download paper | |
| 2025 | Examining high-frequency patterns in Robinhood users’ trading behavior. (2025). Aymard, Clment ; Cenesizoglu, Tolga ; Ardia, David. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004569. Full description at Econpapers || Download paper | |
| 2025 | Cash holdings and risk-adjusted returns: The role of business strategy, life cycle, and managerial ability. (2025). Zumwalt, Kenton J ; Schwebach, Robert G ; Miao, Hong ; Gasbarro, Dominic. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004636. Full description at Econpapers || Download paper | |
| 2024 | Investigating extreme linkage topology in the aerospace and defence industry. (2024). Sheenan, Lisa ; Tang, Yayan ; Bouri, Elie ; Quinn, Barry. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400098x. Full description at Econpapers || Download paper | |
| 2024 | Connectedness across meme assets and sectoral markets: Determinants and portfolio management. (2024). Elsayed, Ahmed ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Kausar. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001091. Full description at Econpapers || Download paper | |
| 2024 | Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal. (2024). Farina, Vincenzo ; Gufler, Ivan ; Carlini, Federico ; Previtali, Daniele. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001108. Full description at Econpapers || Download paper | |
| 2024 | Spillover effects of monetary policy and information shocks. (2024). Suardi, Sandy ; Khrashchevskyi, Ian ; Xu, Caihong ; Hou, Ai Jun. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001016. Full description at Econpapers || Download paper | |
| 2024 | Arbitrage opportunities and efficiency tests in crypto derivatives. (2024). Chen, XI ; Alexander, Carol ; Wang, Tianyi ; Deng, Jun. In: Journal of Financial Markets. RePEc:eee:finmar:v:71:y:2024:i:c:s138641812400048x. Full description at Econpapers || Download paper | |
| 2025 | The determinants of funding liquidity risk in decentralized lending. (2025). Pham, Thi Thu Tra ; Tra, Thi Thu ; Thanh, Binh Nguyen ; Nguyen, Minh Hong. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028324001273. Full description at Econpapers || Download paper | |
| 2025 | Term premia and credit risk in emerging markets: The role of U.S. monetary policy. (2025). Sols, Pavel. In: Journal of International Economics. RePEc:eee:inecon:v:154:y:2025:i:c:s0022199625000017. Full description at Econpapers || Download paper | |
| 2024 | Forecasting international financial stress: The role of climate risks. (2024). Pierdzioch, Christian ; GUPTA, RANGAN ; del Fava, Santino ; Rognone, Lavinia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:92:y:2024:i:c:s1042443124000416. Full description at Econpapers || Download paper | |
| 2024 | Dependence of green energy markets on big data and other fourth industrial revolution technologies. (2024). Vigne, Samuel ; Urom, Christian ; Ndubuisi, Gideon ; Guesmi, Khaled ; Benkraiem, Ramzi. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001276. Full description at Econpapers || Download paper | |
| 2024 | Back to the present: Learning about the euro area through a now-casting model. (2024). Modugno, Michele ; Giannone, Domenico ; Cascaldi-Garcia, Danilo. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:661-686. Full description at Econpapers || Download paper | |
| 2024 | Daily growth at risk: Financial or real drivers? The answer is not always the same. (2024). Uribe, Jorge ; Chuliá, Helena ; Garron, Ignacio ; Chulia, Helena. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:2:p:762-776. Full description at Econpapers || Download paper | |
| 2024 | Reservoir computing for macroeconomic forecasting with mixed-frequency data. (2024). van Huellen, Sophie ; Dellaportas, Petros ; Hirt, Marcel ; Grigoryeva, Lyudmila ; Ortega, Juan-Pablo ; Ballarin, Giovanni. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:3:p:1206-1237. Full description at Econpapers || Download paper | |
| 2024 | An assessment of the marginal predictive content of economic uncertainty indexes and business conditions predictors. (2024). Liu, Yang ; Swanson, Norman R. In: International Journal of Forecasting. RePEc:eee:intfor:v:40:y:2024:i:4:p:1391-1409. Full description at Econpapers || Download paper | |
| 2024 | Central bank policies and financial markets: Lessons from the euro crisis. (2024). Nedeljkovic, Milan ; Mody, Ashoka. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:158:y:2024:i:c:s0378426623002248. Full description at Econpapers || Download paper | |
| 2025 | Predicting individual corporate bond returns. (2025). Feng, Guanhao ; He, Xin ; Wu, Chunchi ; Wang, Yanchu. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:171:y:2025:i:c:s0378426624002863. Full description at Econpapers || Download paper | |
| 2025 | The short-duration premium and news announcements. (2025). Meyerhof, Paul ; Beckmeyer, Heiner. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:176:y:2025:i:c:s0378426625000652. Full description at Econpapers || Download paper | |
| 2024 | Uncertainty and macroeconomic forecasts: Evidence from survey data. (2024). Qiu, Yajie ; Liu, Xiaoquan ; Deschamps, Bruno. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:224:y:2024:i:c:p:463-480. Full description at Econpapers || Download paper | |
| 2024 | Effect of conventional and unconventional monetary policy shocks on housing prices in Canada. (2024). Nsafoah, Dennis ; Dery, Cosmas. In: Journal of Housing Economics. RePEc:eee:jhouse:v:64:y:2024:i:c:s1051137724000123. Full description at Econpapers || Download paper | |
| 2024 | Asset purchases and sovereign bond spreads in the euro area during the pandemic. (2024). Blotevogel, Robert ; Hudecz, Gergely ; Vangelista, Elisabetta. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001791. Full description at Econpapers || Download paper | |
| 2024 | Quantitative easing and the spillover effects from the crude oil market to other financial markets: Evidence from QE1 to QE3. (2024). Lyu, Yongjian ; Zhang, Xinyu ; Yang, MO ; Cao, Jin ; Liu, Jiatao. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:140:y:2024:i:c:s0261560623001900. Full description at Econpapers || Download paper | |
| 2024 | To what extent are tariffs offset by exchange rates?. (2024). Jeanne, Olivier ; Son, Jeongwon. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000020. Full description at Econpapers || Download paper | |
| 2024 | Effects of the ECB’s communication on government bond spreads. (2024). Camarero Garcia, Sebastian ; Zimmermann, Lilli ; Russnak, Jan ; Neugebauer, Frederik. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:142:y:2024:i:c:s0261560624000287. Full description at Econpapers || Download paper | |
| 2024 | Metal and energy price uncertainties and the global economy. (2024). Sheen, Jeffrey ; Ponomareva, Natalia ; Wang, Ben Zhe. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000317. Full description at Econpapers || Download paper | |
| 2024 | Heterogeneous macro and financial effects of ECB asset purchase programs. (2024). Kole, Erik ; van der Zwan, Terri ; van der Wel, Michel. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000603. Full description at Econpapers || Download paper | |
| 2024 | China’s GDP-at-Risk: Real-Time Monitoring, Risk Tracing, and Macroeconomic Policy Effects. (2024). Gao, Xiang ; Lv, Wenqiang ; Koedijk, Kees G ; Sui, Jianli. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:147:y:2024:i:c:s0261560624001372. Full description at Econpapers || Download paper | |
| 2024 | An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001396. Full description at Econpapers || Download paper | |
| 2024 | Does US financial uncertainty spill over through the (asymmetric) international credit channel? The role of market expectations. (2024). Huang, Yu-Fan ; Liao, Wenting ; Wang, Taining. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:148:y:2024:i:c:s026156062400158x. Full description at Econpapers || Download paper | |
| 2025 | The market stabilization role of central bank asset purchases: High-frequency evidence from the COVID-19 crisis. (2025). Bernardini, Marco ; de Nicola, Annalisa. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560624002444. Full description at Econpapers || Download paper | |
| 2025 | Stablecoin price dynamics under a peg-stabilising mechanism. (2025). Lo, Chi-Fai ; Wong, Andrew ; Hui, Cho-Hoi. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:152:y:2025:i:c:s0261560625000154. Full description at Econpapers || Download paper | |
| 2025 | The effect of oil prices on the US shipping stock prices: The mediating role of freight rates and economic indicators. (2025). Merika, Anna ; Andrikopoulos, Andreas ; Stoupos, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:38:y:2025:i:c:s2405851325000182. Full description at Econpapers || Download paper | |
| 2024 | Resilience through mineral resource development, oil, and natural resource efficiency: Strengthening economies. (2024). Nazir, Sidra ; Yan, Youliang ; Jia, Miaoyin ; Lu, Gan. In: Resources Policy. RePEc:eee:jrpoli:v:91:y:2024:i:c:s030142072400309x. Full description at Econpapers || Download paper | |
| 2024 | The impact of uncertainty shocks on energy transition metal prices. (2024). Ugolini, Andrea ; Reboredo, Juan. In: Resources Policy. RePEc:eee:jrpoli:v:95:y:2024:i:c:s0301420724005282. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2009 | Real-Time Measurement of Business Conditions In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 490 |
| 2007 | Real-time measurement of business conditions.(2007) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 490 | paper | |
| 2008 | Real-time measurement of business conditions.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 490 | paper | |
| 2008 | Real-Time Measurement of Business Conditions.(2008) In: NBER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 490 | paper | |
| 2007 | Real-Time Measurement of Business Conditions.(2007) In: PIER Working Paper Archive. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 490 | paper | |
| 2006 | Real-Time Measurement of Business Conditions.(2006) In: Computing in Economics and Finance 2006. [Citation analysis] This paper has nother version. Agregated cites: 490 | paper | |
| In: . [Full Text][Citation analysis] | article | 74 | |
| 2015 | Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact? In: Boston College Working Papers in Economics. [Full Text][Citation analysis] | paper | 24 |
| 2016 | Is the intrinsic value of macroeconomic news announcements related to their asset price impact?.(2016) In: Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2015 | Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?.(2015) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 24 | paper | |
| 2022 | Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements In: Journal of Econometrics. [Full Text][Citation analysis] | article | 45 |
| 2021 | Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements.(2021) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 45 | paper | |
| 2008 | Markov switching GARCH models of currency turmoil in Southeast Asia In: Emerging Markets Review. [Full Text][Citation analysis] | article | 33 |
| 2007 | Markov switching GARCH models of currency turmoil in southeast Asia.(2007) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
| 2019 | Does anyone listen when politicians talk? The effect of political commentaries on policy rate decisions and expectations In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 12 |
| 2016 | Does Anyone Listen when Politicians Talk? The Effect of Political Commentaries on Policy Rate Decisions and Expectations.(2016) In: Finance and Economics Discussion Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
| 2016 | Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 250 |
| 2013 | Surprise and uncertainty indexes: real-time aggregation of real-activity macro surprises.(2013) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 250 | paper | |
| 2017 | Is the intrinsic value of a macroeconomic news announcement related to its asset price impact? In: Journal of Monetary Economics. [Full Text][Citation analysis] | article | 45 |
| 2011 | Has International Financial Co-Movement Changed? Emerging Markets in the 2007–2009 Financial Crisis In: Contemporary Studies in Economic and Financial Analysis. [Full Text][Citation analysis] | chapter | 2 |
| 2010 | Has international financial co-movement changed? Emerging markets in the 2007-2009 financial crisis.(2010) In: International Finance Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2023 | Financial Shocks in an Uncertain Economy In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2019 | Measuring the Liquidity Profile of Mutual Funds In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 3 |
| 2020 | Measuring the Liquidity Profile of Mutual Funds.(2020) In: International Journal of Central Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2021 | The COVID-19 Crisis and the Federal Reserves Policy Response In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 10 |
| 2022 | The Financial Stability Implications of Digital Assets In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 8 |
| 2024 | The Financial Stability Implications of Digital Assets.(2024) In: Economic Policy Review. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
| 2022 | The Financial Stability Implications of Digital Assets.(2022) In: Staff Reports. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
| 2023 | Fed Communication, News, Twitter, and Echo Chambers In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2024 | Interconnectedness in the Corporate Bond Market In: Finance and Economics Discussion Series. [Full Text][Citation analysis] | paper | 0 |
| 2020 | Monitoring the Liquidity Profile of Mutual Funds In: FEDS Notes. [Full Text][Citation analysis] | paper | 0 |
| 2020 | How Correlated is LIBOR with Bank Funding Costs? In: FEDS Notes. [Full Text][Citation analysis] | paper | 3 |
| 2014 | Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 181 |
| 2016 | Unconventional Monetary Policy and International Risk Premia In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 104 |
| 2018 | Unconventional Monetary Policy and International Risk Premia.(2018) In: Journal of Money, Credit and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | article | |
| 2021 | Macroeconomic and Financial Risks: A Tale of Mean and Volatility In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 9 |
| 2006 | A bivariate model of Fed and ECB main policy rates In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 6 |
| 2009 | Exchange rates dependence: what drives it? In: International Finance Discussion Papers. [Full Text][Citation analysis] | paper | 8 |
| 2011 | A Bivariate Model of Federal Reserve and ECB Main Policy Rates In: International Journal of Central Banking. [Full Text][Citation analysis] | article | 28 |
| 2014 | Evaluating asset-market effects of unconventional monetary policy: a multi-country review In: Economic Policy. [Full Text][Citation analysis] | article | 205 |
| 2003 | Markov Switching Garch Models of Currency Crises in Southeast Asia In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 9 |
| 2008 | Real-Time Measurement of Business Conditions, Second Version In: PIER Working Paper Archive. [Full Text][Citation analysis] | paper | 5 |
| 2014 | Comment In: Journal of Business & Economic Statistics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team