Marlene Amstad : Citation Profile


Are you Marlene Amstad?

Bank for International Settlements (BIS)

8

H index

6

i10 index

215

Citations

RESEARCH PRODUCTION:

9

Articles

26

Papers

1

Books

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   19 years (2002 - 2021). See details.
   Cites by year: 11
   Journals where Marlene Amstad has often published
   Relations with other researchers
   Recent citing documents: 28.    Total self citations: 22 (9.28 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pam86
   Updated: 2024-12-03    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)

Jalles, Joao (6)

Ponomarenko, Alexey (6)

Kotze, Kevin (6)

Deryugina, Elena (6)

Afonso, Antonio (5)

Watson, Mark (4)

Volz, Ulrich (4)

Matsuoka, Hideaki (4)

Mohaddes, Kamiar (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
MPRA Paper / University Library of Munich, Germany2
Working Papers / Swiss National Bank2

Recent works citing Marlene Amstad (2024 and 2023)


YearTitle of citing document
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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2023Inventory Management, Dealers Connections, and Prices in Over?the?Counter Markets. (2021). Foucault, Thierry ; Colliard, Jean-Edouard ; Hoffmann, Peter. In: Journal of Finance. RePEc:bla:jfinan:v:76:y:2021:i:5:p:2199-2247.

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2023Underlying inflation and asymmetric risks. (2023). Leiva-Leon, Danilo ; Pacce, Matias ; le Bihan, Herve. In: Working Paper Series. RePEc:ecb:ecbwps:20232848.

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2023Oil price uncertainty and the cost of debt: Evidence from the Chinese bond market. (2023). Zhang, Mingxin ; Wu, XI ; Jiang, Yan ; Gan, Tian. In: Journal of Asian Economics. RePEc:eee:asieco:v:87:y:2023:i:c:s104900782300057x.

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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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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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2024Inferential theory for generalized dynamic factor models. (2024). Hallin, Marc ; Barigozzi, Matteo ; Zaffaroni, Paolo ; Luciani, Matteo. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:2:s0304407623000593.

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2023Ownership structure and the cost of debt: Evidence from the Chinese corporate bond market. (2023). Lu, Haitian ; Hasan, Iftekhar ; Gu, Xian ; Chatterjee, Sris. In: Journal of Empirical Finance. RePEc:eee:empfin:v:73:y:2023:i:c:p:334-348.

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2024A Modigliani-Miller theorem for the public finances of globalized economies. (2024). Bossone, Biagio. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001893.

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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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2023Understanding sovereign credit ratings: Text-based evidence from the credit rating reports. (2023). Lonarski, Igor ; Slapnik, Ursula. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:88:y:2023:i:c:s1042443123001063.

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2023Sovereign creditworthiness and bank foreign ownership. An empirical investigation of the European banking sector. (2023). Nistor, Simona ; Niedzioka, Pawe ; Korzeb, Zbigniew. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001257.

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2024International trade network and stock market connectedness: Evidence from eleven major economies. (2024). Mishra, Tapas ; Patra, Ramakanta ; Raju, V L ; You, Kefei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000052.

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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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2023Return spillover across Chinas financial markets. (2023). Yang, Jimmy J ; Qin, Rong-Ling ; Mo, Wan-Shin ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001233.

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2023Does prospectus readability matter for bond issuance pricing? Evidence from China. (2023). Zhang, Tong ; Yang, Mozhu ; Li, Fengyu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001403.

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2023Financial advisors covert discrimination against long-term clients. (2023). Liu, Yu-Jane ; Shi, Yushui ; Wang, Chenhao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002457.

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2023Local Currency Sovereign Debt Markets, Global Financial Conditions and the Role of Foreign Investors. (2023). Suedekum, Guilherme. In: IHEID Working Papers. RePEc:gii:giihei:heidwp19-2023.

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2024Quantifying sovereign risk in the euro area. (2024). Sosvilla-Rivero, Simon ; Gomez-Puig, Marta ; Singh, Manish K. In: IREA Working Papers. RePEc:ira:wpaper:202403.

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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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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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2024Digital Payment, Household Consumption Behavior, and Financial Literacy. (2024). Minphimai, Anusorn. In: PIER Discussion Papers. RePEc:pui:dpaper:219.

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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.
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paper9
2016A spare tire for capital markets: Fostering corporate bond markets in Asia In: BIS Papers.
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book0
2015Sovereign ratings of advanced and emerging economies after the crisis In: BIS Quarterly Review.
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article41
2014The FRBNY Staff Underlying Inflation Gauge: UIG In: BIS Working Papers.
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paper11
2014The FRBNY staff underlying inflation gauge: UIG.(2014) In: Staff Reports.
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This paper has nother version. Agregated cites: 11
paper
2014Developing an underlying inflation gauge for China In: BIS Working Papers.
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paper6
2014Developing an underlying inflation gauge for China.(2014) In: Bruegel Working Papers.
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This paper has nother version. Agregated cites: 6
paper
2016How do global investors differentiate between sovereign risks? The new normal versus the old In: BIS Working Papers.
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paper27
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 nother version. Agregated cites: 27
article
2018Does sovereign risk in local and foreign currency differ? In: BIS Working Papers.
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paper18
2020Does sovereign risk in local and foreign currency differ?.(2020) In: Journal of International Money and Finance.
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This paper has nother version. Agregated cites: 18
article
2018Does Sovereign Risk in Local and Foreign Currency Differ?.(2018) In: IMES Discussion Paper Series.
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This paper has nother version. Agregated cites: 18
paper
2021Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media In: BIS Working Papers.
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paper6
2021Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media.(2021) In: CEPR Discussion Papers.
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This paper has nother version. Agregated cites: 6
paper
2009Are Weekly Inflation Forecasts Informative?* In: Oxford Bulletin of Economics and Statistics.
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article3
2008Are Weekly Inflation Forecasts Informative?.(2008) In: Working Papers.
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This paper has nother version. Agregated cites: 3
paper
2018Developing an underlying inflation gauge for China In: BOFIT Discussion Papers.
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paper2
2004Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment In: CEPR Discussion Papers.
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paper6
2005Shock Identification of Macroeconomic Forecasts Based on Daily Panels In: CEPR Discussion Papers.
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paper0
2005Shock identification of macroeconomic forecasts based on daily panels.(2005) In: Staff Reports.
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This paper has nother 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 nother 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.
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paper6
2005Time-varying pass-through from import prices to consumer prices: evidence from an event study with real-time data.(2005) In: Staff Reports.
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This paper has nother 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.
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This paper has nother version. Agregated cites: 6
paper
2010Monthly pass-through ratios In: Journal of Economic Dynamics and Control.
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article4
2009Monthly pass-through ratios.(2009) In: Globalization Institute Working Papers.
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This paper has nother version. Agregated cites: 4
paper
2009Do macroeconomic announcements move inflation forecasts? In: Review.
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article2
2011Monetary policy implementation: common goals but different practices In: Current Issues in Economics and Finance.
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article8
2017The New York Fed Staff Underlying Inflation Gauge (UIG) In: Economic Policy Review.
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article8
2009Real time underlying inflation gauges for monetary policymakers In: Staff Reports.
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paper19
2019Chinese Bond Market and Interbank Market In: NBER Working Papers.
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paper25
2002Search theory and applied economic research In: MPRA Paper.
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paper0
2005The oil price and monetary policy – a new paradigm In: MPRA Paper.
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paper0
2019Regulating Fintech: Objectives, Principles, and Practices In: ADBI Working Papers.
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paper5
2004Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment In: Working Papers.
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paper5
2017Long-run effects of exchange rate appreciation: Another puzzle? In: Aussenwirtschaft.
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article1

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