Antulio Bomfim : Citation Profile


Are you Antulio Bomfim?

Federal Reserve Board (Board of Governors of the Federal Reserve System)

10

H index

10

i10 index

503

Citations

RESEARCH PRODUCTION:

9

Articles

25

Papers

2

Books

1

Chapters

RESEARCH ACTIVITY:

   32 years (1991 - 2023). See details.
   Cites by year: 15
   Journals where Antulio Bomfim has often published
   Relations with other researchers
   Recent citing documents: 21.    Total self citations: 5 (0.98 %)

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   Permalink: http://citec.repec.org/pbo1128
   Updated: 2024-11-04    RAS profile: 2023-05-04    
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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:

Williams, John (13)

Rudebusch, Glenn (9)

Bredin, Don (9)

Demertzis, Maria (9)

Orphanides, Athanasios (8)

de Mendonça, Helder (8)

O'Reilly, Gerard (8)

Chuliá, Helena (7)

Di Bartolomeo, Giovanni (6)

Schaling, Eric (6)

Clark, Todd (6)

Cites to:

Waldman, Michael (8)

Bollerslev, Tim (8)

Thornton, Daniel (7)

Fernald, John (6)

Plosser, Charles (6)

Basu, Susanto (6)

Summers, Lawrence (6)

Kuttner, Kenneth (6)

Shiller, Robert (5)

Kydland, Finn (5)

Haltiwanger, John (5)

Main data


Where Antulio Bomfim has published?


Journals with more than one article published# docs
Journal of Monetary Economics2

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)


YearTitle of citing document
2023Volatility jumps and the classification of monetary policy announcements. (2023). Gallo, Giampiero ; Otranto, Edoardo ; Lacava, Demetrio. In: Papers. RePEc:arx:papers:2305.12192.

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2023Examining the Effect of Monetary Policy and Monetary Policy Uncertainty on Cryptocurrencies Market. (2023). Mahmoudi, Mohammadreza. In: Papers. RePEc:arx:papers:2311.10739.

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2023Effects 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.

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2024Understanding Inflation Expectations: Data, Drivers and Policy Implications. (2024). Tvrz, Stanislav ; Žáček, Jan ; Zacek, Jan ; Solc, Jan ; Snobl, Radek ; Musil, Karel ; Keseliova, Tatiana ; Brazdik, Frantisek. In: Working Papers. RePEc:cnb:wpaper:2024/3.

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2023International 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.

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2023Flexible 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.

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2023Can 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.

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2024Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices. (2024). Zhang, Xuewen ; Dai, Peng-Fei ; Wang, Jiqiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001944.

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2023Forecasting 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.

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2023Monetary 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.

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2024Are prudent monetary and fiscal policy drivers of FDI inflows?. (2024). Tiberto, Bruno Pires ; de Mendona, Helder Ferreira. In: Latin American Journal of Central Banking (previously Monetaria). RePEc:eee:lajcba:v:5:y:2024:i:1:s2666143824000024.

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2023The macroeconomic announcement premium and information environment. (2023). Zhao, Shen ; Zhang, Chu. In: Journal of Monetary Economics. RePEc:eee:moneco:v:139:y:2023:i:c:p:55-73.

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2023Dynamic 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.

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2024Monetary 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.

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2023Central 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.

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2023The 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..

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2024Is bitcoin an inflation hedge?. (2024). Colombo, Jéfferson ; Rodriguez, Harold. In: MPRA Paper. RePEc:pra:mprapa:120477.

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2023Economic 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.

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2024What is the effect of imported inflation and central bank credibility on the poor and rich?. (2024). Trigo, Natalia Ferreira ; de Mendona, Helder Ferreira. In: Applied Economics. RePEc:taf:applec:v:56:y:2024:i:21:p:2520-2543.

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Works by Antulio Bomfim:


YearTitleTypeCited
1997Bonded Rationality and Strategic Complementarity in a Macroeconomic Model: Policy Effects, Persistence and Multipliers. In: Economic Journal.
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article13
1997Bounded 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
1996Bounded Rationality and Strategic Complementarity in a Macroeconomic Model: Policy Effects, Persistence and Multipliers.(1996) In: NBER Working Papers.
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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.
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This paper has nother version. Agregated cites: 13
paper
2003Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market In: Journal of Banking & Finance.
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article203
2001Heterogeneous forecasts and aggregate dynamics In: Journal of Monetary Economics.
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article11
2000Heterogeneous forecasts and aggregate dynamics.(2000) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 11
paper
2001Measurement error in general equilibrium: the aggregate effects of noisy economic indicators In: Journal of Monetary Economics.
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article14
1999Measurement error in general equilibrium: the aggregate effects of noisy economic indicators.(1999) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 14
paper
2004Understanding Credit Derivatives and Related Instruments In: Elsevier Monographs.
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book0
2015Understanding Credit Derivatives and Related Instruments.(2015) In: Elsevier Monographs.
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This paper has nother version. Agregated cites: 0
book
1994Macroeconomic management and the division of powers in Brazil: Perspectives for the 1990s In: World Development.
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article4
2023Credit default swaps In: Chapters.
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chapter0
2022Credit Default Swaps.(2022) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 0
paper
1997Opportunistic and deliberate disinflation under imperfect credibility In: Working Papers in Applied Economic Theory.
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paper120
1998Opportunistic and deliberate disinflation under imperfect credibility.(1998) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 120
paper
2000Opportunistic and Deliberate Disinflation under Imperfect Credibility..(2000) In: Journal of Money, Credit and Banking.
[Citation analysis]
This paper has nother version. Agregated cites: 120
article
2019\Forecasting the Forecasts of Others:\ Expectational Heterogeneity and Aggregate Dynamics In: Finance and Economics Discussion Series.
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paper3
1996\Forecasting the forecasts of others.\ Expectational heterogeneity and aggregate dynamics.(1996) In: Finance and Economics Discussion Series.
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This paper has nother version. Agregated cites: 3
paper
1997Expectations, learning and the costs of disinflation: experiments using the FRB/US model In: Finance and Economics Discussion Series.
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paper14
1999Do noisy data exacerbate cyclical volatility? In: Finance and Economics Discussion Series.
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paper0
2000Making news: financial market effects of Federal Reserve disclosure practices In: Finance and Economics Discussion Series.
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paper31
2000Pre-announcement effects, news, and volatility: monetary policy and the stock market In: Finance and Economics Discussion Series.
[Full Text][Citation analysis]
paper3
2001Optimal portfolio allocation in a world without Treasury securities In: Finance and Economics Discussion Series.
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paper0
2003Optimal portfolio allocation in a world without Treasury securities.(2003) In: Journal of Asset Management.
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This paper has nother version. Agregated cites: 0
article
2001Understanding credit derivatives and their potential to synthesize riskless assets In: Finance and Economics Discussion Series.
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paper0
2001Measuring equilibrium real interest rates: what can we learn from yields on indexed bonds? In: Finance and Economics Discussion Series.
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paper17
2003Counterparty credit risk in interest rate swaps during times of market stress In: Finance and Economics Discussion Series.
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paper4
2003Monetary policy and the yield curve In: Finance and Economics Discussion Series.
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paper12
2003Interest rates as options: assessing the markets view of the liquidity trap In: Finance and Economics Discussion Series.
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paper9
1992Near-rationality and strategic complementarity in a macroeconomic model: policy effects, persistence and multipliers In: Finance and Economics Discussion Series.
[Citation analysis]
paper1
1993Forecast-heterogeneity in the business cycle: small deviations from rationality, large dynamic effects In: Finance and Economics Discussion Series.
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paper0
1995The equilibrium Fed funds rate and the indicator properties of term- structure spreads In: Finance and Economics Discussion Series.
[Citation analysis]
paper38
1997The 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
1999Profits and balance sheet developments at U.S. commercial banks in 1998 In: Federal Reserve Bulletin.
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article2
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.
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paper0
1991Macroeconomic management and the division of powers in Brazil : perspectives for the nineties In: Policy Research Working Paper Series.
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paper4

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