Jeffery D. Amato - Central Bank Research Hub

Papers by year: All | 2006 | 2005 | 2004 | 2003

Title Other author(s)

Macro factors in the term structure of credit spreads

Bank for International Settlements Working papers [View] (Paper: 203, 17.03.2006)

JEL: C13, C32, E44, E52, G12, G13, G14

Risk aversion and risk premia in the CDS market

Bank for International Settlements Quarterly Review [View] (Paper: 0512e, 05.12.2005)

JEL: G12, G13, G14

The pricing of unexpected credit losses

Bank for International Settlements Working papers [View] (Paper: 190, 23.11.2005)

JEL: C13, C32, G12, G13, G14

Research on exchange rates and monetary policy: an overview?

Bank for International Settlements Working papers [View] (Paper: 178, 05.07.2005)

JEL: E5, F3, F4

The role of the natural rate of interest in monetary policy

Bank for International Settlements Working papers [View] (Paper: 171, 17.03.2005)

JEL: E21, E31, E32, E43, E52

CDS index tranches and the pricing of credit risk correlations

Bank for International Settlements Quarterly Review [View] (Paper: 0503g, 09.03.2005)

JEL: G12, G13, G14

The credit spread puzzle

Bank for International Settlements Quarterly Review [View] (Paper: 0312e, 01.01.2004)

JEL: G11, G12

Is there a "Nasdaq effect" in emerging equity markets?

Bank for International Settlements Quarterly Review [View] (Paper: 0106e, 01.01.2004)

Public and private information in monetary policy models

Bank for International Settlements Working papers [View] (Paper: 138, 25.09.2003)

JEL: D43, D82, D84, E31, E52

Are credit ratings procyclical?

Bank for International Settlements Working papers [View] (Paper: 129, 27.02.2003)

JEL: C25, C81, G20, G28, G32

Communication and monetary policy

Bank for International Settlements Working papers [View] (Paper: 123, 06.02.2003)

Implications of habit formation for optimal monetary policy

Bank for International Settlements Working papers [View] (Paper: 121, 06.02.2003)

JEL: E31, E32, E52

The real-time predictive content of money for output

Bank for International Settlements Working papers [View] (Paper: 096, 06.02.2003)

Monetary policy in an estimated optimisation-based model with sticky prices and wages

Bank for International Settlements Working papers [View] (Paper: 087, 06.02.2003)

Forecast-based monetary policy

Bank for International Settlements Working papers [View] (Paper: 089, 06.02.2003)

Rule-of-Thumb Behaviour and Monetary Policy

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2002-5, 05.02.2003)

Papers by year: All | 2006 | 2005 | 2004 | 2003