Chiara Scotti - Central Bank Research Hub

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2011 | 2010 | 2009 | 2007 | 2006

Title Other author(s)

Unconventional Monetary Policy and International Risk Premia

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 2016-1172, 26.06.2016)

Does Anyone Listen when Politicians Talk? The Effect of Political Commentaries on Policy Rate Decisions and Expectations

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2016-058, 08.06.2016)

Is the intrinsic value of macroeconomic news announcements related to their asset price impact?

European Central Bank Working papers [View] (Paper: 1882, 05.02.2016)

JEL: E44, G14

Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?

Board of Governors of the Federal Reserve System FEDS series [View] (Paper: 2015-046, 30.06.2015)

JEL: E44, G14

Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1101, 03.04.2014)

JEL: C22, E43

Surprise adn Uncertainty Indexes: Real-Time Aggregation of Real-Activity Macro Surprises

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1093, 22.11.2013)

A Bivariate Model of Federal Reserve and ECB Main Policy Rates

IJCB International Journal of Central Banking [View] (Paper: 11q3a2, 01.09.2011)

Has International Financial Co-Movement Changed? Emerging Markets in the 2007-2009 Financial Crisis

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 1006, 23.10.2010)

Exchange Rates Dependence: What Drives It?

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0969, 21.05.2009)

Real-Time Measurement of Business Conditions

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0901, 01.09.2007)

JEL: C01, C22, E32, E37

Markov Switching GARCH Models of Currency Turmoil in Southeast Asia

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0889, 01.02.2007)

JEL: C13, C22, C52, F31, F34

A Bivariate Model of Fed and ECB Main Policy Rates

Board of Governors of the Federal Reserve System International Financial Discussion Papers [View] (Paper: 0875, 28.12.2006)

JEL: C11, C3, C52, E52

Papers by year: All | 2016 | 2015 | 2014 | 2013 | 2011 | 2010 | 2009 | 2007 | 2006