Details about Chiara Scotti

Access statistics for papers by Chiara Scotti.

Last updated 2012-06-05. Update your information in the RePEc Author Service.

Short-id: psc465

Working Papers

2010

1. Has international financial co-movement changed? Emerging markets in the 2007-2009 financial crisis
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.)

2009

2. Exchange rates dependence: what drives it?
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (3)

2008

3. Real-Time Measurement of Business Conditions
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (3)
   Also in Working Papers, Federal Reserve Bank of Philadelphia (2008) View citations (16)
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) View citations (4)
   Computing in Economics and Finance 2006, Society for Computational Economics (2006) View citations (9)
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007) View citations (4)
   See also Journal Article in Journal of Business & Economic Statistics (2009)
4. Real-Time Measurement of Business Conditions, Second Version
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (1)

2007

5. Markov switching GARCH models of currency turmoil in southeast Asia
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)
   See also Journal Article in Emerging Markets Review (2008)

2006

6. A bivariate model of Fed and ECB main policy rates
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (4)

2003

7. Markov Switching Garch Models of Currency Crises in Southeast Asia
   PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania View citations (5)

Journal Articles

2011

1. A Bivariate Model of Federal Reserve and ECB Main Policy Rates
   International Journal of Central Banking, 2011, 7, (3), 37-78 View citations (2)

2009

2. Real-Time Measurement of Business Conditions
   Journal of Business & Economic Statistics, 2009, 27, (4), 417-427 View citations (28)
   See also Working Paper (2008)

2008

3. Markov switching GARCH models of currency turmoil in Southeast Asia
   Emerging Markets Review, 2008, 9, (2), 104-128 View citations (2)
   See also Working Paper (2007)

Software Items