Details about Marlene Amstad

Access statistics for papers by Marlene Amstad.

Last updated 2023-03-16. Update your information in the RePEc Author Service.

Short-id: pam86

Working Papers

2021

1. Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (6)
   Also in BIS Working Papers, Bank for International Settlements (2021) View citations (6)

2020

2. Investors' risk attitudes in the pandemic and the stock market: new evidence based on internet searches
   BIS Bulletins, Bank for International Settlements View citations (11)

2019

3. Chinese Bond Market and Interbank Market
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (24)
4. Regulating Fintech: Objectives, Principles, and Practices
   ADBI Working Papers, Asian Development Bank Institute View citations (4)

2018

5. Does Sovereign Risk in Local and Foreign Currency Differ?
   IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan View citations (4)
   Also in BIS Working Papers, Bank for International Settlements (2018) View citations (4)
   See also Journal Article Does sovereign risk in local and foreign currency differ?, Journal of International Money and Finance, Elsevier (2020) View citations (14) (2020)

2016

6. How do global investors differentiate between sovereign risks? The new normal versus the old
   BIS Working Papers, Bank for International Settlements View citations (28)
   See also Journal Article How do global investors differentiate between sovereign risks? The new normal versus the old, Journal of International Money and Finance, Elsevier (2016) View citations (28) (2016)

2014

7. Developing an underlying inflation gauge for China
   BIS Working Papers, Bank for International Settlements View citations (8)
   Also in Working Papers, Bruegel (2014) View citations (6)
8. The FRBNY Staff Underlying Inflation Gauge: UIG
   BIS Working Papers, Bank for International Settlements View citations (13)
   Also in Staff Reports, Federal Reserve Bank of New York (2014) View citations (9)

2009

9. Monthly pass-through ratios
   Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (2)
   See also Journal Article Monthly pass-through ratios, Journal of Economic Dynamics and Control, Elsevier (2010) View citations (7) (2010)
10. Real time underlying inflation gauges for monetary policymakers
    Staff Reports, Federal Reserve Bank of New York View citations (23)

2008

11. Are Weekly Inflation Forecasts Informative?
    Working Papers, Swiss National Bank View citations (4)
    See also Journal Article Are Weekly Inflation Forecasts Informative?*, Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford (2009) View citations (12) (2009)

2006

12. Time-Varying Pass-Through from Import Prices to Consumer Prices: Evidence from an Event Study with Real-Time Data
    Working Papers, Swiss National Bank View citations (3)
    Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2005) View citations (6)
    Staff Reports, Federal Reserve Bank of New York (2005) View citations (7)

2005

13. Shock Identification of Macroeconomic Forecasts Based on Daily Panels
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (3)
    Also in Working Papers, Swiss National Bank, Study Center Gerzensee (2005) View citations (3)
    Staff Reports, Federal Reserve Bank of New York (2005) View citations (2)
14. The oil price and monetary policy – a new paradigm
    MPRA Paper, University Library of Munich, Germany

2004

15. Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environ
    CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (13)
16. Sequential Information Flow and Real-Time Diagnosis of Swiss Inflation: Intra-Monthly DCF Estimates for a Low-Inflation Environment
    Working Papers, Swiss National Bank, Study Center Gerzensee View citations (12)

2002

17. Search theory and applied economic research
    MPRA Paper, University Library of Munich, Germany

Journal Articles

2020

1. Does sovereign risk in local and foreign currency differ?
   Journal of International Money and Finance, 2020, 101, (C) View citations (14)
   See also Working Paper Does Sovereign Risk in Local and Foreign Currency Differ?, IMES Discussion Paper Series (2018) View citations (4) (2018)

2017

2. Long-run effects of exchange rate appreciation: Another puzzle?
   Aussenwirtschaft, 2017, 68, (01), 63-82 View citations (1)
3. The New York Fed Staff Underlying Inflation Gauge (UIG)
   Economic Policy Review, 2017, (23-2), 1-32 View citations (9)

2016

4. How do global investors differentiate between sovereign risks? The new normal versus the old
   Journal of International Money and Finance, 2016, 66, (C), 32-48 View citations (28)
   See also Working Paper How do global investors differentiate between sovereign risks? The new normal versus the old, BIS Working Papers (2016) View citations (28) (2016)

2015

5. Sovereign ratings of advanced and emerging economies after the crisis
   BIS Quarterly Review, 2015 View citations (46)

2011

6. Monetary policy implementation: common goals but different practices
   Current Issues in Economics and Finance, 2011, 17, (Nov) View citations (8)

2010

7. Monthly pass-through ratios
   Journal of Economic Dynamics and Control, 2010, 34, (7), 1202-1213 View citations (7)
   See also Working Paper Monthly pass-through ratios, Globalization Institute Working Papers (2009) View citations (2) (2009)

2009

8. Are Weekly Inflation Forecasts Informative?*
   Oxford Bulletin of Economics and Statistics, 2009, 71, (2), 237-252 View citations (12)
   See also Working Paper Are Weekly Inflation Forecasts Informative?, Working Papers (2008) View citations (4) (2008)
9. Do macroeconomic announcements move inflation forecasts?
   Review, 2009, 91, (Sep), 507-518 View citations (8)

Books

2016

1. A spare tire for capital markets: Fostering corporate bond markets in Asia
   BIS Papers, Bank for International Settlements View citations (3)

Edited books

2019

1. Central Bank Digital Currency and Fintech in Asia
   ADBI Books, Asian Development Bank Institute View citations (3)