Details about Gabriele Galati

Access statistics for papers by Gabriele Galati.

Last updated 2018-12-19. Update your information in the RePEc Author Service.

Short-id: pga345

Working Papers

2017

1. Central bank swap lines and CIP deviations
   National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research
   Also in DNB Working Papers, Netherlands Central Bank, Research Department (2017)
   See also Journal Article in International Journal of Finance & Economics (2017)
2. Heterogeneity in house price dynamics
   DNB Working Papers, Netherlands Central Bank, Research Department View citations (1)
   Also in DNB Working Papers, Netherlands Central Bank, Research Department (2013)

2016

3. Connecting the dots: market reactions to forecasts of policy rates and forward guidance provided by the Fed
   DNB Working Papers, Netherlands Central Bank, Research Department View citations (1)
4. Deflation risk in the euro area and central bank credibility
   DNB Working Papers, Netherlands Central Bank, Research Department View citations (2)
   See also Journal Article in Economics Letters (2018)
5. Measuring Financial Cycles in a Model-Based Analysis: Empirical Evidence for the United States and the Euro Area
   Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (7)
   See also Journal Article in Economics Letters (2016)
6. Measuring financial cycles with a model-based filter: Empirical evidence for the United States and the euro area
   DNB Working Papers, Netherlands Central Bank, Research Department View citations (15)

2014

7. What do we know about the effects of macroprudential policy?
   DNB Working Papers, Netherlands Central Bank, Research Department View citations (31)
   See also Journal Article in Economica (2018)

2011

8. Have market views on the sustainability of fiscal burdens influenced monetary authorities' credibility?
   DNB Working Papers, Netherlands Central Bank, Research Department View citations (2)
9. How do inflation expectations form? New insights from a high-frequency survey
   BIS Working Papers, Bank for International Settlements View citations (8)
   Also in DNB Working Papers, Netherlands Central Bank, Research Department (2011) View citations (4)
10. Macro and micro drivers of house price dynamics: An application to Dutch data
    DNB Working Papers, Netherlands Central Bank, Research Department View citations (4)
11. Macroprudential policy - a literature review
    BIS Working Papers, Bank for International Settlements View citations (75)
    Also in DNB Working Papers, Netherlands Central Bank, Research Department (2010) View citations (13)
    See also Journal Article in Journal of Economic Surveys (2013)

2009

12. Did the crisis affect inflation expectations?
    DNB Working Papers, Netherlands Central Bank, Research Department View citations (12)
    See also Journal Article in International Journal of Central Banking (2011)

2008

13. Did the anchor of inflation expectations in the euro area turn adrift?
    DNB Working Papers, Netherlands Central Bank, Research Department View citations (2)

2006

14. Option prices, exchange market intervention, and the higher moment expectations channel: a user’s guide
    Working Papers (Old Series), Federal Reserve Bank of Cleveland View citations (5)
    See also Journal Article in International Journal of Finance & Economics (2007)
15. The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?
    BIS Working Papers, Bank for International Settlements View citations (17)
    See also Journal Article in International Journal of Finance & Economics (2009)
16. The evolving inflation process: an overview
    BIS Working Papers, Bank for International Settlements View citations (22)

2005

17. Current account adjustment and capital flows
    BIS Working Papers, Bank for International Settlements View citations (29)
    See also Journal Article in Review of International Economics (2007)
18. Research on exchange rates and monetary policy: an overview
    BIS Working Papers, Bank for International Settlements View citations (10)
19. The effectiveness of foreign exchange intervention in emerging market countries: evidence from the Czech koruna
    BIS Working Papers, Bank for International Settlements View citations (45)
    See also Journal Article in Journal of International Money and Finance (2007)

2001

20. Macroeconomic news and the euro/dollar exchange rate
    BIS Working Papers, Bank for International Settlements View citations (6)
    See also Journal Article in Economic Notes (2003)
21. The impact of the euro on Europe's financial markets
    BIS Working Papers, Bank for International Settlements View citations (63)

2000

22. Trading volumes, volatility and spreads in foreign exchange markets: evidence from emerging market countries
    BIS Working Papers, Bank for International Settlements View citations (21)

1999

23. Perceived central bank intervention and market expectations: an empirical study of the yen/dollar exchange rate, 1993 - 96
    BIS Working Papers, Bank for International Settlements View citations (18)
24. The Dollar - Mark axis
    BIS Working Papers, Bank for International Settlements
    See also Journal Article in Review of World Economics (Weltwirtschaftliches Archiv) (2001)

Journal Articles

2018

1. Deflation risk in the euro area and central bank credibility
   Economics Letters, 2018, 167, (C), 124-126 View citations (1)
   See also Working Paper (2016)
2. What Do We Know About the Effects of Macroprudential Policy?
   Economica, 2018, 85, (340), 735-770 View citations (13)
   See also Working Paper (2014)

2017

3. Central bank swap lines and CIP deviations
   International Journal of Finance & Economics, 2017, 22, (4), 394-402
   See also Working Paper (2017)

2016

4. Measuring financial cycles in a model-based analysis: Empirical evidence for the United States and the euro area
   Economics Letters, 2016, 145, (C), 83-87 View citations (6)
   See also Working Paper (2016)

2013

5. MACROPRUDENTIAL POLICY – A LITERATURE REVIEW
   Journal of Economic Surveys, 2013, 27, (5), 846-878 View citations (214)
   See also Working Paper (2011)

2011

6. Did the Crisis Affect Inflation Expectations?
   International Journal of Central Banking, 2011, 7, (1), 167-207 View citations (45)
   See also Working Paper (2009)
7. Review of Yakov Ben-Haim. Info-Gap Economics: An Operational Introduction. Macmillan, Palgrave
   European Journal of Operational Research, 2011, 210, (3), 757-760

2009

8. Administración de reservas de divisas: tendencias y desafíos
   Boletín, 2009, LV, (2), 90-113
9. The euro as a reserve currency: a challenge to the pre-eminence of the US dollar?
   International Journal of Finance & Economics, 2009, 14, (1), 1-23 View citations (3)
   See also Working Paper (2006)

2007

10. Current Account Adjustment and Capital Flows
    Review of International Economics, 2007, 15, (5), 989-1013 View citations (21)
    See also Working Paper (2005)
11. Evidence of carry trade activity
    BIS Quarterly Review, 2007 View citations (74)
12. Option prices, exchange market intervention, and the higher moment expectations channel: a user's guide
    International Journal of Finance & Economics, 2007, 12, (2), 225-247 View citations (6)
    See also Working Paper (2006)
13. The effectiveness of foreign exchange intervention in emerging market countries: Evidence from the Czech koruna
    Journal of International Money and Finance, 2007, 26, (3), 383-402 View citations (68)
    See also Working Paper (2005)
14. What drives the growth in FX activity? Interpreting the 2007 triennial survey
    BIS Quarterly Review, 2007 View citations (9)

2005

15. Foreign exchange market intervention and expectations: The yen/dollar exchange rate
    Journal of International Money and Finance, 2005, 24, (6), 982-1011 View citations (47)

2004

16. Why has FX trading surged?
    BIS Quarterly Review, 2004 View citations (25)

2003

17. Macroeconomic News and the Euro/Dollar Exchange Rate
    Economic Notes, 2003, 32, (3), 371-398 View citations (33)
    See also Working Paper (2001)

2002

18. L’euro sur les marchés financiers internationaux: bilan
    Revue d'Économie Financière, 2002, 68, (4), 329-342
19. Settlement risk in foreign exchange markets and CLS Bank
    BIS Quarterly Review, 2002 View citations (4)

2001

20. The Dollar-Mark axis
    Review of World Economics (Weltwirtschaftliches Archiv), 2001, 137, (1), 36-57 View citations (5)
    See also Working Paper (1999)
21. The impact of transatlantic M&A activity on the dollar/euro exchange rate
    BIS Quarterly Review, 2001
22. Why has global FX turnover declined? Explaining the 2001 triennial survey
    BIS Quarterly Review, 2001

2000

23. A look at trading volumes in the euro
    BIS Quarterly Review, 2000, 33-35 View citations (2)
24. The co-movement of US stock markets and the dollar
    BIS Quarterly Review, 2000, 31-34

Books

2008

1. FX reserve management: elements of a framework
   BIS Papers, Bank for International Settlements
2. FX reserve management: trends and challenges
   BIS Papers, Bank for International Settlements

Chapters

2005

1. The effectiveness of foreign exchange intervention in emerging market countries
   A chapter in Foreign exchange market intervention in emerging markets: motives, techniques and implications, 2005, vol. 24, pp 97-113 View citations (23)

2001

2. Trading volumes, volatility and spreads in FX markets: evidence from emerging market countries
   A chapter in Market liquidity: proceedings of a workshop held at the BIS, 2001, vol. 02, pp 197-229 View citations (1)