Details about Chiara Scotti

Access statistics for papers by Chiara Scotti.

Last updated 2016-11-18. Update your information in the RePEc Author Service.

Short-id: psc465

Working Papers

2021

1. Macroeconomic and Financial Risks: A Tale of Mean and Volatility
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (5)
2. The COVID-19 Crisis and the Federal Reserve's Policy Response
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) View citations (3)
3. Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2020

4. How Correlated is LIBOR with Bank Funding Costs?
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)
5. Monitoring the Liquidity Profile of Mutual Funds
   FEDS Notes, Board of Governors of the Federal Reserve System (U.S.)

2019

6. Measuring the Liquidity Profile of Mutual Funds
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)

2016

7. Does Anyone Listen when Politicians Talk? The Effect of Political Commentaries on Policy Rate Decisions and Expectations
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.)
8. Is the intrinsic value of macroeconomic news announcements related to their asset price impact?
   Working Paper Series, European Central Bank View citations (13)
   Also in Boston College Working Papers in Economics, Boston College Department of Economics (2015) View citations (15)
   Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015) View citations (12)
9. Unconventional Monetary Policy and International Risk Premia
   International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (9)

2014

10. Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (158)

2013

11. Surprise and uncertainty indexes: real-time aggregation of real-activity macro surprises
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (106)
    See also Journal Article in Journal of Monetary Economics (2016)

2010

12. 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.) View citations (1)

2009

13. Exchange rates dependence: what drives it?
    International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) View citations (8)

2008

14. Real-Time Measurement of Business Conditions
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (9)
    Also in Working Papers, Federal Reserve Bank of Philadelphia (2008) View citations (23)
    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)
    PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007) View citations (5)
    See also Journal Article in Journal of Business & Economic Statistics (2009)
15. 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 (5)

2007

16. 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 (10)
    See also Journal Article in Emerging Markets Review (2008)

2006

17. 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 (6)

2003

18. 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 (9)

Journal Articles

2016

1. Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises
   Journal of Monetary Economics, 2016, 82, (C), 1-19 View citations (134)
   See also Working Paper (2013)

2014

2. Comment
   Journal of Business & Economic Statistics, 2014, 32, (4), 504-506

2011

3. A Bivariate Model of Federal Reserve and ECB Main Policy Rates
   International Journal of Central Banking, 2011, 7, (3), 37-78 View citations (23)

2009

4. Real-Time Measurement of Business Conditions
   Journal of Business & Economic Statistics, 2009, 27, (4), 417-427 View citations (349)
   See also Working Paper (2008)

2008

5. Markov switching GARCH models of currency turmoil in Southeast Asia
   Emerging Markets Review, 2008, 9, (2), 104-128 View citations (20)
   See also Working Paper (2007)

Software Items