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Chiara Scotti
Chiara Scotti
Verified email at bancaditalia.it
Title
Cited by
Cited by
Year
Real-time measurement of business conditions
SB Aruoba, FX Diebold, C Scotti
Journal of Business & Economic Statistics 27 (4), 417-427, 2009
10282009
Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises
C Scotti
Journal of Monetary Economics 82, 1-19, 2016
4602016
Evaluating asset-market effects of unconventional monetary policy: a multi-country review
JH Rogers, C Scotti, JH Wright
Economic Policy 29 (80), 749-799, 2014
4302014
Unconventional monetary policy and international risk premia
JH Rogers, C Scotti, JH Wright
Journal of Money, Credit and Banking 50 (8), 1827-1850, 2018
2192018
Evaluating asset-market effects of unconventional monetary policy: A cross-country comparison
JH Rogers, C Scotti, JH Wright
FRB International Finance Discussion Paper, 2014
1862014
Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?
T Gilbert, C Scotti, G Strasser, C Vega
Journal of Monetary Economics 92, 78-95, 2017
1142017
The COVID-19 crisis and the Federal Reserve's policy response
R Clarida, B Duygan-Bump, C Scotti
FEDS Working Paper, 2021
972021
Markov switching GARCH models of currency turmoil in Southeast Asia
C Brunetti, C Scotti, RS Mariano, AHH Tan
Emerging Markets Review 9 (2), 104-128, 2008
892008
Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements
B Gardner, C Scotti, C Vega
Journal of Econometrics 231 (2), 387-409, 2022
532022
Why do certain macroeconomic news announcements have a big impact on asset prices?
T Gilbert, C Scotti, G Strasser, C Vega
Applied Econometrics and Forecasting in Macroeconomics and Finance Workshop …, 2010
452010
Exchange rates dependence: what drives it?
C Scotti, S Benediktsdottir
FRB International Finance Discussion Paper, 2009
352009
A bivariate model of Federal Reserve and ECB main policy rates
C Scotti
26th issue (September 2011) of the International Journal of Central Banking, 2018
292018
A bivariate model of Fed and ECB main policy rates
C Scotti
FRB International Finance Discussion Paper, 2006
272006
Has International financial co-movement changed? Emerging markets in the 2007–2009 financial crisis
J Ammer, F Cai, C Scotti
The Impact of the Global Financial Crisis on Emerging Financial Markets 93 …, 2011
262011
Macroeconomic and financial risks: A tale of mean and volatility
D Caldara, C Scotti, M Zhong
International Finance Discussion Paper, 2021
202021
Markov switching GARCH models of currency crises in Southeast Asia
C Brunetti, RS Mariano, C Scotti, AHH Tan
Available at SSRN 392460, 2003
202003
The financial stability implications of digital assets
PD Azar, G Baughman, F Carapella, J Gerszten, A Lubis, ...
FRB of New York Staff Report, 2022
162022
Does anyone listen when politicians talk? The effect of political commentaries on policy rate decisions and expectations
S Demiralp, S King, C Scotti
Journal of International Money and Finance 95, 95-111, 2019
142019
Measuring the liquidity profile of mutual funds
S Aramonte, C Scotti, I Zer
FEDS Working Paper, 2019
102019
Updates on ads index calculation
SB Aruoba, FX Diebold, C Scotti
Manuscript, www. philadelphiafed. org/research-and-data/real-time-center …, 2009
102009
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