Chiara Scotti
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Research profile
author of:
- Real-Time Measurement of Business Conditions
Journal of Business & Economic Statistics, American Statistical Association (2009)
by Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara
(ReDIF-article, bes:jnlbes:v:27:i:4:y:2009:p:417-427) - Unknown item RePEc:bla:ecpoli:v:29:y:2014:i:80:p:749-799 (article)
- Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?
Boston College Working Papers in Economics, Boston College Department of Economics (2015)
by Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega
(ReDIF-paper, boc:bocoec:874) - Is the intrinsic value of macroeconomic news announcements related to their asset price impact?
Working Paper Series, European Central Bank (2016)
by Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara
(ReDIF-paper, ecb:ecbwps:20161882) - Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements
Journal of Econometrics, Elsevier (2022)
by Gardner, Ben & Scotti, Chiara & Vega, Clara
(ReDIF-article, eee:econom:v:231:y:2022:i:2:p:387-409) - Markov switching GARCH models of currency turmoil in Southeast Asia
Emerging Markets Review, Elsevier (2008)
by Brunetti, Celso & Scotti, Chiara & Mariano, Roberto S. & Tan, Augustine H.H.
(ReDIF-article, eee:ememar:v:9:y:2008:i:2:p:104-128) - Does anyone listen when politicians talk? The effect of political commentaries on policy rate decisions and expectations
Journal of International Money and Finance, Elsevier (2019)
by Demiralp, Selva & King, Sharmila & Scotti, Chiara
(ReDIF-article, eee:jimfin:v:95:y:2019:i:c:p:95-111) - Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises
Journal of Monetary Economics, Elsevier (2016)
by Scotti, Chiara
(ReDIF-article, eee:moneco:v:82:y:2016:i:c:p:1-19) - Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?
Journal of Monetary Economics, Elsevier (2017)
by Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara
(ReDIF-article, eee:moneco:v:92:y:2017:i:c:p:78-95) - Has International Financial Co-Movement Changed? Emerging Markets in the 2007–2009 Financial Crisis
Contemporary Studies in Economic and Financial Analysis, Emerald Group Publishing Limited (2011)
by John Ammer & Fang Cai & Chiara Scotti
(ReDIF-chapter, eme:csefzz:s1569-3759(2011)0000093009) - Financial Shocks in an Uncertain Economy
Working Papers, Federal Reserve Bank of Dallas (2023)
by Chiara Scotti
(ReDIF-paper, fip:feddwp:96432) - Is the Intrinsic Value of Macroeconomic News Announcements Related to their Asset Price Impact?
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2015)
by Thomas Gilbert & Chiara Scotti & Georg Strasser & Clara Vega
(ReDIF-paper, fip:fedgfe:2015-46) - 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.) (2016)
by Selva Demiralp & Sharmila King & Chiara Scotti
(ReDIF-paper, fip:fedgfe:2016-58) - Measuring the Liquidity Profile of Mutual Funds
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2019)
by Sirio Aramonte & Chiara Scotti & Ilknur Zer
(ReDIF-paper, fip:fedgfe:2019-55) - 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.) (2021)
by Richard H. Clarida & Burcu Duygan-Bump & Chiara Scotti
(ReDIF-paper, fip:fedgfe:2021-35) - 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.) (2021)
by Benjamin Gardner & Chiara Scotti & Clara Vega
(ReDIF-paper, fip:fedgfe:2021-74) - The Financial Stability Implications of Digital Assets
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2022)
by Garth Baughman & Francesca Carapella & David E. Rappoport & Chiara Scotti & Nathan Swem & Alexandros Vardoulakis
(ReDIF-paper, fip:fedgfe:2022-58) - Fed Communication, News, Twitter, and Echo Chambers
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2023)
by Bennett Schmanski & Chiara Scotti & Clara Vega
(ReDIF-paper, fip:fedgfe:2023-36) - Interconnectedness in the Corporate Bond Market
Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) (2024)
by Celso Brunetti & Matthew Carl & Jacob Gerszten & Chiara Scotti & Chaehee Shin
(ReDIF-paper, fip:fedgfe:2024-66) - Monitoring the Liquidity Profile of Mutual Funds
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2020)
by Sirio Aramonte & Chiara Scotti & Ilknur Zer
(ReDIF-paper, fip:fedgfn:2020-05-29) - How Correlated is LIBOR with Bank Funding Costs?
FEDS Notes, Board of Governors of the Federal Reserve System (U.S.) (2020)
by David Bowman & Chiara Scotti & Cindy M. Vojtech
(ReDIF-paper, fip:fedgfn:2020-06-29) - 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.) (2010)
by John Ammer & Fang Cai & Chiara Scotti
(ReDIF-paper, fip:fedgif:1006) - 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.) (2013)
by Chiara Scotti
(ReDIF-paper, fip:fedgif:1093) - 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.) (2014)
by John H. Rogers & Chiara Scotti & Jonathan H. Wright
(ReDIF-paper, fip:fedgif:1101) - Unconventional Monetary Policy and International Risk Premia
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2016)
by John H. Rogers & Chiara Scotti & Jonathan H. Wright
(ReDIF-paper, fip:fedgif:1172) - Macroeconomic and Financial Risks: A Tale of Mean and Volatility
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2021)
by Dario Caldara & Chiara Scotti & Molin Zhong
(ReDIF-paper, fip:fedgif:1326) - A bivariate model of Fed and ECB main policy rates
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2006)
by Chiara Scotti
(ReDIF-paper, fip:fedgif:875) - Markov switching GARCH models of currency turmoil in southeast Asia
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007)
by Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan
(ReDIF-paper, fip:fedgif:889) - Real-time measurement of business conditions
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2007)
by S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti
(ReDIF-paper, fip:fedgif:901) - Exchange rates dependence: what drives it?
International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) (2009)
by Sigridur Benediktsdottir & Chiara Scotti
(ReDIF-paper, fip:fedgif:969) - The Financial Stability Implications of Digital Assets
Economic Policy Review, Federal Reserve Bank of New York (2024)
by Pablo D. Azar & Garth Baughman & Francesca Carapella & Jacob Gerszten & Arazi Lubis & JP Perez-Sangimino & David E. Rappoport & Chiara Scotti & Nathan Swem & Alexandros Vardoulakis & Aurite Werman
(ReDIF-article, fip:fednep:99151) - The Financial Stability Implications of Digital Assets
Staff Reports, Federal Reserve Bank of New York (2022)
by Pablo D. Azar & Garth Baughman & Francesca Carapella & Jacob Gerszten & Arazi Lubis & JP Perez-Sangimino & David E. Rappoport & Chiara Scotti & Nathan Swem & Alexandros Vardoulakis & Aurite Werman
(ReDIF-paper, fip:fednsr:94863) - Real-time measurement of business conditions
Working Papers, Federal Reserve Bank of Philadelphia (2008)
by S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti
(ReDIF-paper, fip:fedpwp:08-19) - A Bivariate Model of Federal Reserve and ECB Main Policy Rates
International Journal of Central Banking, International Journal of Central Banking (2011)
by Chiara Scotti
(ReDIF-article, ijc:ijcjou:y:2011:q:3:a:2) - Measuring the Liquidity Profile of Mutual Funds
International Journal of Central Banking, International Journal of Central Banking (2020)
by Sirio Aramonte & Chiara Scotti & Ilknur Zer
(ReDIF-article, ijc:ijcjou:y:2020:q:4:a:4) - Real-Time Measurement of Business Conditions
NBER Working Papers, National Bureau of Economic Research, Inc (2008)
by S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti
(ReDIF-paper, nbr:nberwo:14349) - Evaluating asset-market effects of unconventional monetary policy: a multi-country review
[Uncertainty of interest rate path as a monetary policy instrument]
Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH (2014)
by John H. Rogers & Chiara Scotti & Jonathan H. Wright
(ReDIF-article, oup:ecpoli:v:29:y:2014:i:80:p:749-799.) - 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 (2003)
by Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan
(ReDIF-paper, pen:papers:03-008) - Real-Time Measurement of Business Conditions
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007)
by S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti
(ReDIF-paper, pen:papers:07-028) - Real-Time Measurement of Business Conditions, Second Version
PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania (2007)
by S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti
(ReDIF-paper, pen:papers:08-011) - Real-Time Measurement of Business Conditions
Computing in Economics and Finance 2006, Society for Computational Economics (2006)
by Chiara Scotti & S.Boragan Aruoba & Francis X. Diebold & University of Maryland
(ReDIF-paper, sce:scecfa:387) - Comment
Journal of Business & Economic Statistics, Taylor & Francis Journals (2014)
by Chiara Scotti
(ReDIF-article, taf:jnlbes:v:32:y:2014:i:4:p:504-506) - Unconventional Monetary Policy and International Risk Premia
Journal of Money, Credit and Banking, Blackwell Publishing (2018)
by John H. Rogers & Chiara Scotti & Jonathan H. Wright
(ReDIF-article, wly:jmoncb:v:50:y:2018:i:8:p:1827-1850)