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Ali K. Ozdagli

Personal Details

First Name:Ali
Middle Name:K.
Last Name:Ozdagli
Suffix:
RePEc Short-ID:poz96
[This author has chosen not to make the email address public]
http://www.ozdagli.org

Affiliation

(50%) Economic Research
Federal Reserve Bank of Boston

Boston, Massachusetts (United States)
http://www.bos.frb.org/economic/

617-973-3397
617-973-4221
P.O. Box 2076, Boston, Massachusetts 02106-2076
RePEc:edi:efrbous (more details at EDIRC)

(50%) Federal Reserve Bank of Boston

Boston, Massachusetts (United States)
http://www.bos.frb.org/

617-973-3397
617-973-4221
600 Atlantic Avenue, Boston, Massachusetts 02210
RePEc:edi:frbbous (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Filippo Ippolito & Ali K. Ozdagli & Ander Perez, 2017. "The Transmission of Monetary Policy through Bank Lending : The Floating Rate Channel," Finance and Economics Discussion Series 2017-026, Board of Governors of the Federal Reserve System (U.S.), revised Mar 2017.
  2. Ali Ozdagli & Michael Weber & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," CESifo Working Paper Series 6486, CESifo.
  3. Ali K. Ozdagli & Mihail Velikov, 2016. "Show me the money: the monetary policy risk premium," Working Papers 16-27, Federal Reserve Bank of Boston, revised 01 Dec 2016.
  4. Anna Chernobai & Ali K. Ozdagli & Jianlin Wang, 2016. "Business complexity and risk management: evidence from operational risk events in U. S. bank holding companies," Working Papers 16-16, Federal Reserve Bank of Boston, revised 01 Oct 2016.
  5. Ali K. Ozdagli, 2015. "The final countdown: the effect of monetary policy during \\"Wait-for-It\\" and reversal periods," Working Papers 15-15, Federal Reserve Bank of Boston, revised 01 Sep 2015.
  6. Ali Ozdagli, 2014. "Financial Frictions and Reaction of Stock Prices to Monetary Policy Shocks," 2014 Meeting Papers 1360, Society for Economic Dynamics.
  7. Ali K. Ozdagli, 2014. "SNAP: should we be worried about a sudden, sharp rise from low, long-term rates?," Current Policy Perspectives 14-11, Federal Reserve Bank of Boston.
  8. Ali K. Ozdagli, 2013. "Not so fast: high-frequency financial data for macroeconomic event studies," Working Papers 13-19, Federal Reserve Bank of Boston, revised 01 Dec 2013.
  9. Filippo Ippolito & Ali K. Ozdagli & Ander Pérez Orive, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Economics Working Papers 1384, Department of Economics and Business, Universitat Pompeu Fabra.
  10. Mary A. Burke & Ali K. Ozdagli, 2013. "Household inflation expectations and consumer spending: evidence from panel data," Working Papers 13-25, Federal Reserve Bank of Boston, revised 18 Dec 2013.
  11. Federico Diez & Ali Ozdagli, 2012. "Entrepreneurship and Occupational Choice in the Global Economy," 2012 Meeting Papers 1004, Society for Economic Dynamics.
  12. Ali K. Ozdagli & Yifan Yu, 2012. "Monetary shocks and stock returns: identification through the impossible trinity," Working Papers 12-18, Federal Reserve Bank of Boston, revised 2012.
  13. Ali K. Ozdagli & Nicholas Trachter, 2011. "On the Distribution of College Dropouts: Wealth and Uninsurable Idiosyncratic Risk," EIEF Working Papers Series 1105, Einaudi Institute for Economics and Finance (EIEF), revised Mar 2011.
  14. Federico J. Diez & Ali K. Ozdagli, 2011. "Self-employment in the global economy," Working Papers 11-5, Federal Reserve Bank of Boston, revised 2011.
  15. Ali K. Ozdagli & Nicholas Trachter, 2011. "On the distribution of college dropouts: household wealth and uninsurable idiosyncratic risk," Working Papers 11-8, Federal Reserve Bank of Boston, revised 2011.
  16. Ali K. Ozdagli, 2010. "The distress premium puzzle," Working Papers 10-13, Federal Reserve Bank of Boston, revised 2010.
  17. Ali K. Ozdagli, 2009. "Financial leverage, corporate investment, and stock returns," Working Papers 09-13, Federal Reserve Bank of Boston, revised 2009.
  18. Nicholas Trachter & Ali Ozdagli, 2008. "College Enrollment, Dropouts and Option Value of Education," 2008 Meeting Papers 765, Society for Economic Dynamics.

Articles

  1. Ozdagli, Ali & Velikov, Mihail, 2020. "Show me the money: The monetary policy risk premium," Journal of Financial Economics, Elsevier, vol. 135(2), pages 320-339.
  2. Ippolito, Filippo & Ozdagli, Ali K. & Perez-Orive, Ander, 2018. "The transmission of monetary policy through bank lending: The floating rate channel," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 49-71.
  3. Ali K Ozdagli, 2018. "Financial Frictions and the Stock Price Reaction to Monetary Policy," Review of Financial Studies, Society for Financial Studies, vol. 31(10), pages 3895-3936.
  4. Ali K. Ozdagli & Nicholas Trachter, 2014. "The Dropout Option in a Simple Model of College Education," Economic Quarterly, Federal Reserve Bank of Richmond, issue 4Q, pages 279-295.
  5. Ali K. Ozdagli & Joe Peek, 2013. "Cliff notes: the effects of the 2013 debt-ceiling crisis," Public Policy Brief, Federal Reserve Bank of Boston.
  6. Ali K. Ozdagli, 2012. "Financial Leverage, Corporate Investment, and Stock Returns," Review of Financial Studies, Society for Financial Studies, vol. 25(4), pages 1033-1069.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Filippo Ippolito & Ali K. Ozdagli & Ander Perez, 2017. "The Transmission of Monetary Policy through Bank Lending : The Floating Rate Channel," Finance and Economics Discussion Series 2017-026, Board of Governors of the Federal Reserve System (U.S.), revised Mar 2017.

    Cited by:

    1. Andreas Neuhierl & Michael Weber, 2020. "Monetary Momentum," Working Papers 2020-39, Becker Friedman Institute for Research In Economics.
    2. Ali K. Ozdagli & Mihail Velikov, 2016. "Show me the money: the monetary policy risk premium," Working Papers 16-27, Federal Reserve Bank of Boston, revised 01 Dec 2016.
    3. Armstrong, Christopher S. & Glaeser, Stephen & Kepler, John D., 2019. "Accounting quality and the transmission of monetary policy," Journal of Accounting and Economics, Elsevier, vol. 68(2).
    4. Ali K. Ozdagli, 2015. "The final countdown: the effect of monetary policy during \\"Wait-for-It\\" and reversal periods," Working Papers 15-15, Federal Reserve Bank of Boston, revised 01 Sep 2015.
    5. Neuhierl, Andreas & Weber, Michael, 2019. "Monetary policy communication, policy slope, and the stock market," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 140-155.
    6. Michael Weber & Ali Ozdagli, 2016. "Monetary Policy Through Production Networks: Evidence from the Stock Market," 2016 Meeting Papers 148, Society for Economic Dynamics.
    7. Chang, Kai & Zeng, Yonghong & Wang, Weihong & Wu, Xin, 2019. "The effects of credit policy and financial constraints on tangible and research & development investment: Firm-level evidence from China's renewable energy industry," Energy Policy, Elsevier, vol. 130(C), pages 438-447.
    8. Refet S. Gürkaynak & Hatice Gökce Karasoy-Can & Sang Seok Lee, 2019. "Stock Market's Assessment of Monetary Policy Transmission: The Cash Flow Effect," CESifo Working Paper Series 7898, CESifo.
    9. Darmouni, Olivier & Giesecke, Oliver & Rodnyansky, Alexander, 2020. "The Bond Lending Channel of Monetary Policy," CEPR Discussion Papers 14659, C.E.P.R. Discussion Papers.
    10. Divya Kirti, 2017. "Why Do Bank-Dependent Firms Bear Interest-Rate Risk?," IMF Working Papers 2017/003, International Monetary Fund.
    11. Michael Kumhof & Xuan Wang, 2020. "Banks, Money, and the Zero Lower Bound on Deposit Rates," Tinbergen Institute Discussion Papers 20-050/VI, Tinbergen Institute.
    12. Adriana Lojschova, 2017. "Did quantitative easing boost bank lending? The Slovak experience," Working and Discussion Papers WP 1/2017, Research Department, National Bank of Slovakia.
    13. Michael R. Roberts & Michael Schwert, 2020. "Interest Rates and the Design of Financial Contracts," NBER Working Papers 27195, National Bureau of Economic Research, Inc.
    14. Tayyaba Mukhtar & Muhammad Zeeshan Younas, 2019. "Monetary Policy Transmission Mechanism of Pakistan: Evidence from Bank Lending and Asset Price Channels," Asian Journal of Economic Modelling, Asian Economic and Social Society, vol. 7(3), pages 121-139, September.
    15. Hoffmann, Peter & Langfield, Sam & Pierobon, Federico & Vuillemey, Guillaume, 2018. "Who bears interest rate risk?," Working Paper Series 2176, European Central Bank.
    16. Mariusz Kapuściński, 2015. "Monetary policy and financial asset prices in Poland," NBP Working Papers 216, Narodowy Bank Polski, Economic Research Department.
    17. Cesa-Bianchi, Ambrogio, 2020. "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," CEPR Discussion Papers 14426, C.E.P.R. Discussion Papers.
    18. Pham Thi Ha An & Nguyen Thi Quynh Dung, 2019. "Transfer Money Policy through Credit Channels in Vietnam," International Journal of Economics and Financial Issues, Econjournals, vol. 9(6), pages 33-39.
    19. Jing Gu & Junyao Wang & Yang Yang & Zeshui Xu, 2019. "Credit Line Models for Supply Chain Enterprises with Channel Background and Soft Information," Sustainability, MDPI, Open Access Journal, vol. 11(10), pages 1-20, May.
    20. Nguyen, Canh Phuc & Le, Thai-Ha & Su, Thanh Dinh, 2020. "Economic policy uncertainty and credit growth: Evidence from a global sample," Research in International Business and Finance, Elsevier, vol. 51(C).
    21. Ugo Albertazzi & Fulvia Fringuellotti & Steven Ongena, 2018. "Fixed rate versus adjustable rate mortgages: evidence from euro area banks," Temi di discussione (Economic working papers) 1176, Bank of Italy, Economic Research and International Relations Area.
    22. Gareth Anderson & Ambrogio Cesa-Bianchi, 2020. "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," Discussion Papers 2005, Centre for Macroeconomics (CFM).

  2. Ali Ozdagli & Michael Weber & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," CESifo Working Paper Series 6486, CESifo.

    Cited by:

    1. Ernesto Pastén & Raphael Schoenle & Michael Weber, 2018. "The Propagation of Monetary Policy Shocks in a Heterogeneous Production Economy," NBER Working Papers 25303, National Bureau of Economic Research, Inc.
    2. Andreas Neuhierl & Michael Weber, 2020. "Monetary Momentum," Working Papers 2020-39, Becker Friedman Institute for Research In Economics.
    3. Eksi, Ozan & Tas, Bedri Kamil Onur, 2017. "Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 136-147.
    4. Michael Olabisi, 2020. "Input–Output Linkages and Sectoral Volatility," Economica, London School of Economics and Political Science, vol. 87(347), pages 713-746, July.
    5. Ali K. Ozdagli & Mihail Velikov, 2016. "Show me the money: the monetary policy risk premium," Working Papers 16-27, Federal Reserve Bank of Boston, revised 01 Dec 2016.
    6. Lydia Cox & Gernot Müller & Ernesto Pastén & Raphael Schoenle & Michael Weber, 2020. "Big G," NBER Working Papers 27034, National Bureau of Economic Research, Inc.
      • Lydia Cox & Gernot Muller & Ernesto Pasten & Raphael Schoenle & Michael Weber, 2020. "Big G," Working Papers Central Bank of Chile 878, Central Bank of Chile.
      • Lydia Cox & Gernot J. MŸller & Ernesto Pasten & Raphael Schoenle & Michael Weber, 2020. "Big G," Working Papers 2020-36, Becker Friedman Institute for Research In Economics.
      • Lydia Cox & Gernot J. Muller & Ernesto Pasten & Raphael Schoenle, 2020. "Big G," Working Papers 202015, Federal Reserve Bank of Cleveland.
      • Lydia Cox & Gernot Müller & Ernesto Pasten & Raphael S. Schoenle & Michael Weber & Michael Weber, 2020. "Big G," CESifo Working Paper Series 8229, CESifo.
      • Cox, Lydia & Müller, Gernot & Pasten, Ernesto & Schoenle, Raphael & Weber, Michael, 2020. "Big G," CEPR Discussion Papers 14625, C.E.P.R. Discussion Papers.
    7. Dimas Mateus Fazio & Thiago Christiano Silva & Janis Skrastins, 2020. "Economic Resilience: spillovers, courts, and vertical integration," Working Papers Series 531, Central Bank of Brazil, Research Department.
    8. Briganti, Edoardo & Favero, Carlo A. & Karamysheva, Madina, 2018. "The Network Effects of Fiscal Adjustments," CEPR Discussion Papers 13017, C.E.P.R. Discussion Papers.
    9. Andreas Neuhierl & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," NBER Working Papers 22831, National Bureau of Economic Research, Inc.
    10. Neuhierl, Andreas & Weber, Michael, 2019. "Monetary policy communication, policy slope, and the stock market," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 140-155.
    11. Francesco D'Acunto & Michael Weber & Jin Xie & Michael Weber, 2019. "Punish One, Teach A Hundred: The Sobering Effect of Punishment on the Unpunished," CESifo Working Paper Series 7512, CESifo.
    12. Caporin, Massimiliano & Pelizzon, Loriana & Plazzi, Alberto, 2020. "Does monetary policy impact international market co-movements?," SAFE Working Paper Series 276, Leibniz Institute for Financial Research SAFE.
    13. Nina Boyarchenko & Matthew Plosser & Valentin Haddad, 2018. "Federal Reserve and Market Confidence," 2018 Meeting Papers 781, Society for Economic Dynamics.
    14. Antoine Mandel & Davoud Taghawi-Nejad & Vipin Veetil, 2019. "The price effects of monetary shocks in a network economy," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-02334593, HAL.
    15. Darmouni, Olivier & Giesecke, Oliver & Rodnyansky, Alexander, 2020. "The Bond Lending Channel of Monetary Policy," CEPR Discussion Papers 14659, C.E.P.R. Discussion Papers.
    16. Emiliano Brancaccio & Raffaele Giammetti & Milena Lopreite & Michelangelo Puliga, 2019. "Monetary Policy, Crisis and Capital Centralization in Corporate Ownership and Control Networks: a B-Var Analysis," LEM Papers Series 2019/28, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
    17. Dong, Feng & Wen, Yi, 2019. "Long and Plosser meet Bewley and Lucas," Journal of Monetary Economics, Elsevier, vol. 102(C), pages 70-92.
    18. Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto, 2019. "Estimation and model-based combination of causality networks among large US banks and insurance companies," Journal of Empirical Finance, Elsevier, vol. 54(C), pages 1-21.
    19. Kristina Barauskaite & Anh D.M. Nguyen, 2019. "Intersectoral Network-Based Channel of Aggregate TFP Shocks," Bank of Lithuania Working Paper Series 63, Bank of Lithuania.
    20. Lina Lu, 2017. "Simultaneous Spatial Panel Data Models with Common Shocks," Supervisory Research and Analysis Working Papers RPA 17-3, Federal Reserve Bank of Boston, revised 09 Aug 2017.
    21. Bonaccolto, Giovanni & Caporin, Massimiliano & Panzica, Roberto Calogero, 2017. "Estimation and model-based combination of causality networks," SAFE Working Paper Series 165, Leibniz Institute for Financial Research SAFE.
    22. Ernesto Pasten & Raphael S. Schoenle & Michael Weber & Michael Weber, 2018. "Price Rigidity and the Origins af Aggregate Fluctuations," CESifo Working Paper Series 7190, CESifo.
    23. Pasten, Ernesto & Schoenle, Raphael & Weber, Michael, 2017. "Price rigidities and the granular origins of aggregate fluctuations," Working Paper Series 2102, European Central Bank.
    24. Kristina Barauskaite & Anh D. M. Nguyen, 2019. "Direct and Network Effects of Idiosyncratic TFP Shocks," Bank of Lithuania Working Paper Series 65, Bank of Lithuania.
    25. Branger, Nicole & Konermann, Patrick & Meinerding, Christoph & Schlag, Christian, 2018. "Equilibrium asset pricing in directed networks," Discussion Papers 37/2018, Deutsche Bundesbank.
    26. Pierre Guérin & Danilo Leiva-Leon, 2017. "Monetary policy, stock market and sectoral comovement," Working Papers 1731, Banco de España;Working Papers Homepage.
    27. Anja Kukuvec & Harald Oberhofer, 2018. "The Propagation of Business Sentiment within the European Union?," WIFO Working Papers 549, WIFO.
    28. Caraiani, Petre & Dutescu, Adriana & Hoinaru, Răzvan & Stănilă, Georgiana Oana, 2020. "Production network structure and the impact of the monetary policy shocks: Evidence from the OECD," Economics Letters, Elsevier, vol. 193(C).
    29. Caraiani, Petre, 2019. "Oil shocks and production network structure: Evidence from the OECD," Energy Economics, Elsevier, vol. 84(C).
    30. Carvalho, V. M & Tahbaz-Salehi, A., 2018. "Production Networks: A Primer," Cambridge Working Papers in Economics 1856, Faculty of Economics, University of Cambridge.
    31. Dixit, Shiv & Subramanian, Krishnamurthy, 2020. "Bank Coordination and Monetary Transmission: Evidence from India," MPRA Paper 103169, University Library of Munich, Germany.
    32. Niko Hauzenberger & Michael Pfarrhofer, 2019. "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy," Papers 1911.06206, arXiv.org, revised Sep 2020.
    33. Frank Smets & Joris Tielens & Jan Van Hove, 2018. "Pipeline Pressures and Sectoral Inflation Dynamics," Working Paper Research 351, National Bank of Belgium.
    34. Billio, Monica & Caporin, Massimiliano & Panzica, Roberto Calogero & Pelizzon, Loriana, 2017. "The impact of network connectivity on factor exposures, asset pricing and portfolio diversification," SAFE Working Paper Series 166, Leibniz Institute for Financial Research SAFE.
    35. Pfarrhofer, Michael & Niko , Hauzenberger, 2019. "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy," Working Papers in Economics 2019-6, University of Salzburg.
    36. Ernesto Pasten & Raphael Schoenle & Michael Weber, 2020. "Price Rigidity and the Granular Origins of Aggregate Fluctuations," Working Papers Central Bank of Chile 864, Central Bank of Chile.
    37. Tomomi Miyazaki & Kazuki Hiraga & Masafumi Kozuka, 2018. "Stock Market Response to Public Investment under the Zero Lower Bound: Cross-industry Evidence from Japan," Working Papers 171806, University of California-Irvine, Department of Economics.
    38. Jagjit S Chadha & Richard Barwell, 2019. "Renewing our Monetary Vows: Open Letters to the Governor of the Bank of England," National Institute of Economic and Social Research (NIESR) Occasional Papers 58, National Institute of Economic and Social Research.
    39. Arikan, Cengiz & Yalcin, Yeliz, 2017. "Do The Countries’ Monetary Policies Have Spatial Impact?," MPRA Paper 83407, University Library of Munich, Germany.

  3. Ali K. Ozdagli & Mihail Velikov, 2016. "Show me the money: the monetary policy risk premium," Working Papers 16-27, Federal Reserve Bank of Boston, revised 01 Dec 2016.

    Cited by:

    1. Andreas Neuhierl & Michael Weber, 2020. "Monetary Momentum," Working Papers 2020-39, Becker Friedman Institute for Research In Economics.
    2. Andreas Neuhierl & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," NBER Working Papers 22831, National Bureau of Economic Research, Inc.
    3. Pintor, Gabor, 2016. "The macroeconomic shock with the highest price of risk," LSE Research Online Documents on Economics 86225, London School of Economics and Political Science, LSE Library.
    4. Gabor Pinter, 2018. "Macroeconomic Shocks and Risk Premia," Discussion Papers 1812, Centre for Macroeconomics (CFM).

  4. Anna Chernobai & Ali K. Ozdagli & Jianlin Wang, 2016. "Business complexity and risk management: evidence from operational risk events in U. S. bank holding companies," Working Papers 16-16, Federal Reserve Bank of Boston, revised 01 Oct 2016.

    Cited by:

    1. Wu, Ji & Guo, Mengmeng & Chen, Minghua & Jeon, Bang Nam, 2019. "Market power and risk-taking of banks: Some semiparametric evidence from emerging economies," Emerging Markets Review, Elsevier, vol. 41(C).
    2. Azamat Abdymomunov & Atanas Mihov, 2019. "Operational Risk and Risk Management Quality: Evidence from U.S. Bank Holding Companies," Journal of Financial Services Research, Springer;Western Finance Association, vol. 56(1), pages 73-93, August.
    3. Filippo Curti & W. Scott Frame & Atanas Mihov, 2020. "Are the Largest Banking Organizations Operationally More Risky?," Working Papers 2016, Federal Reserve Bank of Dallas, revised 29 May 2020.
    4. Jack Bao & Maureen O'Hara & Xing Zhou, 2016. "The Volcker Rule and Market-Making in Times of Stress," Finance and Economics Discussion Series 2016-102, Board of Governors of the Federal Reserve System (U.S.).

  5. Ali K. Ozdagli, 2015. "The final countdown: the effect of monetary policy during \\"Wait-for-It\\" and reversal periods," Working Papers 15-15, Federal Reserve Bank of Boston, revised 01 Sep 2015.

    Cited by:

    1. Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2016. "Fed Liftoff and Subprime Loan Interest Rates: Evidence from the Peer-to-Peer Lending Market," Working Paper Series 319, Sveriges Riksbank (Central Bank of Sweden).

  6. Ali Ozdagli, 2014. "Financial Frictions and Reaction of Stock Prices to Monetary Policy Shocks," 2014 Meeting Papers 1360, Society for Economic Dynamics.

    Cited by:

    1. Ali K. Ozdagli & Mihail Velikov, 2016. "Show me the money: the monetary policy risk premium," Working Papers 16-27, Federal Reserve Bank of Boston, revised 01 Dec 2016.
    2. Ali K. Ozdagli, 2015. "The final countdown: the effect of monetary policy during \\"Wait-for-It\\" and reversal periods," Working Papers 15-15, Federal Reserve Bank of Boston, revised 01 Sep 2015.
    3. Michael Weber & Ali Ozdagli, 2016. "Monetary Policy Through Production Networks: Evidence from the Stock Market," 2016 Meeting Papers 148, Society for Economic Dynamics.
    4. Nina Boyarchenko & Matthew Plosser & Valentin Haddad, 2018. "Federal Reserve and Market Confidence," 2018 Meeting Papers 781, Society for Economic Dynamics.
    5. Gabriela Castro & José R. Maria & Paulo Júlio & Ricardo Mourinho Félix, 2015. "Financial Fragmentation Shocks," Working Papers w201508, Banco de Portugal, Economics and Research Department.

  7. Ali K. Ozdagli, 2014. "SNAP: should we be worried about a sudden, sharp rise from low, long-term rates?," Current Policy Perspectives 14-11, Federal Reserve Bank of Boston.

    Cited by:

    1. Ali K. Ozdagli, 2015. "The final countdown: the effect of monetary policy during \\"Wait-for-It\\" and reversal periods," Working Papers 15-15, Federal Reserve Bank of Boston, revised 01 Sep 2015.

  8. Ali K. Ozdagli, 2013. "Not so fast: high-frequency financial data for macroeconomic event studies," Working Papers 13-19, Federal Reserve Bank of Boston, revised 01 Dec 2013.

    Cited by:

    1. Jenny Tang, 2014. "Uncertainty and the Signaling Channel of Monetary Policy," 2014 Meeting Papers 1316, Society for Economic Dynamics.

  9. Filippo Ippolito & Ali K. Ozdagli & Ander Pérez Orive, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Economics Working Papers 1384, Department of Economics and Business, Universitat Pompeu Fabra.

    Cited by:

    1. Andreas Neuhierl & Michael Weber, 2020. "Monetary Momentum," Working Papers 2020-39, Becker Friedman Institute for Research In Economics.
    2. Ofer Setty & David Weiss & Zvi Eckstein, 2014. "Financial Risk and Unemployment," 2014 Meeting Papers 517, Society for Economic Dynamics.
    3. Andreas Neuhierl & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," NBER Working Papers 22831, National Bureau of Economic Research, Inc.
    4. Michael Weber & Ali Ozdagli, 2016. "Monetary Policy Through Production Networks: Evidence from the Stock Market," 2016 Meeting Papers 148, Society for Economic Dynamics.
    5. Lagos, Ricardo & Zhang, Shengxing, 2020. "Turnover liquidity and the transmission of monetary policy," LSE Research Online Documents on Economics 105095, London School of Economics and Political Science, LSE Library.
    6. Ken Kuttner & James Yetman, 2016. "A comparison of liquidity management tools in seven Asian economies," BIS Papers chapters, in: Bank for International Settlements (ed.),Expanding the boundaries of monetary policy in Asia and the Pacific, volume 88, pages 33-58, Bank for International Settlements.
    7. Acharya, Viral & Almeida, Heitor & Ippolito, Filippo & Perez, Ander, 2014. "Bank lines of credit as contingent liquidity: A study of covenant violations and their implications," Working Paper Series 1702, European Central Bank.

  10. Mary A. Burke & Ali K. Ozdagli, 2013. "Household inflation expectations and consumer spending: evidence from panel data," Working Papers 13-25, Federal Reserve Bank of Boston, revised 18 Dec 2013.

    Cited by:

    1. Francesco D'Acunto & Daniel Hoang & Michael Weber & Michael Weber, 2016. "Unconventional Fiscal Policy, Inflation Expectations, and Consumption Expenditure," CESifo Working Paper Series 5793, CESifo.
    2. Francesco D’Acunto & Daniel Hoang & Michael Weber, 2016. "The Effect of Unconventional Fiscal Policy on Consumption Expenditure," NBER Working Papers 22563, National Bureau of Economic Research, Inc.
    3. Stefano Eusepi & Giorgio Topa & Andrea Tambalotti & Richard Crump, 2016. "Subjective Intertemporal Substitution," 2016 Meeting Papers 83, Society for Economic Dynamics.
    4. Lena Dräger, 2016. "Are Consumers Planning Consumption According to an Euler Equation?," CESifo Working Paper Series 6249, CESifo.
    5. Binder, Carola, 2017. "Fed speak on main street: Central bank communication and household expectations," Journal of Macroeconomics, Elsevier, vol. 52(C), pages 238-251.
    6. Hills, Timothy S. & Nakata, Taisuke & Schmidt, Sebastian, 2019. "Effective lower bound risk," European Economic Review, Elsevier, vol. 120(C).
    7. Lena Drager & Michael J. Lamla & Damjan Pfajfar, 2020. "The Hidden Heterogeneity of Inflation Expectations and its Implications," Finance and Economics Discussion Series 2020-054, Board of Governors of the Federal Reserve System (U.S.).
    8. Philippe Andrade & Erwan Gautier & Eric Mengus, 2020. "What Matters in Households’ Inflation Expectations?," Working papers 770, Banque de France.
    9. Concetta Rondinelli & Roberta Zizza, 2020. "Spend today or spend tomorrow? The role of inflation expectations in consumer behaviour," Temi di discussione (Economic working papers) 1276, Bank of Italy, Economic Research and International Relations Area.
    10. Atif Mian & Amir Sufi & Nasim Khoshkhou, 2015. "Government Economic Policy, Sentiments, and Consumption," NBER Working Papers 21316, National Bureau of Economic Research, Inc.
    11. Duca, Ioana A. & Kenny, Geoff & Reuter, Andreas, 2018. "Inflation expectations, consumption and the lower bound: micro evidence from a large euro area survey," Working Paper Series 2196, European Central Bank.
    12. D'Acunto, Francesco & Hoang, Daniel & Weber, Michael, 2018. "Unconventional fiscal policy," Working Paper Series in Economics 114, Karlsruhe Institute of Technology (KIT), Department of Economics and Management.
    13. Lena Dräger & Giang Nghiem, 2016. "Are Consumers’ Spending Decisions in Line With an Euler Equation?," Working Papers 1802, Gutenberg School of Management and Economics, Johannes Gutenberg-Universität Mainz, revised 26 Jan 2018.
    14. Lukáš Kovanda & Martin Komrska, 2017. "Deflace, odklad spotřeby a hospodářské krize: rétorika centrálních bank vs. ekonomická literatura [Deflation and Economic Crisis: Central Banks' Rhetoric vs. Economic Literature]," Politická ekonomie, Prague University of Economics and Business, vol. 2017(3), pages 351-369.
    15. Filip Premik & Ewa Stanisławska, 2017. "The impact of inflation expectations on Polish consumers’ spending and saving," NBP Working Papers 255, Narodowy Bank Polski, Economic Research Department.
    16. Julio Garín & Robert Lester & Eric Sims, 2019. "Are Supply Shocks Contractionary at the ZLB? Evidence from Utilization-Adjusted TFP Data," The Review of Economics and Statistics, MIT Press, vol. 101(1), pages 160-175, March.
    17. Eva Arnold & Lena Dräger & Ulrich Fritsche, 2014. "Evaluating the Link between Consumers' Savings Portfolio Decisions, their Inflation Expectations and Economic News," Macroeconomics and Finance Series 201402, University of Hamburg, Department of Socioeconomics.
    18. Domit, Sílvia & Jackson, Chris & Roberts-Sklar , Matt, 2015. "Do inflation expectations currently pose a risk to inflation?," Bank of England Quarterly Bulletin, Bank of England, vol. 55(55), pages 165-180.
    19. Djuric, Uros & Neugart, Michael, 2017. "Helicopter money: survey evidence on expectation formation and consumption behavior," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168062, Verein für Socialpolitik / German Economic Association.
    20. Michael Weber & Daniel Hoang & Francesco D'Acunto, 2015. "Inflation Expectations and Consumption Expenditure," 2015 Meeting Papers 1266, Society for Economic Dynamics.
    21. Yuichiro Ito & Sohei Kaihatsu, 2016. "Effects of Inflation and Wage Expectations on Consumer Spending: Evidence from Micro Data," Bank of Japan Working Paper Series 16-E-7, Bank of Japan.

  11. Ali K. Ozdagli & Nicholas Trachter, 2011. "On the distribution of college dropouts: household wealth and uninsurable idiosyncratic risk," Working Papers 11-8, Federal Reserve Bank of Boston, revised 2011.

    Cited by:

    1. Urvi Neelakantan & Felicia Ionescu & Kartik Athreya, 2015. "Learn Now, Save Later: College and Household Portfolios," 2015 Meeting Papers 804, Society for Economic Dynamics.
    2. Kartik B. Athreya & Felicia Ionescu & Urvi Neelakantan & Ivan Vidangos, 2019. "Who Values Access to College?," Finance and Economics Discussion Series 2019-015, Board of Governors of the Federal Reserve System (U.S.).
    3. Yang, Guanyi, 2018. "Endogenous Skills and Labor Income Inequality," MPRA Paper 89638, University Library of Munich, Germany.
    4. Urvi Neelakantan & Ivan Vidangos & Felicia Ionescu & Kartik Athreya, 2016. "Investment Opportunities and the Sources of Lifetime Inequality," 2016 Meeting Papers 1177, Society for Economic Dynamics.
    5. Kartik Athreya & Felicia Ionescu & Ivan Vidangos & Urvi Neelakantan, 2018. "Investment Opportunities and Economic Outcomes: Who Benefits From College and the Stock Market?," 2018 Meeting Papers 1151, Society for Economic Dynamics.
    6. Urvi Neelakantan & Felicia Ionescu & Kartik Athreya, 2014. "Risky, Lumpy Human Capital in Household Portfolios," 2014 Meeting Papers 1242, Society for Economic Dynamics.
    7. Ali K. Ozdagli & Nicholas Trachter, 2014. "The Dropout Option in a Simple Model of College Education," Economic Quarterly, Federal Reserve Bank of Richmond, issue 4Q, pages 279-295.

  12. Ali K. Ozdagli, 2010. "The distress premium puzzle," Working Papers 10-13, Federal Reserve Bank of Boston, revised 2010.

    Cited by:

    1. Nielsen, Caren Yinxia, 2011. "Hidden in the Factors? The Effect of Credit Risk on the Cross-section of Equity Returns," Working Papers 2011:38, Lund University, Department of Economics, revised 01 Oct 2016.
    2. Yinxia G. Nielsen , Caren, 2013. "Is Default Risk Priced in Equity Returns?," Knut Wicksell Working Paper Series 2013/2, Lund University, Knut Wicksell Centre for Financial Studies.

  13. Ali K. Ozdagli, 2009. "Financial leverage, corporate investment, and stock returns," Working Papers 09-13, Federal Reserve Bank of Boston, revised 2009.

    Cited by:

    1. Ippolito, Filippo & Ozdagli, Ali K. & Perez-Orive, Ander, 2018. "The transmission of monetary policy through bank lending: The floating rate channel," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 49-71.
    2. Berardino Palazzo, 2013. "Net leverage, risk, and credit spreads," 2013 Meeting Papers 436, Society for Economic Dynamics.
    3. Fukuta, Yuichi & Yamane, Akiko, 2015. "Value premium and implied equity duration in the Japanese stock market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 39(C), pages 102-121.
    4. Ali K. Ozdagli & Mihail Velikov, 2016. "Show me the money: the monetary policy risk premium," Working Papers 16-27, Federal Reserve Bank of Boston, revised 01 Dec 2016.
    5. Hafiz Muhammad Zia ul haq & Muhammad Sohail Shafiq & Muhammad Kashif & Saba Ameer, 2020. "Determining Force behind Value Premium: The Case of Financial Leverage and Operating Leverage," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 13(9), pages 1-15, September.
    6. Tao Shen, 2017. "Credit spreads and investment opportunities," Review of Quantitative Finance and Accounting, Springer, vol. 48(1), pages 117-152, January.
    7. Adam Zaremba & Jacob Koby Shemer, 2018. "Price-Based Investment Strategies," Springer Books, Springer, number 978-3-319-91530-2, December.
    8. Ehab Yamani & David Rakowski, 2018. "Cash Flow and Discount Rate Risk in the Investment Effect: A Downside Risk Approach," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(03), pages 1-40, September.
    9. Shu Hui Lan & Jia Yi Cheng & Sheng Guo, 2016. "How to Build up the Loan - Evaluation System toward Small and Medium Enterprises between Taiwan and China’s Commercial Banks? The Application for Multi Criteria Decision Making," International Business Research, Canadian Center of Science and Education, vol. 9(3), pages 121-142, March.
    10. Dendramis, Yiannis & Kapetanios, George & Tzavalis, Elias, 2015. "Shifts in volatility driven by large stock market shocks," Journal of Economic Dynamics and Control, Elsevier, vol. 55(C), pages 130-147.
    11. Galvani, Valentina, 2018. "The Value Premium During Flights," Working Papers 2018-18, University of Alberta, Department of Economics.
    12. Ali K. Ozdagli, 2014. "Financial frictions and the reaction of stock prices to monetary policy shocks," Working Papers 14-6, Federal Reserve Bank of Boston, revised 29 Jul 2014.
    13. Cao, Viet Nga, 2015. "What explains the value premium? The case of adjustment costs, operating leverage and financial leverage," Journal of Banking & Finance, Elsevier, vol. 59(C), pages 350-366.
    14. Berardino Palazzo, 2019. "Cash flows risk, capital structure, and corporate bond yields," Annals of Finance, Springer, vol. 15(3), pages 401-420, September.
    15. Rath, Subhrendu & Durand, Robert B., 2015. "Decomposing the size, value and momentum premia of the Fama–French–Carhart four-factor model," Economics Letters, Elsevier, vol. 132(C), pages 139-141.
    16. Graeme Guthrie, 2014. "Real Options And The Cross-Section Of Expected Stock Returns," Journal of Economic Surveys, Wiley Blackwell, vol. 28(2), pages 265-283, April.
    17. Dirk Hackbarth & Timothy Johnson, 2015. "Real Options and Risk Dynamics," Review of Economic Studies, Oxford University Press, vol. 82(4), pages 1449-1482.

Articles

  1. Ozdagli, Ali & Velikov, Mihail, 2020. "Show me the money: The monetary policy risk premium," Journal of Financial Economics, Elsevier, vol. 135(2), pages 320-339.
    See citations under working paper version above.
  2. Ippolito, Filippo & Ozdagli, Ali K. & Perez-Orive, Ander, 2018. "The transmission of monetary policy through bank lending: The floating rate channel," Journal of Monetary Economics, Elsevier, vol. 95(C), pages 49-71.
    See citations under working paper version above.
  3. Ali K Ozdagli, 2018. "Financial Frictions and the Stock Price Reaction to Monetary Policy," Review of Financial Studies, Society for Financial Studies, vol. 31(10), pages 3895-3936.

    Cited by:

    1. Ali K. Ozdagli & Mihail Velikov, 2016. "Show me the money: the monetary policy risk premium," Working Papers 16-27, Federal Reserve Bank of Boston, revised 01 Dec 2016.
    2. Darmouni, Olivier & Giesecke, Oliver & Rodnyansky, Alexander, 2020. "The Bond Lending Channel of Monetary Policy," CEPR Discussion Papers 14659, C.E.P.R. Discussion Papers.
    3. Kurt G. Lunsford, 2020. "Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance," American Economic Review, American Economic Association, vol. 110(9), pages 2899-2934, September.

  4. Ali K. Ozdagli & Joe Peek, 2013. "Cliff notes: the effects of the 2013 debt-ceiling crisis," Public Policy Brief, Federal Reserve Bank of Boston.

    Cited by:

    1. David B. Cashin & Erin E. Syron Ferris & Elizabeth C. Klee & Cailey Stevens, 2017. "Take it to the Limit : The Debt Ceiling and Treasury Yields," Finance and Economics Discussion Series 2017-052, Board of Governors of the Federal Reserve System (U.S.).

  5. Ali K. Ozdagli, 2012. "Financial Leverage, Corporate Investment, and Stock Returns," Review of Financial Studies, Society for Financial Studies, vol. 25(4), pages 1033-1069.
    See citations under working paper version above.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Rankings

This author is among the top 5% authors according to these criteria:
  1. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  2. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age

Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 22 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-MON: Monetary Economics (15) 2013-01-07 2013-10-05 2013-10-11 2014-03-30 2014-06-02 2014-11-07 2015-03-22 2015-05-22 2016-02-04 2016-07-23 2017-03-19 2017-03-26 2017-06-04 2017-10-29 2018-01-15. Author is listed
  2. NEP-MAC: Macroeconomics (14) 2013-10-05 2013-10-11 2014-03-30 2014-06-02 2014-07-21 2014-11-07 2015-03-22 2016-02-04 2016-07-23 2017-03-19 2017-03-26 2017-06-04 2017-10-29 2018-01-15. Author is listed
  3. NEP-CBA: Central Banking (10) 2013-10-05 2013-10-11 2014-03-30 2014-06-02 2015-03-22 2015-05-22 2016-07-23 2017-03-19 2017-03-26 2017-10-29. Author is listed
  4. NEP-BAN: Banking (6) 2013-10-05 2013-10-11 2014-03-30 2014-06-02 2016-12-04 2018-09-03. Author is listed
  5. NEP-NET: Network Economics (4) 2016-07-23 2017-06-04 2017-10-29 2018-01-15
  6. NEP-RMG: Risk Management (4) 2010-01-10 2011-02-05 2016-12-04 2018-09-03
  7. NEP-CFN: Corporate Finance (2) 2016-12-04 2017-03-26
  8. NEP-ACC: Accounting & Auditing (1) 2014-11-07
  9. NEP-BEC: Business Economics (1) 2010-01-10
  10. NEP-DCM: Discrete Choice Models (1) 2017-06-04
  11. NEP-DGE: Dynamic General Equilibrium (1) 2015-12-08
  12. NEP-LAB: Labour Economics (1) 2011-08-29

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