Massimo Ferrari Minesso
Personal Details
First Name: | Massimo |
Middle Name: | |
Last Name: | Ferrari Minesso |
Suffix: | |
RePEc Short-ID: | pmi878 |
| |
Affiliation
(95%) European Central Bank
Frankfurt am Main, Germanyhttp://www.ecb.europa.eu/
RePEc:edi:emieude (more details at EDIRC)
(05%) Dipartimento di Economia e Finanza
Dipartimenti e Istituti di Scienze Economiche
Università Cattolica del Sacro Cuore
Milano, Italyhttp://dipartimenti.unicatt.it/defin
RePEc:edi:iecatit (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Ferrari Minesso, Massimo & Pagliari, Maria Sole, 2022. "DSGE Nash: solving Nash games in macro models," Working Paper Series 2678, European Central Bank.
- Ferrari Minesso, Massimo & Gräb, Johannes, 2022. "E pluribus plures: shock dependency of the USD pass-through to real and financial variables," Working Paper Series 2684, European Central Bank.
- Massimo Ferrari Minesso & Maria Sole Pagliari, 2022. "DSGE Nash: solving Nash Games in Macro Models With an application to optimal monetary policy under monopolistic commodity pricing," Working papers 884, Banque de France.
- Pagliari, Maria Sole & Ferrari Minesso, Massimo, 2021.
"No country is an island: international cooperation and climate change,"
Working Paper Series
2568, European Central Bank.
- Ferrari Massimo, & Pagliari Maria Sole,, 2021. "No country is an island. International cooperation and climate change," Working papers 815, Banque de France.
- Eichengreen, Barry & Ferrari, Massimo & Lafarguette, Romain & Mehl, Arnaud, 2021. "Technology and the geography of the foreign exchange market," CEPR Discussion Papers 16044, C.E.P.R. Discussion Papers.
- Le Mezo, Helena & Ferrari Minesso, Massimo, 2021. "Text-based recession probabilities," Working Paper Series 2516, European Central Bank.
- Ferrari Minesso, Massimo & Pagliari, Maria Sole & Kurcz, Frederik, 2020.
"Do words hurt more than actions? The impact of trade tensions on financial markets,"
Working Paper Series
2490, European Central Bank.
- Massimo Ferrari Minesso & Frederik Kurcz & Maria Sole Pagliari, 2022. "Do words hurt more than actions? The impact of trade tensions on financial markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1138-1159, September.
- Massimo Ferrari & Frederik Kurcz & Maria Sole Pagliari, 2021. "Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets," Working papers 802, Banque de France.
- Ferrari Minesso, Massimo, 2020. "Bank contagion in general equilibrium," Working Paper Series 2432, European Central Bank.
- Ferrari, Massimo & Mehl, Arnaud & Stracca, Livio, 2020.
"Central bank digital currency in an open economy,"
CEPR Discussion Papers
15335, C.E.P.R. Discussion Papers.
- Ferrari Minesso, Massimo & Mehl, Arnaud & Stracca, Livio, 2022. "Central bank digital currency in an open economy," Journal of Monetary Economics, Elsevier, vol. 127(C), pages 54-68.
- Ferrari Minesso, Massimo & Mehl, Arnaud & Stracca, Livio, 2020. "Central bank digital currency in an open economy," Working Paper Series 2488, European Central Bank.
- Filardo, Andrew & Lombardi, Marco & Montoro, Carlos & Ferrari, Massimo, 2018.
"Monetary policy spillovers, global commodity prices and cooperation,"
Working Papers
2018-002, Banco Central de Reserva del Perú.
- Andrew Filardo & Jacopo Lombardi & Carlos Montoro, 2018. "Monetary policy spillovers, global commodity prices and cooperation," BIS Working Papers 696, Bank for International Settlements.
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2017.
"Monetary policy's rising FX impact in the era of ultra-low rates,"
CEPR Discussion Papers
11918, C.E.P.R. Discussion Papers.
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021. "Monetary policy’s rising FX impact in the era of ultra-low rates," Journal of Banking & Finance, Elsevier, vol. 129(C).
- Massimo Ferrari & Jonathan Kearns & Andreas Schrimpf, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," BIS Working Papers 626, Bank for International Settlements.
- Ferrari, Massimo, 2014. "The financial meltdown: a model with endogenous default probability," MPRA Paper 59419, University Library of Munich, Germany.
Articles
- Ferrari Minesso, Massimo & Mehl, Arnaud & Stracca, Livio, 2022.
"Central bank digital currency in an open economy,"
Journal of Monetary Economics, Elsevier, vol. 127(C), pages 54-68.
- Ferrari Minesso, Massimo & Mehl, Arnaud & Stracca, Livio, 2020. "Central bank digital currency in an open economy," Working Paper Series 2488, European Central Bank.
- Ferrari, Massimo & Mehl, Arnaud & Stracca, Livio, 2020. "Central bank digital currency in an open economy," CEPR Discussion Papers 15335, C.E.P.R. Discussion Papers.
- Massimo Ferrari Minesso & Frederik Kurcz & Maria Sole Pagliari, 2022.
"Do words hurt more than actions? The impact of trade tensions on financial markets,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1138-1159, September.
- Ferrari Minesso, Massimo & Pagliari, Maria Sole & Kurcz, Frederik, 2020. "Do words hurt more than actions? The impact of trade tensions on financial markets," Working Paper Series 2490, European Central Bank.
- Massimo Ferrari & Frederik Kurcz & Maria Sole Pagliari, 2021. "Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets," Working papers 802, Banque de France.
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021.
"Monetary policy’s rising FX impact in the era of ultra-low rates,"
Journal of Banking & Finance, Elsevier, vol. 129(C).
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," CEPR Discussion Papers 11918, C.E.P.R. Discussion Papers.
- Massimo Ferrari & Jonathan Kearns & Andreas Schrimpf, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," BIS Working Papers 626, Bank for International Settlements.
- Andrew J. Filardo & Marco J. Lombardi & Carlos Montoro & Massimo Minesso Ferrari, 2020. "Monetary Policy, Commodity Prices, and Misdiagnosis Risk," International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 45-79, March.
- Le Mezo, Helena & Ferrari, Massimo, 2020. "Using information in newspaper articles as an indicator of real economic activity," Economic Bulletin Boxes, European Central Bank, vol. 2.
- Massimo Minesso Ferrari, 2020. "The Real Effects of Endogenous Defaults on the Interbank Market," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 6(3), pages 411-439, November.
- Ferrari Minesso, Massimo, 2019. "Emerging market economy currencies: the role of global risk, the US dollar and domestic forces," Economic Bulletin Boxes, European Central Bank, vol. 3.
Chapters
- Massimo Ferrari & Kristyna Ters, 2017. "The benefits of using large high frequency financial datasets for empirical analyses: Two applied cases," IFC Bulletins chapters, in: Bank for International Settlements (ed.), Statistical implications of the new financial landscape, volume 43, Bank for International Settlements.
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.Blog mentions
As found by EconAcademics.org, the blog aggregator for Economics research:- Ferrari Massimo, & Pagliari Maria Sole,, 2021.
"No country is an island. International cooperation and climate change,"
Working papers
815, Banque de France.
- Pagliari, Maria Sole & Ferrari Minesso, Massimo, 2021. "No country is an island: international cooperation and climate change," Working Paper Series 2568, European Central Bank.
Mentioned in:
- No country is an island: International cooperation and climate change
by Christian Zimmermann in NEP-DGE blog on 2021-09-14 15:00:18
Working papers
- Pagliari, Maria Sole & Ferrari Minesso, Massimo, 2021.
"No country is an island: international cooperation and climate change,"
Working Paper Series
2568, European Central Bank.
- Ferrari Massimo, & Pagliari Maria Sole,, 2021. "No country is an island. International cooperation and climate change," Working papers 815, Banque de France.
Cited by:
- Ferrari, Alessandro & Landi, Valerio Nispi, 2023. "Toward a green economy: the role of central bank’s asset purchases," Working Paper Series 2779, European Central Bank.
- Alessandro Ferrari & Valerio Nispi Landi, 2022.
"Will the green transition be inflationary? Expectations matter,"
Questioni di Economia e Finanza (Occasional Papers)
686, Bank of Italy, Economic Research and International Relations Area.
- Ferrari, Alessandro & Landi, Valerio Nispi, 2022. "Will the green transition be inflationary? Expectations matter," Working Paper Series 2726, European Central Bank.
- Patrick Gruning, 2022. "Fiscal, Environmental, and Bank Regulation Policies in a Small Open Economy for the Green Transition," Working Papers 2022/06, Latvijas Banka.
- Barbara Annicchiarico & Fabio Di Dio & Francesca Diluiso, 2022.
"Climate Actions, Market Beliefs and Monetary Policy,"
CEIS Research Paper
535, Tor Vergata University, CEIS, revised 25 Mar 2022.
- Annicciarico, Barbara & Di Dio, Fabio & Dilusio, Francesca, 2022. "Climate Actions, Market Beliefs, and Monetary Policy," Working Papers 2022-14, Joint Research Centre, European Commission.
- Alessandro Ferrari & Valerio Nispi Landi, 2022. "Toward a green economy: the role of central bank's asset purchases," Temi di discussione (Economic working papers) 1358, Bank of Italy, Economic Research and International Relations Area.
- Donato Masciandaro & Romano Vincenzo Tarsia, 2021. "Society, Politicians, Climate Change and Central Banks: An Index of Green Activism," BAFFI CAREFIN Working Papers 21167, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Massimo Ferrari Minesso & Maria Sole Pagliari, 2022. "DSGE Nash: solving Nash Games in Macro Models With an application to optimal monetary policy under monopolistic commodity pricing," Working papers 884, Banque de France.
- Chmielewska Anna & Sławiński Andrzej, 2021. "Climate crisis, central banks and the IMF reform," Economics and Business Review, Sciendo, vol. 7(4), pages 7-27, December.
- Boneva, Lena & Ferrucci, Gianluigi & Mongelli, Francesco Paolo, 2021. "To be or not to be “green”: how can monetary policy react to climate change?," Occasional Paper Series 285, European Central Bank.
- Ferrari Minesso, Massimo & Pagliari, Maria Sole, 2022. "DSGE Nash: solving Nash games in macro models," Working Paper Series 2678, European Central Bank.
- Mongelli, Francesco Paolo & Pointner, Wolfgang & van den End, Jan Willem, 2022. "The effects of climate change on the natural rate of interest: a critical survey," Working Paper Series 2744, European Central Bank.
- Ferrari Minesso, Massimo & Pagliari, Maria Sole & Kurcz, Frederik, 2020.
"Do words hurt more than actions? The impact of trade tensions on financial markets,"
Working Paper Series
2490, European Central Bank.
- Massimo Ferrari Minesso & Frederik Kurcz & Maria Sole Pagliari, 2022. "Do words hurt more than actions? The impact of trade tensions on financial markets," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1138-1159, September.
- Massimo Ferrari & Frederik Kurcz & Maria Sole Pagliari, 2021. "Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets," Working papers 802, Banque de France.
Cited by:
- Amstad, Marlene & Gambacorta, Leonardo & He, Chao & Xia, Fan Dora, 2021.
"Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media,"
CEPR Discussion Papers
15682, C.E.P.R. Discussion Papers.
- Marlene Amstad & Leonardo Gambacorta & Chao He & Dora Xia, 2021. "Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media," BIS Working Papers 917, Bank for International Settlements.
- Ferrari, Massimo & Mehl, Arnaud & Stracca, Livio, 2020.
"Central bank digital currency in an open economy,"
CEPR Discussion Papers
15335, C.E.P.R. Discussion Papers.
- Ferrari Minesso, Massimo & Mehl, Arnaud & Stracca, Livio, 2022. "Central bank digital currency in an open economy," Journal of Monetary Economics, Elsevier, vol. 127(C), pages 54-68.
- Ferrari Minesso, Massimo & Mehl, Arnaud & Stracca, Livio, 2020. "Central bank digital currency in an open economy," Working Paper Series 2488, European Central Bank.
Cited by:
- Agur, Itai & Ari, Anil & Dell’Ariccia, Giovanni, 2022.
"Designing central bank digital currencies,"
Journal of Monetary Economics, Elsevier, vol. 125(C), pages 62-79.
- Mr. Itai Agur & Mr. Anil Ari & Mr. Giovanni Dell'Ariccia, 2019. "Designing Central Bank Digital Currencies," IMF Working Papers 2019/252, International Monetary Fund.
- Agur, Itai & Ari, Anil & DellAriccia, Giovanni, 2020. "Designing Central Bank Digital Currencies," CEPR Discussion Papers 15366, C.E.P.R. Discussion Papers.
- Raphael A. Auer & Giulio Cornelli & Jon Frost, 2020.
"Rise of the Central Bank Digital Currencies: Drivers, Approaches and Technologies,"
CESifo Working Paper Series
8655, CESifo.
- Raphael Auer & Giulio Cornelli & Jon Frost, 2020. "Rise of the central bank digital currencies: drivers, approaches and technologies," BIS Working Papers 880, Bank for International Settlements.
- Auer, Raphael & Cornelli, Giulio & Frost, Jon, 2020. "Rise of the central bank digital currencies: drivers, approaches and technologies," CEPR Discussion Papers 15363, C.E.P.R. Discussion Papers.
- Castrén, Olli & Kavonius, Ilja Kristian & Rancan, Michela, 2022. "Digital currencies in financial networks," Journal of Financial Stability, Elsevier, vol. 60(C).
- Linda Schilling & Jesús Fernández-Villaverde & Harald Uhlig, 2020.
"Central Bank Digital Currency: When Price and Bank Stability Collide,"
NBER Working Papers
28237, National Bureau of Economic Research, Inc.
- Linda Schilling & Jesús Fernández-Villaverde & Harald Uhlig, 2020. "Central Bank Digital Currency: When Price and Bank Stability Collide," Working Papers 2020-180, Becker Friedman Institute for Research In Economics.
- Schilling, Linda & Fernandez-Villaverde, Jesus & Uhlig, Harald, 2020. "Central Bank Digital Currency: When price and bank stability collide," MPRA Paper 113248, University Library of Munich, Germany, revised 01 May 2022.
- Linda Schilling & Jesús Fernández-Villaverde & Harald Uhlig, 2020. "Central Bank Digital Currency: When Price and Bank Stability Collide," CESifo Working Paper Series 8773, CESifo.
- Schilling, Linda & Fernandez-Villaverde, Jesus & Uhlig, Harald, 2020. "Central bank digital currency: When price and bank stability collide," MPRA Paper 114883, University Library of Munich, Germany, revised 05 Oct 2022.
- Fernández-Villaverde, Jesús & Schilling, Linda Marlene & Uhlig, Harald, 2020. "Central Bank Digital Currency: When Price and Bank Stability Collide," CEPR Discussion Papers 15555, C.E.P.R. Discussion Papers.
- Matthew Malloy & Francis Martinez & Mary-Frances Styczynski & Alex Thorp, 2022. "Retail CBDC and U.S. Monetary Policy Implementation: A Stylized Balance Sheet Analysis," Finance and Economics Discussion Series 2022-032, Board of Governors of the Federal Reserve System (U.S.).
- Ferry Syarifuddin & Toni Bakhtiar, 2022. "The Macroeconomic Effects of an Interest-Bearing CBDC: A DSGE Model," Mathematics, MDPI, vol. 10(10), pages 1-33, May.
- Eun Young Oh & Shuonan Zhang, 2020.
"Informal economy and central bank digital currency,"
Working Papers in Economics & Finance
2020-11, University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group, revised 23 Jun 2022.
- Eun Young Oh & Shuonan Zhang, 2022. "Informal economy and central bank digital currency," Economic Inquiry, Western Economic Association International, vol. 60(4), pages 1520-1539, October.
- Dirk Niepelt, 2022. "Money and Banking with Reserves and CBDC," Diskussionsschriften dp2212, Universitaet Bern, Departement Volkswirtschaft.
- Douglas Arner & Raphael Auer & Jon Frost, 2020. "Stablecoins: potential, risks and regulation," BIS Working Papers 905, Bank for International Settlements.
- Harald Uhlig & Taojun Xie, 2020.
"Parallel Digital Currencies and Sticky Prices,"
NBER Working Papers
28300, National Bureau of Economic Research, Inc.
- Uhlig, Harald & Xie, Taojun, 2020. "Parallel Digital Currencies and Sticky Prices," CEPR Discussion Papers 15619, C.E.P.R. Discussion Papers.
- Harald Uhlig & Taojun Xie, 2020. "Parallel Digital Currencies and Sticky Prices," Working Papers 2020-188, Becker Friedman Institute for Research In Economics.
- Gergely Hudecz & Edmund Moshammer & Alexander Raabe & Gong Cheng, 2021. "The euro in the world," Discussion Papers 16, European Stability Mechanism, revised 27 Oct 2021.
- Daisuke Ikeda, 2022. "Digital Money as a Medium of Exchange and Monetary Policy in Open Economies," IMES Discussion Paper Series 22-E-10, Institute for Monetary and Economic Studies, Bank of Japan.
- Isaiah Hull & Or Sattath, 2021.
"Revisiting the Properties of Money,"
Papers
2111.04483, arXiv.org, revised Nov 2021.
- Hull, Isaiah & Sattath, Or, 2021. "Revisiting the Properties of Money," Working Paper Series 406, Sveriges Riksbank (Central Bank of Sweden).
- Chunming Shen, 2022. "Digital RMB, RMB Internationalization and Sustainable Development of the International Monetary System," Sustainability, MDPI, vol. 14(10), pages 1-22, May.
- Burlon, Lorenzo & Montes-Galdon, Carlos & Muñoz, Manuel A. & Smets, Frank, 2022.
"The optimal quantity of CBDC in a bank-based economy,"
CEPR Discussion Papers
16995, C.E.P.R. Discussion Papers.
- Lorenzo Burlon & Carlos Montes-Galdón & Manuel A. Muñoz & Frank Smets, 2023. "The optimal quantity of CBDC in a bank-based economy," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 23/1063, Ghent University, Faculty of Economics and Business Administration.
- Burlon, Lorenzo & Montes-Galdón, Carlos & Muñoz, Manuel A. & Smets, Frank, 2022. "The optimal quantity of CBDC in a bank-based economy," Working Paper Series 2689, European Central Bank.
- Perazzi, Elena & Bacchetta, Philippe, 2022. "CBDC as imperfect substitute to bank deposits: a macroeconomic perspective," MPRA Paper 115574, University Library of Munich, Germany.
- Jiaqi Li, 2021. "Predicting the Demand for Central Bank Digital Currency: A Structural Analysis with Survey Data," Staff Working Papers 21-65, Bank of Canada.
- Thitima Chucherd & Chanokkarn Mek-yong & Nalin Nookhwun & Passawuth Nuntnarumit & Natta Piyakarnchana & Suparit Suwanik, 2021. "Monetary and Financial Perspectives on Retail CBDC in the Thai Context," PIER Discussion Papers 152, Puey Ungphakorn Institute for Economic Research.
- Schiller, Jonathan & Gross, Jonas, 2021. "A Model for Central Bank Digital Currencies: Implications for Bank Funding and Monetary Policy," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242350, Verein für Socialpolitik / German Economic Association.
- Barrdear, John & Kumhof, Michael, 2022. "The macroeconomics of central bank digital currencies," Journal of Economic Dynamics and Control, Elsevier, vol. 142(C).
- Le, Anh H., 2022. "Central bank digital currency and cryptocurrency in emerging markets," MPRA Paper 114734, University Library of Munich, Germany.
- Ahnert, Toni & Assenmacher, Katrin & Hoffmann, Peter & Leonello, Agnese & Monnet, Cyril & Porcellacchia, Davide, 2022. "The economics of central bank digital currency," Working Paper Series 2713, European Central Bank.
- Cong, Lin William & Mayer, Simon, 2022. "The Coming Battle of Digital Currencies," Applied Economics and Policy Working Paper Series 320020, Cornell University, Department of Applied Economics and Management.
- Marcelo A. T. Aragão, 2021. "A Few Things You Wanted to Know about the Economics of CBDCs, but were Afraid to Model: a survey of what we can learn from who has done," Working Papers Series 554, Central Bank of Brazil, Research Department.
- Wang, Yizhi & Lucey, Brian M. & Vigne, Samuel A. & Yarovaya, Larisa, 2022. "The Effects of Central Bank Digital Currencies News on Financial Markets," Technological Forecasting and Social Change, Elsevier, vol. 180(C).
- Bhaskar, Ratikant & Hunjra, Ahmed Imran & Bansal, Shashank & Pandey, Dharen Kumar, 2022. "Central Bank Digital Currencies: Agendas for future research," Research in International Business and Finance, Elsevier, vol. 62(C).
- Filardo, Andrew & Lombardi, Marco & Montoro, Carlos & Ferrari, Massimo, 2018.
"Monetary policy spillovers, global commodity prices and cooperation,"
Working Papers
2018-002, Banco Central de Reserva del Perú.
- Andrew Filardo & Jacopo Lombardi & Carlos Montoro, 2018. "Monetary policy spillovers, global commodity prices and cooperation," BIS Working Papers 696, Bank for International Settlements.
Cited by:
- Castillo, Paul & Montoro, Carlos & Tuesta, Vicente., 2010.
"Inflation, Oil Price Volatility and Monetary Policy,"
Working Papers
2010-002, Banco Central de Reserva del Perú.
- Castillo, Paul & Montoro, Carlos & Tuesta, Vicente, 2020. "Inflation, oil price volatility and monetary policy," Journal of Macroeconomics, Elsevier, vol. 66(C).
- M. Tiunova G. & М. Тиунова Г., 2018. "Влияние Внешних Шоков На Российскую Экономику // The Impact Of External Shocks On The Russian Economy," Финансы: теория и практика/Finance: Theory and Practice // Finance: Theory and Practice, ФГОБУВО Финансовый университет при Правительстве Российской Федерации // Financial University under The Government of Russian Federation, vol. 22(4), pages 146-170.
- Ernest Gnan & Claudia Kwapil & Maria Teresa Valderrama, 2018. "Monetary policy after the crisis: mandates, targets, and international linkages," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q2/18, pages 8-33.
- Apergis, Nicholas & Chatziantoniou, Ioannis & Cooray, Arusha, 2020. "Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty," International Review of Financial Analysis, Elsevier, vol. 71(C).
- Takuji Fueki & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2021.
"Identifying oil price shocks and their consequences: The role of expectations in the crude oil market,"
International Finance, Wiley Blackwell, vol. 24(1), pages 53-76, April.
- Takuji Fueki & Hiroka Higashi & Naoto Higashio & Jouchi Nakajima & Shinsuke Ohyama & Yoichiro Tamanyu, 2018. "Identifying oil price shocks and their consequences: the role of expectations in the crude oil market," BIS Working Papers 725, Bank for International Settlements.
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2017.
"Monetary policy's rising FX impact in the era of ultra-low rates,"
CEPR Discussion Papers
11918, C.E.P.R. Discussion Papers.
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021. "Monetary policy’s rising FX impact in the era of ultra-low rates," Journal of Banking & Finance, Elsevier, vol. 129(C).
- Massimo Ferrari & Jonathan Kearns & Andreas Schrimpf, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," BIS Working Papers 626, Bank for International Settlements.
Cited by:
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2017.
"Monetary policy's rising FX impact in the era of ultra-low rates,"
CEPR Discussion Papers
11918, C.E.P.R. Discussion Papers.
- Massimo Ferrari & Jonathan Kearns & Andreas Schrimpf, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," BIS Working Papers 626, Bank for International Settlements.
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021. "Monetary policy’s rising FX impact in the era of ultra-low rates," Journal of Banking & Finance, Elsevier, vol. 129(C).
- Semyon Malamud & Andreas Schrimpf, 2018.
"An intermediation-based model of exchange rates,"
BIS Working Papers
743, Bank for International Settlements.
- Semyon Malamud & Andreas Schrimpf, 2018. "An Intermediation-Based Model of Exchange Rates," Swiss Finance Institute Research Paper Series 18-14, Swiss Finance Institute, revised Jun 2018.
- Malamud, Semyon & Schrimpf, Andreas, 2018. "An Intermediation-Based Model of Exchange Rates," CEPR Discussion Papers 13182, C.E.P.R. Discussion Papers.
- Callum Jones & Mariano Kulish & Daniel M. Rees, 2018.
"International Spillovers of Forward Guidance Shocks,"
IMF Working Papers
2018/114, International Monetary Fund.
- Callum Jones & Mariano Kulish & Daniel M. Rees, 2022. "International spillovers of forward guidance shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 131-160, January.
- Callum Jones & Mariano Kulish & Daniel Rees, 2020. "International spillovers of forward guidance shocks," BIS Working Papers 870, Bank for International Settlements.
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2023. "Institutional investors, the dollar, and U.S. credit conditions," Journal of Financial Economics, Elsevier, vol. 147(1), pages 198-220.
- Kristin Forbes, 2018. "Monetary Policy at the Effective Lower Bound: Less Potent? More International? More Sticky?," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 49(2 (Fall)), pages 521-541.
- Fabian Fink & Lukas Frei & Thomas Maag & Tanja Zehnder, 2020. "The impact of SNB monetary policy on the Swiss franc and longer-term interest rates," Working Papers 2020-01, Swiss National Bank.
- Eren, Egemen & Malamud, Semyon, 2018.
"Dominant Currency Debt,"
CEPR Discussion Papers
13391, C.E.P.R. Discussion Papers.
- Egemen Eren & Semyon Malamud, 2019. "Dominant currency debt," BIS Working Papers 783, Bank for International Settlements.
- Egemen Eren & Semyon Malamud, 2018. "Dominant Currency Debt," Swiss Finance Institute Research Paper Series 18-55, Swiss Finance Institute.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2020.
"International Evidence on Shock-Dependent Exchange Rate Pass-Through,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(4), pages 721-763, December.
- Kristin Forbes & Ida Hjortsoe & Tsvetelina Nenova, 2020. "International Evidence on Shock-Dependent Exchange Rate Pass-Through," NBER Working Papers 27746, National Bureau of Economic Research, Inc.
- Forbes, Kristin & Hjortsoe, Ida & Nenova, Tsvetelina, 2020. "International Evidence on Shock-Dependent Exchange Rate Pass-Through," CEPR Discussion Papers 15242, C.E.P.R. Discussion Papers.
- Nihar Shah, 2022. "Doubly heterogeneous monetary spillovers," International Finance, Wiley Blackwell, vol. 25(2), pages 126-150, August.
- Oliver Holtemöller & Alexander Kriwoluzky & Boreum Kwak, 2020.
"Exchange Rates and the Information Channel of Monetary Policy,"
Discussion Papers of DIW Berlin
1906, DIW Berlin, German Institute for Economic Research.
- Holtemöller, Oliver & Kriwoluzky, Alexander & Kwak, Boreum, 2020. "Exchange rates and the information channel of monetary policy," IWH Discussion Papers 17/2020, Halle Institute for Economic Research (IWH).
- Shahriyar Aliev & Evžen Kočenda, 2022.
"ECB monetary policy and commodity prices,"
FFA Working Papers
4.008, Prague University of Economics and Business, revised 21 Jun 2022.
- Shahriyar Aliyev & Evžen Kočenda, 2023. "ECB monetary policy and commodity prices," Review of International Economics, Wiley Blackwell, vol. 31(1), pages 274-304, February.
- Shahriyar Aliyev & Evzen Kocenda, 2020. "ECB Monetary Policy and Commodity Prices," Working Papers IES 2020/8, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2020.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2022. "Risk capacity, portfolio choice and exchange rates," BIS Working Papers 1031, Bank for International Settlements.
- Matthys, Thomas & Meuleman, Elien & Vander Vennet, Rudi, 2020. "Unconventional monetary policy and bank risk taking," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2018.
"Global Investors, the Dollar, and U.S. Credit Conditions,"
CESifo Working Paper Series
7288, CESifo.
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim, 2018. "Global Investors, the Dollar, and U.S. Credit Conditions," CEPR Discussion Papers 13237, C.E.P.R. Discussion Papers.
- ter Ellen, Saskia & Jansen, Edvard & Midthjell, Nina Larsson, 2020.
"ECB Spillovers and domestic monetary policy effectiveness in small open economies,"
European Economic Review, Elsevier, vol. 121(C).
- Saskia Ter Ellen & Edvard Jansen & Nina Larsson Midthjell, 2018. "ECB spillovers and domestic monetary policy effectiveness in small open economies," Working Paper 2018/9, Norges Bank.
- Enzo Rossi & Vincent Wolff, 2020. "Spillovers to exchange rates from monetary and macroeconomic communications events," Working Papers 2020-18, Swiss National Bank.
- Donato Masciandaro & Davide Romelli & Gaia Rubera, 2021. "Monetary policy and financial markets: evidence from Twitter traffic," BAFFI CAREFIN Working Papers 21160, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
- Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019. "Institutional Investors, the Dollar, and U.S. Credit Conditions," International Finance Discussion Papers 1246, Board of Governors of the Federal Reserve System (U.S.).
- Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2018.
"The portfolio of euro area fund investors and ECB monetary policy announcements,"
Journal of International Money and Finance, Elsevier, vol. 89(C), pages 103-126.
- Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2017. "The portfolio of euro area fund investors and ECB monetary policy announcements," Working Paper Series 2116, European Central Bank.
- Cawley, Cormac & Finnegan, Marie, 2019. "Transmission channels of central bank asset purchases in the Irish economy," MPRA Paper 96547, University Library of Munich, Germany.
- Stephanie E. Curcuru & Steven B. Kamin & Canlin Li & Marius del Giudice Rodriguez, 2018. "International Spillovers of Monetary Policy : Conventional Policy vs. Quantitative Easing," International Finance Discussion Papers 1234, Board of Governors of the Federal Reserve System (U.S.).
- Christian Grisse, 2020. "The effect of monetary policy on the Swiss franc: an SVAR approach," Working Papers 2020-02, Swiss National Bank.
- Martina Cecioni, 2018. "ECB monetary policy and the euro exchange rate," Temi di discussione (Economic working papers) 1172, Bank of Italy, Economic Research and International Relations Area.
- Cormac Cawley & Marie Finnegan, 2019. "Transmission Channels of Central Bank Asset Purchases in the Irish Economy," Economies, MDPI, vol. 7(4), pages 1-25, September.
- Franz, Thorsten, 2020. "Central bank information shocks and exchange rates," Discussion Papers 13/2020, Deutsche Bundesbank.
- Kugler, Peter, 2020. "The Short-Run Impact of Interest Rates on Exchange Rates: Results for the Swiss franc Against the Euro and US Dollar from Daily Data 2001-2011," Working papers 2020/01, Faculty of Business and Economics - University of Basel.
- Illes, Anamaria & Lombardi, Marco J. & Mizen, Paul, 2019. "The divergence of bank lending rates from policy rates after the financial crisis: The role of bank funding costs," Journal of International Money and Finance, Elsevier, vol. 93(C), pages 117-141.
- Anna Cieslak & Andreas Schrimpf, 2018.
"Non-Monetary News in Central Bank Communication,"
NBER Working Papers
25032, National Bureau of Economic Research, Inc.
- Anna Cieslak & Andreas Schrimpf, 2018. "Non-Monetary News in Central Bank Communication," NBER Chapters, in: NBER International Seminar on Macroeconomics 2018, pages 293-315, National Bureau of Economic Research, Inc.
- Cieslak, Anna & Schrimpf, Andreas, 2019. "Non-monetary news in central bank communication," Journal of International Economics, Elsevier, vol. 118(C), pages 293-315.
- Anna Cieslak & Andreas Schrimpf, 2018. "Non-monetary news in central bank communication," BIS Working Papers 761, Bank for International Settlements.
- Mr. Machiko Narita & Mr. Tommaso Mancini Griffoli & Umang Rawat & Federico Grinberg & Shujaat Khan & Mr. R. G Gelos, 2019. "Has Higher Household Indebtedness Weakened Monetary Policy Transmission?," IMF Working Papers 2019/011, International Monetary Fund.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2019.
"Bond risk premia and the exchange rate,"
BIS Working Papers
775, Bank for International Settlements.
- Boris Hofmann & Ilhyock Shim & Hyun Song Shin, 2020. "Bond Risk Premia and The Exchange Rate," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(S2), pages 497-520, December.
- Gobbi, Lucio & Lucarelli, Stefano, 2022. "Pound Sterling depreciation and the UK's trade balance versus the USA's: Industry-level estimates," Structural Change and Economic Dynamics, Elsevier, vol. 60(C), pages 206-220.
Articles
- Ferrari Minesso, Massimo & Mehl, Arnaud & Stracca, Livio, 2022.
"Central bank digital currency in an open economy,"
Journal of Monetary Economics, Elsevier, vol. 127(C), pages 54-68.
See citations under working paper version above.
- Ferrari Minesso, Massimo & Mehl, Arnaud & Stracca, Livio, 2020. "Central bank digital currency in an open economy," Working Paper Series 2488, European Central Bank.
- Ferrari, Massimo & Mehl, Arnaud & Stracca, Livio, 2020. "Central bank digital currency in an open economy," CEPR Discussion Papers 15335, C.E.P.R. Discussion Papers.
- Massimo Ferrari Minesso & Frederik Kurcz & Maria Sole Pagliari, 2022.
"Do words hurt more than actions? The impact of trade tensions on financial markets,"
Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(6), pages 1138-1159, September.
See citations under working paper version above.
- Ferrari Minesso, Massimo & Pagliari, Maria Sole & Kurcz, Frederik, 2020. "Do words hurt more than actions? The impact of trade tensions on financial markets," Working Paper Series 2490, European Central Bank.
- Massimo Ferrari & Frederik Kurcz & Maria Sole Pagliari, 2021. "Do Words Hurt More Than Actions? The Impact of Trade Tensions on Financial Markets," Working papers 802, Banque de France.
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021.
"Monetary policy’s rising FX impact in the era of ultra-low rates,"
Journal of Banking & Finance, Elsevier, vol. 129(C).
See citations under working paper version above.
- Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," CEPR Discussion Papers 11918, C.E.P.R. Discussion Papers.
- Massimo Ferrari & Jonathan Kearns & Andreas Schrimpf, 2017. "Monetary policy's rising FX impact in the era of ultra-low rates," BIS Working Papers 626, Bank for International Settlements.
- Andrew J. Filardo & Marco J. Lombardi & Carlos Montoro & Massimo Minesso Ferrari, 2020.
"Monetary Policy, Commodity Prices, and Misdiagnosis Risk,"
International Journal of Central Banking, International Journal of Central Banking, vol. 16(2), pages 45-79, March.
Cited by:
- Shahriyar Aliev & Evžen Kočenda, 2022.
"ECB monetary policy and commodity prices,"
FFA Working Papers
4.008, Prague University of Economics and Business, revised 21 Jun 2022.
- Shahriyar Aliyev & Evžen Kočenda, 2023. "ECB monetary policy and commodity prices," Review of International Economics, Wiley Blackwell, vol. 31(1), pages 274-304, February.
- Shahriyar Aliyev & Evzen Kocenda, 2020. "ECB Monetary Policy and Commodity Prices," Working Papers IES 2020/8, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, revised Apr 2020.
- Martínez-Cañete, Ana R. & Márquez-de-la-Cruz, Elena & Pérez-Soba, Inés, 2022. "Non-linear cointegration between oil and stock prices: The role of interest rates," Research in International Business and Finance, Elsevier, vol. 59(C).
- Shahriyar Aliev & Evžen Kočenda, 2022.
"ECB monetary policy and commodity prices,"
FFA Working Papers
4.008, Prague University of Economics and Business, revised 21 Jun 2022.
- Le Mezo, Helena & Ferrari, Massimo, 2020.
"Using information in newspaper articles as an indicator of real economic activity,"
Economic Bulletin Boxes, European Central Bank, vol. 2.
Cited by:
- Le Mezo, Helena & Ferrari Minesso, Massimo, 2021. "Text-based recession probabilities," Working Paper Series 2516, European Central Bank.
- Massimo Minesso Ferrari, 2020.
"The Real Effects of Endogenous Defaults on the Interbank Market,"
Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 6(3), pages 411-439, November.
Cited by:
- Ferrari Minesso, Massimo, 2020. "Bank contagion in general equilibrium," Working Paper Series 2432, European Central Bank.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 16 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.- NEP-CBA: Central Banking (9) 2017-04-02 2017-04-23 2018-02-12 2018-05-14 2020-08-24 2020-11-30 2021-06-28 2022-08-22 2023-01-09. Author is listed
- NEP-DGE: Dynamic General Equilibrium (8) 2014-11-17 2020-08-24 2020-11-30 2021-05-24 2021-06-28 2021-08-23 2022-08-15 2023-01-09. Author is listed
- NEP-MON: Monetary Economics (8) 2017-04-02 2017-04-23 2018-02-12 2018-05-14 2020-11-30 2021-05-24 2022-08-22 2023-01-09. Author is listed
- NEP-CMP: Computational Economics (5) 2020-12-07 2021-02-01 2021-03-08 2022-08-15 2023-01-09. Author is listed
- NEP-OPM: Open Economy Macroeconomics (5) 2020-11-30 2021-05-24 2021-06-28 2021-08-23 2022-08-22. Author is listed
- NEP-AGR: Agricultural Economics (3) 2018-05-14 2021-06-28 2021-08-23
- NEP-ENE: Energy Economics (2) 2021-06-28 2021-08-23
- NEP-ENV: Environmental Economics (2) 2021-06-28 2021-08-23
- NEP-GTH: Game Theory (2) 2022-08-15 2023-01-09
- NEP-PAY: Payment Systems & Financial Technology (2) 2020-11-30 2021-05-24
- NEP-BAN: Banking (1) 2022-08-15
- NEP-BIG: Big Data (1) 2021-03-08
- NEP-CNA: China (1) 2021-03-08
- NEP-CWA: Central & Western Asia (1) 2021-03-08
- NEP-EEC: European Economics (1) 2021-08-23
- NEP-FDG: Financial Development & Growth (1) 2022-08-22
- NEP-FOR: Forecasting (1) 2021-02-01
- NEP-IFN: International Finance (1) 2022-08-22
- NEP-INT: International Trade (1) 2020-12-07
- NEP-ISF: Islamic Finance (1) 2021-08-23
- NEP-NET: Network Economics (1) 2020-08-24
- NEP-RES: Resource Economics (1) 2021-06-28
- NEP-RMG: Risk Management (1) 2021-02-01
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