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Chiara Scotti

Personal Details

First Name:Chiara
Middle Name:
Last Name:Scotti
Suffix:
RePEc Short-ID:psc465
[This author has chosen not to make the email address public]
https://sites.google.com/site/chiarascottifrb/
Terminal Degree:2005 Department of Economics; University of Pennsylvania (from RePEc Genealogy)

Affiliation

Banca d'Italia

Roma, Italy
http://www.bancaditalia.it/
RePEc:edi:bdigvit (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Chiara Scotti, 2023. "Financial Shocks in an Uncertain Economy," Working Papers 2308, Federal Reserve Bank of Dallas.
  2. Bennett Schmanski & Chiara Scotti & Clara Vega, 2023. "Fed Communication, News, Twitter, and Echo Chambers," Finance and Economics Discussion Series 2023-036, Board of Governors of the Federal Reserve System (U.S.).
  3. Garth Baughman & Francesca Carapella & David E. Rappoport & Chiara Scotti & Nathan Swem & Alexandros Vardoulakis, 2022. "The Financial Stability Implications of Digital Assets," Finance and Economics Discussion Series 2022-058, Board of Governors of the Federal Reserve System (U.S.).
  4. Benjamin Gardner & Chiara Scotti & Clara Vega, 2021. "Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements," Finance and Economics Discussion Series 2021-074, Board of Governors of the Federal Reserve System (U.S.).
  5. Richard H. Clarida & Burcu Duygan-Bump & Chiara Scotti, 2021. "The COVID-19 Crisis and the Federal Reserve's Policy Response," Finance and Economics Discussion Series 2021-035, Board of Governors of the Federal Reserve System (U.S.).
  6. Dario Caldara & Chiara Scotti & Molin Zhong, 2021. "Macroeconomic and Financial Risks: A Tale of Mean and Volatility," International Finance Discussion Papers 1326, Board of Governors of the Federal Reserve System (U.S.).
  7. David Bowman & Chiara Scotti & Cindy M. Vojtech, 2020. "How Correlated is LIBOR with Bank Funding Costs?," FEDS Notes 2020-06-29, Board of Governors of the Federal Reserve System (U.S.).
  8. Sirio Aramonte & Chiara Scotti & Ilknur Zer, 2020. "Monitoring the Liquidity Profile of Mutual Funds," FEDS Notes 2020-05-29, Board of Governors of the Federal Reserve System (U.S.).
  9. Sirio Aramonte & Chiara Scotti & Ilknur Zer, 2019. "Measuring the Liquidity Profile of Mutual Funds," Finance and Economics Discussion Series 2019-055, Board of Governors of the Federal Reserve System (U.S.).
  10. Selva Demiralp & Sharmila King & Chiara Scotti, 2016. "Does Anyone Listen when Politicians Talk? The Effect of Political Commentaries on Policy Rate Decisions and Expectations," Finance and Economics Discussion Series 2016-058, Board of Governors of the Federal Reserve System (U.S.).
  11. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2016. "Unconventional Monetary Policy and International Risk Premia," International Finance Discussion Papers 1172, Board of Governors of the Federal Reserve System (U.S.).
  12. Thomas Gilbert & Chiara Scotti & Georg H. Strasser & Clara Vega, 2015. "Is the Intrinsic Value of Macroeconomic News Announcements Related to Their Asset Price Impact?," Boston College Working Papers in Economics 874, Boston College Department of Economics, revised 23 Apr 2015.
  13. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2014. "Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison," International Finance Discussion Papers 1101, Board of Governors of the Federal Reserve System (U.S.).
  14. Chiara Scotti, 2013. "Surprise and uncertainty indexes: real-time aggregation of real-activity macro surprises," International Finance Discussion Papers 1093, Board of Governors of the Federal Reserve System (U.S.).
  15. John Ammer & Fang Cai & Chiara Scotti, 2010. "Has international financial co-movement changed? Emerging markets in the 2007-2009 financial crisis," International Finance Discussion Papers 1006, Board of Governors of the Federal Reserve System (U.S.).
  16. Sigridur Benediktsdottir & Chiara Scotti, 2009. "Exchange rates dependence: what drives it?," International Finance Discussion Papers 969, Board of Governors of the Federal Reserve System (U.S.).
  17. S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-Time Measurement of Business Conditions, Second Version," PIER Working Paper Archive 08-011, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, revised 04 Apr 2008.
  18. Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan, 2007. "Markov switching GARCH models of currency turmoil in southeast Asia," International Finance Discussion Papers 889, Board of Governors of the Federal Reserve System (U.S.).
  19. S. Boragan Aruoba & Francis X. Diebold & Chiara Scotti, 2007. "Real-time measurement of business conditions," International Finance Discussion Papers 901, Board of Governors of the Federal Reserve System (U.S.).
  20. Chiara Scotti, 2006. "A bivariate model of Fed and ECB main policy rates," International Finance Discussion Papers 875, Board of Governors of the Federal Reserve System (U.S.).
  21. Celso Brunetti & Roberto S. Mariano & Chiara Scotti & Augustine H. H. Tan, 2003. "Markov Switching Garch Models of Currency Crises in Southeast Asia," PIER Working Paper Archive 03-008, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania.

Articles

  1. Gardner, Ben & Scotti, Chiara & Vega, Clara, 2022. "Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements," Journal of Econometrics, Elsevier, vol. 231(2), pages 387-409.
  2. Sirio Aramonte & Chiara Scotti & Ilknur Zer, 2020. "Measuring the Liquidity Profile of Mutual Funds," International Journal of Central Banking, International Journal of Central Banking, vol. 16(5), pages 143-178, October.
  3. Demiralp, Selva & King, Sharmila & Scotti, Chiara, 2019. "Does anyone listen when politicians talk? The effect of political commentaries on policy rate decisions and expectations," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 95-111.
  4. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2018. "Unconventional Monetary Policy and International Risk Premia," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 50(8), pages 1827-1850, December.
  5. Gilbert, Thomas & Scotti, Chiara & Strasser, Georg & Vega, Clara, 2017. "Is the intrinsic value of a macroeconomic news announcement related to its asset price impact?," Journal of Monetary Economics, Elsevier, vol. 92(C), pages 78-95.
  6. Scotti, Chiara, 2016. "Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises," Journal of Monetary Economics, Elsevier, vol. 82(C), pages 1-19.
  7. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2014. "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, vol. 29(80), pages 749-799.
  8. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2014. "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, vol. 29(80), pages 749-799.
  9. Chiara Scotti, 2014. "Comment," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 32(4), pages 504-506, October.
  10. Chiara Scotti, 2011. "A Bivariate Model of Federal Reserve and ECB Main Policy Rates," International Journal of Central Banking, International Journal of Central Banking, vol. 7(3), pages 37-78, September.
  11. Aruoba, S. BoraÄŸan & Diebold, Francis X. & Scotti, Chiara, 2009. "Real-Time Measurement of Business Conditions," Journal of Business & Economic Statistics, American Statistical Association, vol. 27(4), pages 417-427.
  12. Brunetti, Celso & Scotti, Chiara & Mariano, Roberto S. & Tan, Augustine H.H., 2008. "Markov switching GARCH models of currency turmoil in Southeast Asia," Emerging Markets Review, Elsevier, vol. 9(2), pages 104-128, June.

Chapters

  1. John Ammer & Fang Cai & Chiara Scotti, 2011. "Has International Financial Co-Movement Changed? Emerging Markets in the 2007–2009 Financial Crisis," Contemporary Studies in Economic and Financial Analysis, in: The Impact of the Global Financial Crisis on Emerging Financial Markets, pages 231-253, Emerald Group Publishing Limited.

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, Discounted by Citation Age
  2. Number of Citations, Weighted by Simple Impact Factor
  3. Number of Citations, Weighted by Simple Impact Factor, Discounted by Citation Age
  4. Number of Citations, Weighted by Recursive Impact Factor
  5. Number of Citations, Weighted by Recursive Impact Factor, Discounted by Citation Age
  6. Number of Citations, Weighted by Number of Authors, Discounted by Citation Age
  7. Number of Citations, Weighted by Number of Authors and Simple Impact Factors
  8. Number of Citations, Weighted by Number of Authors and Simple Impact Factors, Discounted by Citation Age
  9. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors
  10. Number of Citations, Weighted by Number of Authors and Recursive Impact Factors, Discounted by Citation Age
  11. Number of Registered Citing Authors
  12. Number of Registered Citing Authors, Weighted by Rank (Max. 1 per Author)
  13. Euclidian citation score
  14. Wu-Index

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 23 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-MAC: Macroeconomics (16) 2007-01-02 2007-04-28 2007-10-13 2008-04-15 2008-09-29 2008-10-07 2013-12-06 2014-06-22 2015-03-05 2015-07-11 2016-07-16 2016-07-16 2021-06-28 2021-08-30 2022-01-17 2023-07-31. Author is listed
  2. NEP-CBA: Central Banking (11) 2007-01-02 2008-04-15 2008-09-29 2009-07-17 2014-06-22 2016-07-16 2021-06-28 2022-01-17 2022-10-24 2023-06-26 2023-07-31. Author is listed
  3. NEP-MON: Monetary Economics (8) 2007-01-02 2009-07-17 2014-06-22 2015-07-11 2016-07-16 2021-06-28 2022-01-17 2023-06-26. Author is listed
  4. NEP-RMG: Risk Management (7) 2007-04-28 2007-10-06 2007-10-13 2008-04-15 2008-10-07 2021-08-30 2023-07-31. Author is listed
  5. NEP-IFN: International Finance (6) 2007-04-28 2009-07-17 2010-10-30 2015-07-11 2016-07-16 2016-07-16. Author is listed
  6. NEP-BEC: Business Economics (5) 2007-10-06 2007-10-13 2008-04-15 2008-09-29 2008-10-07. Author is listed
  7. NEP-BAN: Banking (4) 2021-08-30 2022-10-24 2023-06-26 2023-07-31
  8. NEP-ECM: Econometrics (4) 2007-04-28 2007-10-06 2008-09-29 2008-10-07
  9. NEP-FDG: Financial Development and Growth (3) 2021-08-30 2022-01-17 2023-07-31
  10. NEP-FOR: Forecasting (3) 2007-10-13 2015-07-11 2016-07-16
  11. NEP-PAY: Payment Systems and Financial Technology (3) 2022-10-24 2023-06-19 2023-06-26
  12. NEP-BIG: Big Data (2) 2022-01-17 2023-06-26
  13. NEP-ETS: Econometric Time Series (2) 2007-04-28 2008-10-07
  14. NEP-GER: German Papers (2) 2016-07-16 2016-07-16
  15. NEP-CMP: Computational Economics (1) 2008-09-29
  16. NEP-CWA: Central and Western Asia (1) 2021-08-30
  17. NEP-EEC: European Economics (1) 2014-06-22
  18. NEP-FMK: Financial Markets (1) 2020-06-15
  19. NEP-ISF: Islamic Finance (1) 2021-08-30
  20. NEP-MFD: Microfinance (1) 2015-03-05
  21. NEP-ORE: Operations Research (1) 2021-08-30

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