Search Results - "SCOTTI, CHIARA"

Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises by Scotti, Chiara

“…Two daily, real-time, real-activity indexes are constructed for the United States, euro area, United Kingdom, Canada, and Japan: (i) a surprise index…”
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Unconventional Monetary Policy and International Risk Premia by ROGERS, JOHN H., SCOTTI, CHIARA, WRIGHT, JONATHAN H.

“…We assess the relationship between monetary policy, foreign exchange risk premia, and term premia including the period at the zero lower bound (ZLB). We…”
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Evaluating asset-market effects of unconventional monetary policy: a multi-country review by Rogers, John H., Scotti, Chiara, Wright, Jonathan H., Ellison, Martin, Kara, Hakan

“…This paper examines the effects of unconventional monetary policy by the Federal Reserve, Bank of England, European Central Bank and Bank of Japan on bond…”
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Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements by Gardner, Ben, Scotti, Chiara, Vega, Clara

“…While the literature has already widely documented the effects of macroeconomic news announcements on asset prices, as well as their asymmetric impact during…”
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Markov switching GARCH models of currency turmoil in Southeast Asia by Brunetti, Celso, Scotti, Chiara, Mariano, Roberto S., Tan, Augustine H.H.

“…This paper analyzes exchange rate turmoil with a Markov switching GARCH model. We distinguish between two different regimes in both the conditional mean and…”
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Comment by Scotti, Chiara

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Comment by Scotti, Chiara

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Is the intrinsic value of a macroeconomic news announcement related to its asset price impact? by Gilbert, Thomas, Scotti, Chiara, Strasser, Georg, Vega, Clara

“…•We relate the response of Treasury yields to the intrinsic values of macro announcements.•The intrinsic value is its ability to nowcast output, inflation or…”
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Does anyone listen when politicians talk? The effect of political commentaries on policy rate decisions and expectations by Demiralp, Selva, King, Sharmila, Scotti, Chiara

“…•This paper investigates effects of political commentaries on policy rate decisions and policy expectations.•It focuses on the Federal Reserve and the European…”
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Real-Time Measurement of Business Conditions by Aruoba, S. Borağan, Diebold, Francis X., Scotti, Chiara

“…We construct a framework for measuring economic activity at high frequency, potentially in real time. We use a variety of stock and flow data observed at mixed…”
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Die Blutkultur ist positiv. Wirklich? by Scotti, Chiara, Castioni, Julien, Garnier, Antoine, Senn, Laurence, Greub, Gilbert, Gachoud, David

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Die Blutkultur ist negativ. Wirklich? by Scotti, Chiara, Castioni, Julien, Garnier, Antoine, Senn, Laurence, Greub, Gilbert, Gachoud, David

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L’hémoculture est négative (­vraiment?) by Scotti, Chiara, Castioni, Julien, Garnier, Antoine, Senn, Laurence, Greub, Gilbert, Gachoud, David

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L’hémoculture est positive ­(vraiment?) by Scotti, Chiara, Castioni, Julien, Garnier, Antoine, Senn, Laurence, Greub, Gilbert, Gachoud, David

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A multivariate Bayesian analysis of policy rates: Fed and ECB timing and level decisions by Scotti, Chiara

“…My research studies when and by how much the Federal Reserve Bank (Fed) and the European Central Bank (ECB) change their target interest rates. I use a…”
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