| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| 2nd Annual International Roles of the U.S. Dollar Conference |
0 |
0 |
1 |
5 |
1 |
2 |
10 |
14 |
| Bad Bad Contagion |
0 |
0 |
0 |
38 |
5 |
7 |
17 |
86 |
| Bank Interventions and Options-based Systemic Risk: Evidence from the Global and Euro-area Crisis |
0 |
0 |
0 |
45 |
0 |
1 |
10 |
113 |
| Central Banks' Financial Stability Communications during the COVID-19 Pandemic |
0 |
0 |
2 |
24 |
0 |
0 |
8 |
54 |
| Constructing a Dictionary for Financial Stability |
0 |
0 |
2 |
105 |
6 |
7 |
18 |
192 |
| Costs of Rising Uncertainty |
0 |
2 |
9 |
9 |
5 |
10 |
26 |
26 |
| Direct and Spillover Effects of Unconventional Monetary and Exchange Rate Policies |
0 |
0 |
0 |
43 |
0 |
3 |
10 |
83 |
| Downside and Upside Economic Uncertainty |
0 |
2 |
2 |
2 |
1 |
2 |
2 |
2 |
| Extending the New Keynesian Monetary Model with Information Revision Processes: Real-time and Revised Data |
0 |
0 |
0 |
54 |
0 |
4 |
11 |
158 |
| Financial Stability Governance and Central Bank Communications |
0 |
0 |
0 |
52 |
3 |
8 |
24 |
189 |
| Generating Options-Implied Probability Densities to Understand Oil Market Events |
0 |
0 |
0 |
43 |
2 |
6 |
15 |
215 |
| Global Inflation Uncertainty and its Economic Effects |
0 |
1 |
4 |
18 |
4 |
9 |
20 |
40 |
| Global Real Economic Uncertainty and COVID-19 |
0 |
0 |
0 |
4 |
2 |
2 |
7 |
26 |
| On the informational role of term structure in the US monetary policy rule |
0 |
0 |
0 |
55 |
3 |
5 |
12 |
155 |
| Quantifying the Impact of Foreign Economic Uncertainty on the U.S. Economy |
0 |
0 |
0 |
19 |
3 |
3 |
11 |
52 |
| Sentiment in Central Banks' Financial Stability Reports |
0 |
1 |
6 |
83 |
3 |
10 |
40 |
362 |
| Taxonomy of Global Risk, Uncertainty, and Volatility Measures |
1 |
1 |
1 |
56 |
1 |
8 |
20 |
176 |
| The Fourth SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility: Risk and Uncertainty in a Post-Pandemic World; Implications for the Economy, Financial Markets, and Monetary Policy |
0 |
0 |
0 |
0 |
1 |
4 |
10 |
10 |
| The Global Determinants of International Equity Risk Premiums |
0 |
0 |
1 |
28 |
6 |
10 |
25 |
74 |
| The Global Transmission of Inflation Uncertainty |
0 |
0 |
0 |
6 |
1 |
1 |
6 |
13 |
| The Global Transmission of Real Economic Uncertainty |
0 |
0 |
1 |
24 |
0 |
3 |
15 |
73 |
| The Price of Macroeconomic Uncertainty: Evidence from Daily Options |
0 |
1 |
2 |
9 |
5 |
8 |
26 |
36 |
| The SNB-FRB-BIS High-Level Conference on Inflation Risk and Uncertainty |
0 |
0 |
0 |
1 |
0 |
2 |
4 |
8 |
| The Third SNB-FRB-BIS High-Level Conference on Global Risk, Uncertainty, and Volatility: Monetary Policy and Banking Regulation under Elevated Uncertainty |
0 |
0 |
0 |
2 |
0 |
3 |
7 |
12 |
| The variance risk premium around the world |
0 |
0 |
1 |
64 |
2 |
11 |
29 |
219 |
| Third Conference on the International Roles of the U.S. Dollar |
0 |
0 |
4 |
7 |
2 |
6 |
22 |
30 |
| U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies |
0 |
0 |
1 |
187 |
1 |
11 |
21 |
380 |
| US Equity Tail Risk and Currency Risk Premia |
0 |
0 |
0 |
24 |
1 |
3 |
8 |
89 |
| Unconventional Monetary and Exchange Rate Policies |
0 |
0 |
1 |
93 |
3 |
3 |
14 |
212 |
| Understanding Global Volatility |
0 |
0 |
0 |
20 |
0 |
0 |
6 |
90 |
| Variance Risk Premium Components and International Stock Return Predictability |
0 |
0 |
1 |
37 |
3 |
12 |
19 |
115 |
| Variance risk premiums and the forward premium puzzle |
0 |
0 |
0 |
27 |
5 |
15 |
34 |
176 |
| What is Certain about Uncertainty? |
1 |
4 |
9 |
57 |
3 |
10 |
32 |
228 |
| Which Days Matter for Global Equity Markets? Using Options to Price Events in the Global Calendar |
0 |
0 |
0 |
0 |
1 |
1 |
1 |
1 |
| Total Working Papers |
2 |
12 |
48 |
1,241 |
73 |
190 |
540 |
3,709 |