Real-time measurement of business conditions SB Aruoba, FX Diebold, C Scotti Journal of Business & Economic Statistics 27 (4), 417-427, 2009 | 1054 | 2009 |
Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises C Scotti Journal of Monetary Economics 82, 1-19, 2016 | 472 | 2016 |
Evaluating asset-market effects of unconventional monetary policy: a multi-country review JH Rogers, C Scotti, JH Wright Economic Policy 29 (80), 749-799, 2014 | 437 | 2014 |
Unconventional monetary policy and international risk premia JH Rogers, C Scotti, JH Wright Journal of Money, Credit and Banking 50 (8), 1827-1850, 2018 | 229 | 2018 |
Evaluating asset-market effects of unconventional monetary policy: A cross-country comparison JH Rogers, C Scotti, JH Wright FRB International Finance Discussion Paper, 2014 | 189 | 2014 |
Is the intrinsic value of a macroeconomic news announcement related to its asset price impact? T Gilbert, C Scotti, G Strasser, C Vega Journal of Monetary Economics 92, 78-95, 2017 | 117 | 2017 |
The COVID-19 crisis and the Federal Reserve's policy response R Clarida, B Duygan-Bump, C Scotti FEDS Working Paper, 2021 | 110 | 2021 |
Markov switching GARCH models of currency turmoil in Southeast Asia C Brunetti, C Scotti, RS Mariano, AHH Tan Emerging Markets Review 9 (2), 104-128, 2008 | 93 | 2008 |
Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements B Gardner, C Scotti, C Vega Journal of Econometrics 231 (2), 387-409, 2022 | 63 | 2022 |
Why do certain macroeconomic news announcements have a big impact on asset prices? T Gilbert, C Scotti, G Strasser, C Vega Applied Econometrics and Forecasting in Macroeconomics and Finance Workshop …, 2010 | 45 | 2010 |
Exchange rates dependence: what drives it? C Scotti, S Benediktsdottir FRB International Finance Discussion Paper, 2009 | 36 | 2009 |
A bivariate model of Federal Reserve and ECB main policy rates C Scotti 26th issue (September 2011) of the International Journal of Central Banking, 2018 | 30 | 2018 |
A bivariate model of Fed and ECB main policy rates C Scotti FRB International Finance Discussion Paper, 2006 | 27 | 2006 |
Has International financial co-movement changed? Emerging markets in the 2007–2009 financial crisis J Ammer, F Cai, C Scotti The Impact of the Global Financial Crisis on Emerging Financial Markets 93 …, 2011 | 26 | 2011 |
Macroeconomic and financial risks: A tale of mean and volatility D Caldara, C Scotti, M Zhong International Finance Discussion Paper, 2021 | 22 | 2021 |
Markov switching GARCH models of currency crises in Southeast Asia C Brunetti, RS Mariano, C Scotti, AHH Tan Available at SSRN 392460, 2003 | 20 | 2003 |
The financial stability implications of digital assets PD Azar, G Baughman, F Carapella, J Gerszten, A Lubis, ... Staff Report, 2022 | 19 | 2022 |
Does anyone listen when politicians talk? The effect of political commentaries on policy rate decisions and expectations S Demiralp, S King, C Scotti Journal of International Money and Finance 95, 95-111, 2019 | 15 | 2019 |
Measuring the liquidity profile of mutual funds S Aramonte, C Scotti, I Zer FEDS Working Paper, 2019 | 10 | 2019 |
Updates on ads index calculation SB Aruoba, FX Diebold, C Scotti Manuscript, www. philadelphiafed. org/research-and-data/real-time-center …, 2009 | 10 | 2009 |