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Amato, Jeffery D.


 SSRN Author Rank: 4,180 by Downloads
 Head of European Credit Strategy
 

Goldman Sachs International


 United States
 email address

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. Amato, Jeffery D.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
5,513
Total
Citations
345
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Amato, Jeffery D.
Goldman Sachs International
Luisi, Maurizio
Quantitative Investment Solutions (QIS)
Posted:
20 Sep 07
1,130
(8,804)
19

2.  
Are Credit Ratings Procyclical? | Show Abstract | Download |
Bank for International Settlements Working Paper No. 129
Working Paper Series
Amato, Jeffery D.
Goldman Sachs International
Furfine, Craig
Kellogg School of Management
Posted:
13 Dec 05
922
(12,080)
57

3.  
The Pricing of Unexpected Credit Losses | Show Abstract | Download |
BIS Working Paper No. 190
Working Paper Series
Amato, Jeffery D.
Goldman Sachs International
Remolona, Eli M.
Bank for International Settlements (BIS) - Monetary and Economic Department
Posted:
20 Sep 07
491
(29,721)
23

4.  
The Credit Spread Puzzle | Show Abstract | Download |
BIS Quarterly Review, December 2003
Working Paper Series
Amato, Jeffery D.
Goldman Sachs International
Remolona, Eli M.
Bank for International Settlements (BIS) - Monetary and Economic Department
Posted:
29 Apr 12
468
(31,706)
41

5.   Incl. Electronic Paper
Amato, Jeffery D.
Goldman Sachs International
Morris, Stephen
Princeton University - Department of Economics
Shin, Hyun Song
Princeton University - Department of Economics
Posted:
08 Mar 03
Last Revised:
16 Oct 13
454
(32,941)
34

6.  
CDS Index Tranches and the Pricing of Credit Risk Correlations | Show Abstract | Download |
BIS Quarterly Review, March 2005
Accepted Paper Series
Amato, Jeffery D.
Goldman Sachs International
Gyntelberg, Jacob
Bank for International Settlements (BIS) - Monetary and Economic Department
Posted:
20 May 12
379
(41,361)
15

7.  
Risk Aversion and Risk Premia in the CDS Market | Show Abstract | Download |
BIS Quarterly Review, December 2005
Accepted Paper Series
Amato, Jeffery D.
Goldman Sachs International
Posted:
29 May 12
368
(42,817)
21

8.  
Amato, Jeffery D.
Goldman Sachs International
Filardo, Andrew J.
Bank for International Settlements (BIS) - Monetary and Economic Department
Galati, Gabriele
De Nederlandsche Bank
von Peter, Goetz
Bank for International Settlements - Research and Policy Analysis
Zhu, Feng
Bank for International Settlements (BIS)
Posted:
20 Sep 07
354
(44,864)
2

9.   Incl. Electronic Paper
Amato, Jeffery D.
Goldman Sachs International
Gerlach, Stefan
Goethe University Frankfurt - Institute for Monetary and Financial Stability (IMFS)
Posted:
11 Dec 01
Last Revised:
04 Sep 07
198
(85,089)
20

10.  
Amato, Jeffery D.
Goldman Sachs International
Shin, Hyun Song
Princeton University - Department of Economics
Posted:
20 Sep 07
180
(93,359)
19

11.  
Amato, Jeffery D.
Goldman Sachs International
Posted:
20 Sep 07
168
(99,414)
5

12.  
Rule-of-Thumb Behaviour and Monetary Policy | Show Abstract | Download |
FEDS Working Paper No. 2002-05
Working Paper Series
Laubach, Thomas
Federal Reserve Board
Amato, Jeffery D.
Goldman Sachs International
Posted:
03 Feb 02
160
(103,941)
39

13.  
Implications of Habit Formation for Optimal Monetary Policy | Show Abstract | Download |
FEDS Working Paper No. 2001-58, BIS Working Paper No. 121
Working Paper Series
Laubach, Thomas
Federal Reserve Board
Amato, Jeffery D.
Goldman Sachs International
Posted:
13 Dec 05
115
(136,761)
27

14.  
Forecast-based Monetary Policy | Show Abstract | Download |
BIS Working Paper No. 89
Working Paper Series
Amato, Jeffery D.
Goldman Sachs International
Laubach, Thomas
Federal Reserve Board
Posted:
13 Dec 05
52
(219,716)
2

15.  
Amato, Jeffery D.
Goldman Sachs International
Laubach, Thomas
Federal Reserve Board
Posted:
13 Dec 05
40
(245,131)
4

16.  
Amato, Jeffery D.
Goldman Sachs International
Swanson, Norman R.
Rutgers University - Department of Economics
Posted:
13 Dec 05
34
(259,667)
17


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