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Amato, Jeffery D.


 SSRN Author Rank: 4,327 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
5,919
Total
Citations
355
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Macro Factors in the Term Structure of Credit Spreads | Show Abstract | Download This Paper |
BIS Working Paper No. 203
Number of Pages in PDF File: 68
Amato, Jeffery D.
Goldman Sachs International
Luisi, Maurizio
Bloomberg L.P.
Posted:
20 Sep 07
1,313
(7,827)
19

2.  
Are Credit Ratings Procyclical? | Show Abstract | Download This Paper |
Bank for International Settlements Working Paper No. 129
Number of Pages in PDF File: 52
Amato, Jeffery D.
Goldman Sachs International
Furfine, Craig
Kellogg School of Management
Posted:
13 Dec 05
960
(12,971)
59

3.  
The Credit Spread Puzzle | Show Abstract | Download This Paper |
BIS Quarterly Review, December 2003
Number of Pages in PDF File: 14
Amato, Jeffery D.
Goldman Sachs International
Remolona, Eli M.
Bank for International Settlements (BIS) - Monetary and Economic Department
Posted:
29 Apr 12
554
(28,792)
42

4.  
The Pricing of Unexpected Credit Losses | Show Abstract | Download This Paper |
BIS Working Paper No. 190
Number of Pages in PDF File: 46
Amato, Jeffery D.
Goldman Sachs International
Remolona, Eli M.
Bank for International Settlements (BIS) - Monetary and Economic Department
Posted:
20 Sep 07
515
(31,725)
23

5.   Incl. Electronic Paper
Amato, Jeffery D.
Goldman Sachs International
Morris, Stephen
Princeton University - Department of Economics
Shin, Hyun Song
Bank for International Settlements
Posted:
08 Mar 03
Last Revised:
07 May 14
457
(37,032)
34

6.  
CDS Index Tranches and the Pricing of Credit Risk Correlations | Show Abstract | Download This Paper |
BIS Quarterly Review, March 2005
Number of Pages in PDF File: 16
Amato, Jeffery D.
Goldman Sachs International
Gyntelberg, Jacob
Danske Bank
Posted:
20 May 12
408
(42,708)
16

7.  
Risk Aversion and Risk Premia in the CDS Market | Show Abstract | Download This Paper |
BIS Quarterly Review, December 2005
Number of Pages in PDF File: 14
Amato, Jeffery D.
Goldman Sachs International
Posted:
29 May 12
380
(46,492)
22

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
366
(48,647)
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
205
(92,275)
20

10.  
Public and Private Information in Monetary Policy Models | Show Abstract | Download This Paper |
BIS Working Paper No. 138
Number of Pages in PDF File: 81
Amato, Jeffery D.
Goldman Sachs International
Shin, Hyun Song
Bank for International Settlements
Posted:
20 Sep 07
186
(101,367)
21

11.  
Amato, Jeffery D.
Goldman Sachs International
Posted:
20 Sep 07
171
(109,639)
5

12.  
Rule-of-Thumb Behaviour and Monetary Policy | Show Abstract | Download This Paper |
FEDS Working Paper No. 2002-05
Number of Pages in PDF File: 51
Laubach, Thomas
Federal Reserve Board
Amato, Jeffery D.
Goldman Sachs International
Posted:
03 Feb 02
163
(114,496)
41

13.  
Implications of Habit Formation for Optimal Monetary Policy | Show Abstract | Download This Paper |
FEDS Working Paper No. 2001-58, BIS Working Paper No. 121
Number of Pages in PDF File: 43
Laubach, Thomas
Federal Reserve Board
Amato, Jeffery D.
Goldman Sachs International
Posted:
13 Dec 05
115
(152,377)
28

14.  
Forecast-based Monetary Policy | Show Abstract | Download This Paper |
BIS Working Paper No. 89
Number of Pages in PDF File: 40
Amato, Jeffery D.
Goldman Sachs International
Laubach, Thomas
Federal Reserve Board
Posted:
13 Dec 05
52
(244,712)
2

15.  
Amato, Jeffery D.
Goldman Sachs International
Laubach, Thomas
Federal Reserve Board
Posted:
13 Dec 05
40
(272,917)
4

16.  
The Real-time Predictive Content of Money for Output | Show Abstract | Download This Paper |
BIS Working Paper No. 96
Number of Pages in PDF File: 34
Amato, Jeffery D.
Goldman Sachs International
Posted:
13 Dec 05
34
(289,672)
17


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