Massimo Ferrari

Università Cattolica del Sacro Cuore (UCSC)

1 Largo A. Gemelli

Milano (Milan), MI Milano 20123

Italy

SCHOLARLY PAPERS

4

DOWNLOADS

132

CITATIONS

6

Scholarly Papers (4)

Monetary Policy's Rising FX Impact in the Era of Ultra-Low Rates

BIS Working Paper No. 626
Number of pages: 55 Posted: 29 Apr 2017
Massimo Ferrari, Jonathan Kearns and Andreas Schrimpf
Università Cattolica del Sacro Cuore (UCSC), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 52 (385,685)

Abstract:

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Rates, Unconventional Monetary Policy, Forward Guidance, Event Study, High Frequency Data

2.

Monetary Policy Spillovers, Global Commodity Prices and Cooperation

BIS Working Paper No. 696
Number of pages: 61 Posted: 31 Jan 2018
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department, Central Reserve Bank of Peru and Università Cattolica del Sacro Cuore (UCSC)
Downloads 40 (421,956)

Abstract:

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commodity prices, monetary policy, spillovers, global economy

3.

Monetary Policy's Rising FX Impact in the Era of Ultra-Low Rates: Supplementary Internet Appendix

BIS Working Paper No. 626 Appendix
Number of pages: 24 Posted: 29 Apr 2017
Massimo Ferrari, Jonathan Kearns and Andreas Schrimpf
Università Cattolica del Sacro Cuore (UCSC), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 22 (507,253)

Abstract:

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4.

Contagion Along the Business Cycle

Number of pages: 82 Posted: 11 Jun 2018
Massimo Ferrari
Università Cattolica del Sacro Cuore (UCSC)
Downloads 18 (530,545)

Abstract:

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Contagion, Network, Default, Cascade, DSGE, Interbank Market, Heterogenous Agents, Monetary Policy