Massimo Ferrari

Catholic University of Milan, Students

PhD Candidate

Largo Gemelli 1

Milan, Milano 20123

Italy

SCHOLARLY PAPERS

3

DOWNLOADS

269

SSRN CITATIONS

4

CROSSREF CITATIONS

5

Scholarly Papers (3)

1.

Monetary Shocks at High-Frequency and Their Changing FX Transmission Around the Globe

Number of pages: 67 Posted: 01 Sep 2016
Massimo Ferrari, Jonathan Kearns and Andreas Schrimpf
Catholic University of Milan, Students, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 152 (197,536)
Citation 2

Abstract:

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

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

Number of pages: 76 Posted: 16 Feb 2017
Massimo Ferrari, Jonathan Kearns and Andreas Schrimpf
Catholic University of Milan, Students, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 74 (329,726)
Citation 9

Abstract:

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

3.

Cascades Along the Business Cycle

Number of pages: 80 Posted: 17 Sep 2016 Last Revised: 31 Jan 2018
Massimo Ferrari
Catholic University of Milan, Students
Downloads 43 (421,927)

Abstract:

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Network, DSGE, Macrofinance, Banking sector, default, cascade, diffusion