Fan Dora Xia

Bank for International Settlements (BIS) - Monetary and Economic Department

Centralbahnplatz 2

CH-4002 Basel

Switzerland

SCHOLARLY PAPERS

16

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9,603

SSRN CITATIONS
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Top 1,210

in Total Papers Citations

987

CROSSREF CITATIONS

319

Scholarly Papers (16)

Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound

Chicago Booth Research Paper No. 13-77
Number of pages: 56 Posted: 08 Sep 2013 Last Revised: 19 May 2015
Jing Cynthia Wu and Fan Dora Xia
University of Notre Dame - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 3,410 (6,339)
Citation 67

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monetary policy, zero lower bound, unemployment, shadow rate, dynamic term structure model

Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound

NBER Working Paper No. w20117
Number of pages: 56 Posted: 14 May 2014 Last Revised: 21 Jun 2023
Jing Cynthia Wu and Fan Dora Xia
University of Notre Dame - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 85 (540,336)
Citation 380

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2.

Achievements and Challenges in ESG Markets

BIS Quarterly Review, December 2021
Number of pages: 15 Posted: 03 Mar 2022
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 1,564 (22,030)
Citation 17

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ESG, carbon emissions, social bonds

3.

Time-Varying Lower Bound of Interest Rates in Europe

Chicago Booth Research Paper No. 17-06
Number of pages: 41 Posted: 05 Apr 2017
Jing Cynthia Wu and Fan Dora Xia
University of Notre Dame - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,551 (22,338)
Citation 52

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effective lower bound, negative interest rates, shadow-rate term structure model, regime-switching model

4.

Investors’ Risk Attitudes in the Pandemic and the Stock Market: New Evidence Based on Internet Searches

BIS Bulletin No. 25 (2020)
Number of pages: 9 Posted: 03 Aug 2020
Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 646 (76,052)

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COVID-19, equity market, sentiment, risk attitude

5.

The Financial Cycle and Recession Risk

BIS Quarterly Review December 2018
Number of pages: 13 Posted: 29 Jan 2019
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 563 (90,400)
Citation 10

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6.
Downloads 337 (164,549)
Citation 20

Negative Interest Rate Policy and the Yield Curve

Number of pages: 41 Posted: 04 Nov 2018 Last Revised: 25 Apr 2019
Jing Cynthia Wu and Fan Dora Xia
University of Notre Dame - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 309 (179,156)
Citation 2

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negative interest rate policy, effective lower bound, term structure of interest rates, shadow rate term structure model, regime-switching model

Negative Interest Rate Policy and the Yield Curve

NBER Working Paper No. w25180
Number of pages: 41 Posted: 22 Oct 2018 Last Revised: 21 Apr 2023
Jing Cynthia Wu and Fan Dora Xia
University of Notre Dame - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 28 (891,542)
Citation 4

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7.

Term Premia: Models and Some Stylised Facts

BIS Quarterly Review September 2018
Number of pages: 13 Posted: 30 Nov 2018
Benjamin H. Cohen, Peter Hördahl and Fan Dora Xia
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 305 (182,902)
Citation 17

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8.

Predicting Recessions: Financial Cycle versus Term Spread

BIS Working Paper No. 818
Number of pages: 29 Posted: 14 Oct 2019
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 274 (204,440)
Citation 8

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financial cycle, term spread, recession risk, panel probit mode

9.
Downloads 262 (213,782)
Citation 20

Explaining Monetary Spillovers: The Matrix Reloaded

Number of pages: 64 Posted: 29 Mar 2018
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 144 (367,657)
Citation 13

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Monetary Policy Spillovers; High-Frequency Data; Financial Integration

Explaining Monetary Spillovers: The Matrix Reloaded

BIS Working Paper No. 757
Number of pages: 67 Posted: 07 Jan 2019
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 114 (441,074)

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monetary policy spillovers, high-frequency data, financial integration

Explaining Monetary Spillovers: The Matrix Reloaded

CEPR Discussion Paper No. DP15006
Number of pages: 73 Posted: 28 Jul 2020 Last Revised: 16 Aug 2020
Jonathan Kearns, Andreas Schrimpf and Fan Dora Xia
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 4 (1,131,736)
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Financial Integration, high-frequency data, monetary policy spillovers

10.

Offshore Markets Drive Trading of Emerging Market Currencies

BIS Quarterly Review, December 2019
Number of pages: 15 Posted: 17 Dec 2019
Nikhil Patel and Fan Dora Xia
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 213 (261,159)
Citation 5

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11.

The Negative Interest Rate Policy and the Yield Curve

BIS Working Paper No. 703
Number of pages: 42 Posted: 16 Feb 2018
Jing Cynthia Wu and Fan Dora Xia
University of Notre Dame - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 156 (343,968)

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negative interest rate policy, effective lower bound, term structure of interest rates, shadow rate term structure model, regime-switching model

12.

The Demand for Government Debt

Number of pages: 68 Posted: 05 Jun 2023
Egemen Eren, Andreas Schrimpf and Fan Dora Xia
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 109 (453,964)

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Government Debt, Demand, Yield Elasticity, Quantitative Easing, Quantitative Tightening

13.

The Term Structure of Inflation Forecasts Disagreement and Monetary Policy Transmission

Number of pages: 36 Posted: 07 Aug 2023 Last Revised: 05 Sep 2023
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 79 (558,814)

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inflation expectation, forecasts disagreement, monetary policy transmission

14.

Trade Sentiment and the Stock Market: New Evidence Based on Big Data Textual Analysis of Chinese Media

Number of pages: 46 Posted: 30 Mar 2022
Harvard University - Business School (HBS), Bank for International Settlements (BIS), Wisers Information Limited and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 30 (848,565)
Citation 3

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Stock returns, Trade, sentiment, big data, Machine Learning

15.

Quantitative Forward Guidance Through Interest Rate Projections

Number of pages: 39 Posted: 10 Jan 2024
Boris Hofmann and Fan Dora Xia
Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 18 (959,683)

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E52, E58

16.

Trade Sentiment and the Stock Market: New Evidence Based on Big Data Textual Analysis of Chinese Media

CEPR Discussion Paper No. DP15682
Number of pages: 47 Posted: 12 Feb 2021
Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen, Bank for International Settlements (BIS), Wisers Information Limited and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1 (1,110,144)
Citation 8
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