Fan Dora Xia

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

Centralbahnplatz 2

CH-4002 Basel

Switzerland

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

SCHOLARLY PAPERS

13

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6,654

SSRN CITATIONS
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Top 1,412

in Total Papers Citations

570

CROSSREF CITATIONS

298

Scholarly Papers (13)

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1.

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

Downloads 3,403 ( 4,774)
Citation 392

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 3,341 (4,831)
Citation 65

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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: 20 Jun 2022
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 62 (482,427)
Citation 209

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2.

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 1,277 (22,557)
Citation 41

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

3.

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
Marlene Amstad, Marlene Amstad, Giulio Cornelli, Leonardo Gambacorta and Fan Dora Xia
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 533 (74,123)

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COVID-19, equity market, sentiment, risk attitude

4.

The Financial Cycle and Recession Risk

BIS Quarterly Review December 2018
Number of pages: 13 Posted: 29 Jan 2019
Claudio E. V. Borio, Mathias Drehmann and Fan Dora Xia
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 373 (112,749)
Citation 6

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5.

Negative Interest Rate Policy and the Yield Curve

Downloads 301 (142,118)
Citation 10

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 288 (148,090)
Citation 4

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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 2022
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 13 (789,261)
Citation 4

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6.

Explaining Monetary Spillovers: The Matrix Reloaded

Downloads 180 (231,987)
Citation 6

Explaining Monetary Spillovers: The Matrix Reloaded

Number of pages: 64 Posted: 29 Mar 2018
Jonathan Kearns, Andreas Schrimpf, Andreas Schrimpf and Fan Dora Xia
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 103 (358,041)
Citation 7

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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, Andreas Schrimpf and Fan Dora Xia
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 75 (435,806)

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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, Andreas Schrimpf and Fan Dora Xia
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 2 (914,379)
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Financial Integration, high-frequency data, monetary policy spillovers

7.

Predicting Recessions: Financial Cycle versus Term Spread

BIS Working Paper No. 818
Number of pages: 29 Posted: 14 Oct 2019
Claudio E. V. Borio, Mathias Drehmann and Fan Dora Xia
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 151 (268,593)
Citation 6

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

8.

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 139 (286,823)

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

9.

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 119 (322,012)
Citation 4

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10.

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 111 (338,124)
Citation 5

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11.

Achievements and Challenges in ESG Markets

BIS Quarterly Review, December 2021
Number of pages: 15 Posted: 03 Mar 2022
Michela Scatigna, Fan Dora Xia, Anna Zabai and Omar Zulaica
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 57 (494,943)

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ESG, carbon emissions, social bonds

12.

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
Marlene Amstad, Leonardo Gambacorta, Chao He and Fan Dora Xia
Harvard Business School, Bank for International Settlements (BIS), Wisers Information Limited and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 9 (799,737)

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

13.

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
Marlene Amstad, Marlene Amstad, Leonardo Gambacorta, Chao He and Fan Dora Xia
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 (891,007)
Citation 1
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