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

19

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11,269

TOTAL CITATIONS
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Top 1,194

in Total Papers Citations

658

Scholarly Papers (19)

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1.

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

Downloads 3,527 ( 7,176)
Citation 489

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
The University of Illinois at Urbana-Champaign and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 3,438 (7,333)
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
The University of Illinois at Urbana-Champaign and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 89 (629,710)
Citation 422

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2.

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 2,272 (14,427)
Citation 23

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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
The University of Illinois at Urbana-Champaign and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,761 (21,619)
Citation 59

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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
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 670 (85,099)

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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
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 630 (92,103)
Citation 10

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6.

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) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 393 (163,188)
Citation 22

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7.

Negative Interest Rate Policy and the Yield Curve

Downloads 361 (179,392)
Citation 7

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
The University of Illinois at Urbana-Champaign and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 323 (200,720)
Citation 3

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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
The University of Illinois at Urbana-Champaign and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 38 (978,876)
Citation 4

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8.

Explaining Monetary Spillovers: The Matrix Reloaded

Downloads 329 (198,454)
Citation 13

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 168 (383,271)
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 126 (488,212)

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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 35 (1,010,620)
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Financial Integration, high-frequency data, monetary policy spillovers

9.

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 324 (201,726)
Citation 12

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

10.

The Demand for Government Debt

Number of pages: 69 Posted: 05 Jun 2023 Last Revised: 12 Apr 2025
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 274 (240,994)
Citation 1

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

11.

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 251 (263,284)
Citation 7

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12.

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
The University of Illinois at Urbana-Champaign and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 159 (402,475)

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

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
Alessandro Barbera, Fan Dora Xia and Xingyu Sonya Zhu
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 112 (531,965)

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inflation expectation, forecasts disagreement, monetary policy transmission

14.

Liquidity in the Euro Area Sovereign Bond Market During the "Dash for Cash" Driven by the COVID-19 Crisis

Number of pages: 23 Posted: 19 Oct 2024 Last Revised: 04 Jan 2025
Vassilios G. Papavassiliou and Fan Dora Xia
University College Dublin (UCD) - Michael Smurfit Graduate School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 56 (803,295)

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Liquidity, Sovereign bond markets, COVID-19 outbreak

15.

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 University - Business School (HBS), Bank for International Settlements (BIS), Wisers Information Limited and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 47 (872,706)
Citation 3

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

16.

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 44 (898,592)

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E52, E58

17.

Liquidity in the Euro Area Sovereign Bond Market During the “Dash for Cash” Driven by the Covid-19 Crisis

Economics Letters, volume 247, 2025[10.1016/j.econlet.2024.112151]
Number of pages: 15 Posted: 26 Feb 2025
Vassilios G. Papavassiliou and Fan Dora Xia
University College Dublin (UCD) - Michael Smurfit Graduate School of Business and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 29 (1,049,863)
Citation 1

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Liquidity, Sovereign bond markets, COVID-19 outbreak, Common factors

18.

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 16 (1,207,635)
Citation 11
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19.

The Role of Geopolitics in International Trade

Number of pages: 25 Posted: 19 Mar 2025
Han Qiu, Fan Dora Xia and James Yetman
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - Monetary and Economic Department and Bank for International Settlements (BIS)
Downloads 14 (1,231,205)

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international trade, geoeconomics, geopolitics, fragmentation