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

11

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SSRN CITATIONS
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Top 1,463

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561

CROSSREF CITATIONS

298

Scholarly Papers (11)

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1.

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

Downloads 3,364 ( 4,005)
Citation 390

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 3,309 (4,039)
Citation 66

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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
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 55 (456,724)
Citation 205

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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 1,033 (26,401)
Citation 35

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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, Giulio Cornelli, Leonardo Gambacorta and Fan Dora Xia
Harvard Kennedy School, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 330 (112,932)

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COVID-19, equity market, sentiment, risk attitude

4.

Negative Interest Rate Policy and the Yield Curve

Downloads 295 (127,263)
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 283 (132,314)
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 2021
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 12 (712,806)
Citation 4

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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 246 (153,265)
Citation 6

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6.

Explaining Monetary Spillovers: The Matrix Reloaded

Downloads 146 (244,442)
Citation 6

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 83 (365,274)
Citation 6

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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 62 (430,296)

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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
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Financial Integration, high-frequency data, monetary policy spillovers

7.

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 130 (267,608)

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

8.

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 123 (278,933)
Citation 6

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

9.

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 74 (386,552)
Citation 5

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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 73 (389,436)
Citation 2

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11.

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, Leonardo Gambacorta, Chao He and Fan Dora Xia
Harvard Kennedy School, Bank for International Settlements (BIS), Wisers Information Limited and Bank for International Settlements (BIS) - Monetary and Economic Department
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