Thiago R.T. Ferreira

Board of Governors of the Federal Reserve System

20th Street and Constitution Avenue NW

Washington, DC 20551

United States

SCHOLARLY PAPERS

9

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Top 35,875

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15

CROSSREF CITATIONS

6

Scholarly Papers (9)

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1.

What is Certain About Uncertainty?

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Citation 5

What is Certain About Uncertainty?

International Finance Discussion Paper No. 1294
Number of pages: 45 Posted: 07 Aug 2020 Last Revised: 08 Mar 2022
Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, Bo Sun, John H. Rogers, Deepa Datta, Thiago R.T. Ferreira, Olesya V. Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez and Ilknur Zer
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, University of Virginia Darden School of Business, Fudan University - Fanhai International School of Finance (FISF), Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
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global risks, Uncertainty, Volatility, Crises, Economic policy, Monetary policy, Geopolitical risk, Trade policy, Downside risk

What is Certain About Uncertainty?

Journal of Economic Literature, Forthcoming
Number of pages: 45 Posted: 02 Aug 2021
Danilo Cascaldi-Garcia, Cisil Sarisoy, Juan M. Londono, John H. Rogers, Bo Sun, Deepa Datta, Thiago R.T. Ferreira, Olesya V. Grishchenko, Mohammad R. Jahan-Parvar, Francesca Loria, Sai Ma, Marius Rodriguez and Ilknur Zer
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Fudan University - Fanhai International School of Finance (FISF), University of Virginia Darden School of Business, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
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Citation 6

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global risk, uncertainty, volatility, crises, economic policy, monetary policy, downside risk, transmission.

2.

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

International Finance Discussion Paper No. 1216
Number of pages: 49 Posted: 26 Nov 2017
Deepa Datta, Juan M. Londono, Bo Sun, Daniel O. Beltran, Thiago R.T. Ferreira, Matteo Iacoviello, Mohammad R. Jahan-Parvar, Canlin Li, Marius Rodriguez and John H. Rogers
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, University of Virginia Darden School of Business, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Fudan University - Fanhai International School of Finance (FISF)
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Citation 2

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3.

Scarcity of Safe Assets and Global Neutral Interest Rates

International Finance Discussion Paper No. 1293
Number of pages: 39 Posted: 16 Jul 2020
Thiago R.T. Ferreira and Samer Shousha
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 106 (386,779)
Citation 1

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neutral interest rates, Scarcity of safe assets, International reserves, global savings glut

4.

Supply of Sovereign Safe Assets and Global Interest Rates

International Finance Discussion Paper No. 1315
Number of pages: 49 Posted: 14 Jun 2021
Thiago R.T. Ferreira and Samer Shousha
Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 100 (402,427)

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neutral interest rates, Safe assets, International reserves, global savings glut

5.

Financial Volatility and its Economic Effects

Number of pages: 62 Posted: 09 Mar 2018
Thiago R.T. Ferreira
Board of Governors of the Federal Reserve System
Downloads 95 (416,254)
Citation 1

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Financial Volatility, Great Recession, Uncertainty, Financial Frictions

6.

Stock Market Cross-Sectional Skewness and Business Cycle Fluctuations

International Finance Discussion Paper No. 1223
Number of pages: 48 Posted: 08 Mar 2018 Last Revised: 29 Apr 2020
Thiago R.T. Ferreira
Board of Governors of the Federal Reserve System
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7.

Back to the Present: Learning About the Euro Area Through a Now-Casting Model

International Finance Discussion Paper No. 1313
Number of pages: 46 Posted: 14 Jun 2021
Danilo Cascaldi-Garcia, Thiago R.T. Ferreira, Domenico Giannone and Michele Modugno
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Centre for Economic Policy Research (CEPR) and Board of Governors of the Federal Reserve System
Downloads 85 (446,141)
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8.

Oil Prices and Consumption Across Countries and U.S. States

International Finance Discussion Paper No. 1263
Number of pages: 36 Posted: 27 Nov 2019 Last Revised: 29 Apr 2020
Andrea De Michelis, Thiago R.T. Ferreira and Matteo Iacoviello
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 55 (561,305)
Citation 2

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9.

Cross-Sectional Financial Conditions, Business Cycles and the Lending Channel

International Finance Discussion Paper No. 1335
Number of pages: 68 Posted: 07 Feb 2022
Thiago R.T. Ferreira
Board of Governors of the Federal Reserve System
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Cross-Sectional, Skewness, Business Cycles, Lending Channel