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

6

DOWNLOADS

428

SSRN CITATIONS

4

CROSSREF CITATIONS

2

Scholarly Papers (6)

1.

Taxonomy of Global Risk, Uncertainty, and Volatility Measures

FRB International Finance Discussion Paper No. 1216
Number of pages: 49 Posted: 26 Nov 2017
Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System, Board of Governors of the Federal Reserve System - Division of International Finance, Federal Reserve Board, 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 - Trade and Financial Studies Section
Downloads 150 (217,716)
Citation 2

Abstract:

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Risk, Uncertainty, Volatility, Monetary policy, Geopolitical risk, Equities, Interest rates, Exchange rates, Commodities, Inflation, Variance risk premium

2.

What is Certain About Uncertainty?

FRB International Finance Discussion Paper No. 1294
Number of pages: 73 Posted: 07 Aug 2020
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 - Trade and Financial Studies Section, 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, Board of Governors of the Federal Reserve System and Board of Governors of the Federal Reserve System
Downloads 120 (259,151)

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3.

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 60 (395,064)

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Financial Volatility, Great Recession, Uncertainty, Financial Frictions

4.

Stock Market Cross-Sectional Skewness and Business Cycle Fluctuations

FRB 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
Downloads 45 (449,006)

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Cross-Sectional Skewness, Business Cycle Fluctuations, Financial Channel

5.

Scarcity of Safe Assets and Global Neutral Interest Rates

FRB 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 31 (512,061)

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Neutral interest rates, Scarcity of safe assets, International reserves, Global savings glut

6.

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

FRB 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 22 (564,685)
Citation 2

Abstract:

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Oil prices, Consumption, Cross-country, U.S. states, Oil dependency