Jeffery D. Amato

Goldman Sachs International

Head of European Credit Strategy

United States

SCHOLARLY PAPERS

16

DOWNLOADS
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SSRN RANKINGS

Top 6,362

in Total Papers Downloads

8,534

SSRN CITATIONS
Rank 3,173

SSRN RANKINGS

Top 3,173

in Total Papers Citations

142

CROSSREF CITATIONS

286

Scholarly Papers (16)

1.

Macro Factors in the Term Structure of Credit Spreads

BIS Working Paper No. 203
Number of pages: 68 Posted: 20 Sep 2007
Jeffery D. Amato and Maurizio Luisi
Goldman Sachs International and Square Macro
Downloads 1,864 (10,675)
Citation 23

Abstract:

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corporate bonds, default intensity, event risk, risk premia, interest rate rule

2.

The Credit Spread Puzzle

BIS Quarterly Review, December 2003
Number of pages: 14 Posted: 29 Apr 2012
Jeffery D. Amato and Eli M. Remolona
Goldman Sachs International and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,358 (17,650)
Citation 60

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3.

Are Credit Ratings Procyclical?

Bank for International Settlements Working Paper No. 129
Number of pages: 52 Posted: 13 Dec 2005
Jeffery D. Amato and Craig Furfine
Downloads 1,100 (24,128)
Citation 65

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rating agencies, business cycles, credit risk

4.

CDS Index Tranches and the Pricing of Credit Risk Correlations

BIS Quarterly Review, March 2005
Number of pages: 16 Posted: 20 May 2012
Jeffery D. Amato and Jacob Gyntelberg
Goldman Sachs International and University of Copenhagen - Department of Economics
Downloads 732 (42,709)
Citation 1

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CDS Index Tranches, asset pricing, credit risk correlation

5.

Risk Aversion and Risk Premia in the CDS Market

BIS Quarterly Review, December 2005
Number of pages: 14 Posted: 29 May 2012
Jeffery D. Amato
Goldman Sachs International
Downloads 639 (51,146)
Citation 3

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6.

The Pricing of Unexpected Credit Losses

BIS Working Paper No. 190
Number of pages: 46 Posted: 20 Sep 2007
Jeffery D. Amato and Eli M. Remolona
Goldman Sachs International and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 629 (52,232)
Citation 22

Abstract:

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credit spread puzzle, jump-at-default risk, Sharpe ratio, collateralised debt obligation

7.
Downloads 562 ( 60,204)
Citation 42

Communication and Monetary Policy

Cowles Foundation Discussion Paper No. 1405
Number of pages: 22 Posted: 08 Mar 2003
Jeffery D. Amato, Stephen Morris and Hyun Song Shin
Goldman Sachs International, MIT and Bank for International Settlements (BIS)
Downloads 374 (97,394)
Citation 11

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Communication, Monetary Policy, Transparency, Common Knowledge

Communication and Monetary Policy

BIS Working Paper No. 123
Number of pages: 30 Posted: 13 Dec 2005
Jeffery D. Amato, Stephen Morris and Hyun Song Shin
Goldman Sachs International, MIT and Bank for International Settlements (BIS)
Downloads 188 (197,219)
Citation 2

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8.

Research on Exchange Rates and Monetary Policy: An Overview

BIS Working Paper No. 178
Number of pages: 22 Posted: 20 Sep 2007
Goldman Sachs International, Bank for International Settlements (BIS) - Monetary and Economic Department, De Nederlandsche Bank, Bank for International Settlements - Research and Policy Analysis and Ant Financial
Downloads 484 (72,504)
Citation 5

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Monetary Policy, International Finance, Macroeconomic Aspects of International Trade and Finance

Inflation Targeting in Emerging Market and Transition Economies: Lessons after a Decade

HKIMR Working Paper No. 13/2001
Number of pages: 11 Posted: 04 Sep 2007
Jeffery D. Amato and Stefan Gerlach
Goldman Sachs International and Central Bank of Ireland
Downloads 216 (173,347)
Citation 4

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Inflation targeting, central banks, monetary policy

Inflation Targeting in Emerging Market and Transition Economies: Lessons after a Decade

Number of pages: 15 Posted: 11 Dec 2001
Jeffery D. Amato and Stefan Gerlach
Goldman Sachs International and Central Bank of Ireland
Downloads 45 (499,091)
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Inflation targeting, central banks, monetary policy

10.

Public and Private Information in Monetary Policy Models

BIS Working Paper No. 138
Number of pages: 81 Posted: 20 Sep 2007
Jeffery D. Amato and Hyun Song Shin
Goldman Sachs International and Bank for International Settlements (BIS)
Downloads 237 (158,915)
Citation 28

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Imperfect information, monopolistic competition, targeting

11.

The Role of the Natural Rate of Interest in Monetary Policy

BIS Working Paper No. 171
Number of pages: 24 Posted: 20 Sep 2007
Jeffery D. Amato
Goldman Sachs International
Downloads 194 (191,817)
Citation 20

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Real interest rate, interest rate rules, Wicksell, New Keynesian models, financial imperfections

12.

Rule-of-Thumb Behaviour and Monetary Policy

Number of pages: 51 Posted: 03 Feb 2002
Thomas Laubach and Jeffery D. Amato
Board of Governors of the Federal Reserve System and Goldman Sachs International
Downloads 191 (194,517)
Citation 45

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Rule of thumb, optimal monetary policy, interest rate rules

13.

Implications of Habit Formation for Optimal Monetary Policy

FEDS Working Paper No. 2001-58, BIS Working Paper No. 121
Number of pages: 43 Posted: 13 Dec 2005
Thomas Laubach and Jeffery D. Amato
Board of Governors of the Federal Reserve System and Goldman Sachs International
Downloads 136 (258,784)
Citation 14

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Habit formation, interest rate rules

14.

Forecast-Based Monetary Policy

BIS Working Paper No. 89
Number of pages: 40 Posted: 13 Dec 2005
Jeffery D. Amato and Thomas Laubach
Goldman Sachs International and Board of Governors of the Federal Reserve System
Downloads 61 (428,028)
Citation 1

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15.

Monetary Policy in an Estimated Optimisation-Based Model with Sticky Prices and Wages

BIS Working Paper No. 87
Number of pages: 46 Posted: 13 Dec 2005
Jeffery D. Amato and Thomas Laubach
Goldman Sachs International and Board of Governors of the Federal Reserve System
Downloads 47 (481,197)
Citation 5

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16.

The Real-Time Predictive Content of Money for Output

BIS Working Paper No. 96
Number of pages: 34 Posted: 13 Dec 2005
Jeffery D. Amato and Norman R. Swanson
Goldman Sachs International and Rutgers University - Department of Economics
Downloads 39 (517,054)
Citation 2

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