Michela Scatigna

Bank for International Settlements (BIS)

Basel, 4002

Switzerland

SCHOLARLY PAPERS

14

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SSRN CITATIONS
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Top 9,695

in Total Papers Citations

42

CROSSREF CITATIONS

87

Scholarly Papers (14)

1.

Wealth Inequality and Monetary Policy

BIS Quarterly Review March 2016
Number of pages: 20 Posted: 09 Mar 2016
Dietrich Domanski, Michela Scatigna and Anna Zabai
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 1,459 (18,456)
Citation 15

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2.

A Ratings-Based Approach to Measuring Sovereign Risk

International Journal of Finance and Economics, 2008, vol. 13, no. 1, pp. 26-39
Number of pages: 26 Posted: 15 Feb 2007 Last Revised: 21 May 2015
Eli M. Remolona, Michela Scatigna and Eliza Wu
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and The University of Sydney - Business School
Downloads 1,077 (28,911)
Citation 7

Abstract:

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Sovereign credit ratings, country risk, expected loss, sovereign debt, emerging markets

3.

Interpreting Sovereign Spreads

BIS Quarterly Review, March 2007
Number of pages: 13 Posted: 19 Jun 2012
Eli M. Remolona, Michela Scatigna and Eliza Wu
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and The University of Sydney - Business School
Downloads 545 (72,058)
Citation 1

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4.

The Recent Behaviour of Financial Markets Volatility

Number of pages: 48 Posted: 18 Sep 2006
Bank of Italy, Bank of Italy, Board of Governors of the Federal Reserve System, Bank for International Settlements (BIS), Bank for International Settlements (BIS), Central Bank of Ireland, Bank of Italy, Swiss National Bank and Bank of Italy
Downloads 531 (74,451)

Abstract:

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financial volatility, risk taking, international financial markets

5.

150 Years of Financial Market Volatility

BIS Quarterly Review, September 2006
Number of pages: 15 Posted: 13 Jun 2012
Stefan Gerlach, Srichander Ramaswamy and Michela Scatigna
Central Bank of Ireland, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 318 (134,070)
Citation 1

Abstract:

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6.

Foreign Exchange Trading in Emerging Currencies: More Financial, More Offshore

BIS Quarterly Review, March 2011
Number of pages: 9 Posted: 28 Aug 2012
Robert N. McCauley, Robert N. McCauley and Michela Scatigna
University of Oxford - Oxford Centre for Global HistoryBoston University, Global Development Policy Center and Bank for International Settlements (BIS)
Downloads 292 (146,637)
Citation 3

Abstract:

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7.

The Recent Behaviour of Financial Market Volatility

Bank of Italy Occasional Paper No. 2
Number of pages: 48 Posted: 17 Sep 2007
Bank of Italy, Bank of Italy, Bank of Italy, Bank of Italy, Board of Governors of the Federal Reserve System, Swiss National Bank, Central Bank of Ireland, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 279 (153,581)
Citation 11

Abstract:

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financial volatility, risk taking, international financial markets

8.

Residential Property Price Statistics Across the Globe

BIS Quarterly Review September 2014
Number of pages: 16 Posted: 01 Oct 2014
Michela Scatigna, Robert Szemere and Kostas Tsatsaronis
Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 257 (166,855)
Citation 1

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9.

A New Database on General Government Debt

BIS Quarterly Review September 2015
Number of pages: 19 Posted: 18 Sep 2015
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 202 (209,620)
Citation 2

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10.

Banks and Capital Requirements: Channels of Adjustment

BIS Working Paper No. 443
Number of pages: 32 Posted: 29 Apr 2014
Benjamin H. Cohen and Michela Scatigna
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 185 (226,547)
Citation 12

Abstract:

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banks, bank capital, regulation, capital ratios, Basel III

11.

Securitisation in Latin America

BIS Quarterly Review, September 2007
Number of pages: 12 Posted: 01 Jul 2012
Michela Scatigna and Camilo E. Tovar
Bank for International Settlements (BIS) and International Monetary Fund
Downloads 180 (231,987)
Citation 1

Abstract:

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12.

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 57 (494,943)

Abstract:

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ESG, carbon emissions, social bonds

13.

Property Prices and the Real Sector: Comovements in European Markets

The Narodowy Bank Polski Workshop: Recent Trends in the Real Estate Market and Its Analysis – 2015 Edition NBP Working Paper No. 243, Volume 2
Number of pages: 25 Posted: 06 Oct 2016
Magdalena Erdem and Michela Scatigna
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 38 (583,000)

Abstract:

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dynamic correlations, real estate, cluster analysis

14.

The Dynamic Pricing of Sovereign Risk in Emerging Markets: Fundamentals and Risk Aversion

Journal of Fixed Income, Vol. Spring, 2008, https://doi.org/10.3905/jfi.2008.705542
Posted: 22 May 2019
Eli M. Remolona, Michela Scatigna and Eliza Wu
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) and The University of Sydney - Business School

Abstract:

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sovereign risk, default risk premia, risk aversion, credit default swaps, emerging market debt