Michela Scatigna

Bank for International Settlements (BIS)

Basel, 4002

Switzerland

SCHOLARLY PAPERS

13

DOWNLOADS
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3,883

CITATIONS
Rank 8,309

SSRN RANKINGS

Top 8,309

in Total Papers Citations

96

Scholarly Papers (13)

1.

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 1,018 (20,882)

Abstract:

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

2.

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 500 (55,090)
Citation 1

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3.

The Recent Behaviour of Financial Markets Volatility

Number of pages: 48 Posted: 18 Sep 2006
Bank of Italy, Bank of Italy, Federal Reserve Board - Monetary Affairs, 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 478 (58,226)

Abstract:

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financial volatility, risk taking, international financial markets

4.

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 473 (58,996)

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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 287 (105,059)

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6.

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, Federal Reserve Board - Monetary Affairs, Swiss National Bank, Central Bank of Ireland, Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 269 (112,499)
Citation 8

Abstract:

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financial volatility, risk taking, international financial markets

7.

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 and Michela Scatigna
Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 238 (127,615)

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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 172 (172,888)

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9.

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 167 (177,400)
Citation 1

Abstract:

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

10.

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 138 (207,781)
Citation 1

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11.

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 107 (251,437)

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12.

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 36 (438,023)

Abstract:

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dynamic correlations, real estate, cluster analysis

13.

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