Michela Scatigna

Bank for International Settlements (BIS)

Basel, 4002

Switzerland

  • Bank for International Settlements (BIS)

SCHOLARLY PAPERS

14

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66

CROSSREF CITATIONS

89

Scholarly Papers (14)

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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 2,229 (13,371)
Citation 15

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2.

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 1,787 (18,932)
Citation 19

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ESG, carbon emissions, social bonds

3.

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 1,169 (35,608)
Citation 10

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

4.

The Recent Behaviour of Financial Markets Volatility

Number of pages: 48 Posted: 18 Sep 2006
Fabio Panetta, Paolo Angelini, Roberto Perli, Michela Scatigna, Srichander Ramaswamy, Stefan Gerlach, Aviram Levy, Pinar Yesin and Giuseppe Grande
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 658 (78,017)

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financial volatility, risk taking, international financial markets

5.

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 591 (89,282)
Citation 1

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6.

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 368 (156,825)
Citation 2

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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, 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 348 (166,695)
Citation 3

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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 332 (175,395)
Citation 1

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9.

The Recent Behaviour of Financial Market Volatility

Bank of Italy Occasional Paper No. 2
Number of pages: 48 Posted: 17 Sep 2007
Fabio Panetta, Paolo Angelini, Giuseppe Grande, Aviram Levy, Roberto Perli, Pinar Yesin, Stefan Gerlach, Srichander Ramaswamy and Michela Scatigna
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 299 (195,914)
Citation 11

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financial volatility, risk taking, international financial markets

10.

A New Database on General Government Debt

BIS Quarterly Review September 2015
Number of pages: 19 Posted: 18 Sep 2015
Christian Dembiermont, Michela Scatigna, Robert Szemere and Bruno Tissot
Bank for International Settlements (BIS), Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS)
Downloads 274 (214,476)
Citation 3

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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 221 (264,614)
Citation 1

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12.

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 215 (271,404)
Citation 12

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

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 111 (470,382)

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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

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