Details about Fan Dora Xia

Access statistics for papers by Fan Dora Xia.

Last updated 2024-09-06. Update your information in the RePEc Author Service.

Short-id: pxi184

Working Papers

2023

1. The demand for government debt
   BIS Working Papers, Bank for International Settlements View citations (1)
2. The term structure of inflation forecasts disagreement and monetary policy transmission
   BIS Working Papers, Bank for International Settlements View citations (2)

2022

3. Quantitative forward guidance through interest rate projections
   BIS Working Papers, Bank for International Settlements View citations (1)
4. The term structure of carbon premia
   BIS Working Papers, Bank for International Settlements View citations (3)

2021

5. Trade sentiment and the stock market: new evidence based on big data textual analysis of Chinese media
   BIS Working Papers, Bank for International Settlements View citations (6)
   Also in CEPR Discussion Papers, C.E.P.R. Discussion Papers (2021) View citations (6)

2020

6. Explaining Monetary Spillovers: The Matrix Reloaded
   CEPR Discussion Papers, C.E.P.R. Discussion Papers View citations (5)
   Also in BIS Working Papers, Bank for International Settlements (2018) View citations (23)
   RBA Research Discussion Papers, Reserve Bank of Australia (2019)
   See also Journal Article Explaining Monetary Spillovers: The Matrix Reloaded, Journal of Money, Credit and Banking, Blackwell Publishing (2023) View citations (2) (2023)
7. Investors' risk attitudes in the pandemic and the stock market: new evidence based on internet searches
   BIS Bulletins, Bank for International Settlements View citations (11)

2019

8. Predicting recessions: financial cycle versus term spread
   BIS Working Papers, Bank for International Settlements View citations (20)

2018

9. Negative Interest Rate Policy and the Yield Curve
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (18)
   Also in BIS Working Papers, Bank for International Settlements (2018) View citations (18)
   See also Journal Article Negative interest rate policy and the yield curve, Journal of Applied Econometrics, John Wiley & Sons, Ltd. (2020) View citations (60) (2020)

2014

10. Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
    NBER Working Papers, National Bureau of Economic Research, Inc View citations (109)
    See also Journal Article Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound, Journal of Money, Credit and Banking, Blackwell Publishing (2016) View citations (1224) (2016)

Journal Articles

2024

1. Deconstructing global trade: the role of geopolitical alignment
   BIS Quarterly Review, 2024 View citations (1)

2023

2. Explaining Monetary Spillovers: The Matrix Reloaded
   Journal of Money, Credit and Banking, 2023, 55, (6), 1535-1568 View citations (2)
   See also Working Paper Explaining Monetary Spillovers: The Matrix Reloaded, CEPR Discussion Papers (2020) View citations (5) (2020)
3. Global Inflation and Global Monetary Policy Tightening: Implications for the Euro Area
   Intereconomics: Review of European Economic Policy, 2023, 58, (3), 151-154
4. Interest rate risk management by EME banks
   BIS Quarterly Review, 2023

2022

5. The internationalisation of EME currency trading
   BIS Quarterly Review, 2022 View citations (1)

2021

6. Achievements and challenges in ESG markets
   BIS Quarterly Review, 2021 View citations (11)
7. Investor size, liquidity and prime money market fund stress
   BIS Quarterly Review, 2021 View citations (8)
8. Monetary policy, relative prices and inflation control: flexibility born out of success
   BIS Quarterly Review, 2021 View citations (7)

2020

9. Forecasting recessions: the importance of the financial cycle
   Journal of Macroeconomics, 2020, 66, (C) View citations (8)
10. Negative interest rate policy and the yield curve
    Journal of Applied Econometrics, 2020, 35, (6), 653-672 View citations (60)
    See also Working Paper Negative Interest Rate Policy and the Yield Curve, NBER Working Papers (2018) View citations (18) (2018)

2019

11. Offshore markets drive trading of emerging market currencies
    BIS Quarterly Review, 2019 View citations (17)

2018

12. Term premia: models and some stylised facts
    BIS Quarterly Review, 2018 View citations (27)
13. The financial cycle and recession risk
    BIS Quarterly Review, 2018 View citations (34)

2016

14. Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound
    Journal of Money, Credit and Banking, 2016, 48, (2-3), 253-291 View citations (1224)
    See also Working Paper Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound, NBER Working Papers (2014) View citations (109) (2014)