Fan Dora Xia

Bank for International Settlements (BIS) - Monetary and Economic Department

Centralbahnplatz 2

CH-4002 Basel

Switzerland

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 10,252

SSRN RANKINGS

Top 10,252

in Total Papers Downloads

6,037

SSRN CITATIONS
Rank 1,438

SSRN RANKINGS

Top 1,438

in Total Papers Citations

575

CROSSREF CITATIONS

291

Scholarly Papers (11)

Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound

Chicago Booth Research Paper No. 13-77
Number of pages: 56 Posted: 08 Sep 2013 Last Revised: 19 May 2015
Jing Cynthia Wu and Fan Dora Xia
University of Notre Dame - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 3,319 (4,281)
Citation 65

Abstract:

Loading...

monetary policy, zero lower bound, unemployment, shadow rate, dynamic term structure model

Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound

Number of pages: 56 Posted: 14 May 2014
Jing Cynthia Wu and Fan Dora Xia
University of Notre Dame - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 57 (465,366)
Citation 209

Abstract:

Loading...

2.

Time-Varying Lower Bound of Interest Rates in Europe

Chicago Booth Research Paper No. 17-06
Number of pages: 41 Posted: 05 Apr 2017
Jing Cynthia Wu and Fan Dora Xia
University of Notre Dame - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1,091 (25,554)
Citation 37

Abstract:

Loading...

effective lower bound, negative interest rates, shadow-rate term structure model, regime-switching model

3.

Investors’ Risk Attitudes in the Pandemic and the Stock Market: New Evidence Based on Internet Searches

BIS Bulletin No. 25 (2020)
Number of pages: 9 Posted: 03 Aug 2020
Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen, Bank for International Settlements (BIS), Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 411 (91,724)

Abstract:

Loading...

COVID-19, equity market, sentiment, risk attitude

4.
Downloads 297 (131,570)
Citation 10

Negative Interest Rate Policy and the Yield Curve

Number of pages: 41 Posted: 04 Nov 2018 Last Revised: 25 Apr 2019
Jing Cynthia Wu and Fan Dora Xia
University of Notre Dame - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 285 (136,645)
Citation 4

Abstract:

Loading...

negative interest rate policy, effective lower bound, term structure of interest rates, shadow rate term structure model, regime-switching model

Negative Interest Rate Policy and the Yield Curve

Number of pages: 41 Posted: 22 Oct 2018 Last Revised: 21 Oct 2021
Jing Cynthia Wu and Fan Dora Xia
University of Notre Dame - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 12 (737,311)
Citation 4

Abstract:

Loading...

5.

The Financial Cycle and Recession Risk

BIS Quarterly Review December 2018
Number of pages: 13 Posted: 29 Jan 2019
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 283 (138,270)
Citation 6

Abstract:

Loading...

6.
Downloads 160 (235,348)
Citation 6

Explaining Monetary Spillovers: The Matrix Reloaded

Number of pages: 64 Posted: 29 Mar 2018
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 90 (360,115)
Citation 7

Abstract:

Loading...

Monetary Policy Spillovers; High-Frequency Data; Financial Integration

Explaining Monetary Spillovers: The Matrix Reloaded

BIS Working Paper No. 757
Number of pages: 67 Posted: 07 Jan 2019
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 69 (421,554)

Abstract:

Loading...

monetary policy spillovers, high-frequency data, financial integration

Explaining Monetary Spillovers: The Matrix Reloaded

Number of pages: 73 Posted: 28 Jul 2020 Last Revised: 16 Aug 2020
Bank for International Settlements (BIS) - Monetary and Economic Department, Bank for International Settlements (BIS) - Monetary and Economic DepartmentCREATES - Aarhus University and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1 (838,703)
  • Add to Cart

Abstract:

Loading...

Financial Integration, high-frequency data, monetary policy spillovers

7.

The Negative Interest Rate Policy and the Yield Curve

BIS Working Paper No. 703
Number of pages: 42 Posted: 16 Feb 2018
Jing Cynthia Wu and Fan Dora Xia
University of Notre Dame - Department of Economics and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 131 (276,145)

Abstract:

Loading...

negative interest rate policy, effective lower bound, term structure of interest rates, shadow rate term structure model, regime-switching model

8.

Predicting Recessions: Financial Cycle versus Term Spread

BIS Working Paper No. 818
Number of pages: 29 Posted: 14 Oct 2019
Bank for International Settlements (BIS) - Research and Policy Analysis, Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 127 (282,588)
Citation 6

Abstract:

Loading...

financial cycle, term spread, recession risk, panel probit mode

9.

Offshore Markets Drive Trading of Emerging Market Currencies

BIS Quarterly Review, December 2019
Number of pages: 15 Posted: 17 Dec 2019
Nikhil Patel and Fan Dora Xia
Bank for International Settlements (BIS) and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 80 (383,545)
Citation 2

Abstract:

Loading...

10.

Term Premia: Models and Some Stylised Facts

BIS Quarterly Review September 2018
Number of pages: 13 Posted: 30 Nov 2018
Bank for International Settlements (BIS), Bank for International Settlements (BIS) - BIS Representative Office for Asia and the Pacific and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 80 (383,545)
Citation 5

Abstract:

Loading...

11.

Trade Sentiment and the Stock Market: New Evidence Based on Big Data Textual Analysis of Chinese Media

Number of pages: 47 Posted: 12 Feb 2021
Harvard Kennedy SchoolThe Chinese University of Hong Kong, Shenzhen, Bank for International Settlements (BIS), Wisers Information Limited and Bank for International Settlements (BIS) - Monetary and Economic Department
Downloads 1 (801,963)
Citation 1
  • Add to Cart

Abstract:

Loading...