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Daniel A. Ostry

Personal Details

First Name:Daniel
Middle Name:A.
Last Name:Ostry
Suffix:
RePEc Short-ID:pos174
[This author has chosen not to make the email address public]
https://www.danielostry.com/home

Affiliation

Bank of England

London, United Kingdom
http://www.bankofengland.co.uk/
RePEc:edi:boegvuk (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Bippus, Balduin & Lloyd, Simon & Ostry, Daniel, 2023. "Granular banking flows and exchange-rate dynamics," Bank of England working papers 1043, Bank of England.
  2. Thiago Revil T. Ferreira & Daniel Ostry & John Rogers, 2023. "Firm Financial Conditions and the Transmission of Monetary Policy," Finance and Economics Discussion Series 2023-037, Board of Governors of the Federal Reserve System (U.S.).
  3. Ostry, D. A., 2023. "Tails of Foreign Exchange-at-Risk (FEaR)," Cambridge Working Papers in Economics 2343, Faculty of Economics, University of Cambridge.

Articles

  1. Lloyd, Simon & Ostry, Daniel, 2024. "The asymmetric effects of quantitative tightening and easing on financial markets," Economics Letters, Elsevier, vol. 238(C).

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Bippus, Balduin & Lloyd, Simon & Ostry, Daniel, 2023. "Granular banking flows and exchange-rate dynamics," Bank of England working papers 1043, Bank of England.

    Cited by:

    1. Jonas Becker & Maik Schmeling & Andreas Schrimpf, 2024. "Global Bank Lending and Exchange Rates," BIS Working Papers 1161, Bank for International Settlements.

  2. Thiago Revil T. Ferreira & Daniel Ostry & John Rogers, 2023. "Firm Financial Conditions and the Transmission of Monetary Policy," Finance and Economics Discussion Series 2023-037, Board of Governors of the Federal Reserve System (U.S.).

    Cited by:

    1. Walz, Stefan, 2024. "How does the fed affect corporate credit costs? Default risk, creditor segmentation and the post-FOMC drift," Journal of Monetary Economics, Elsevier, vol. 143(C).
    2. ChiĊ£u, Livia & Grothe, Magdalena & Schulze, Tatjana & Van Robays, Ine, 2023. "Financial shock transmission to heterogeneous firms: the earnings-based borrowing constraint channel," Working Paper Series 2860, European Central Bank.

  3. Ostry, D. A., 2023. "Tails of Foreign Exchange-at-Risk (FEaR)," Cambridge Working Papers in Economics 2343, Faculty of Economics, University of Cambridge.

    Cited by:

    1. Busetto, Filippo, 2024. "Asymmetric expectations of monetary policy," Bank of England working papers 1058, Bank of England.

Articles

    Sorry, no citations of articles recorded.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 5 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-OPM: Open Economy Macroeconomics (3) 2023-10-23 2024-04-22 2024-04-22. Author is listed
  2. NEP-FDG: Financial Development and Growth (2) 2023-10-09 2024-04-22. Author is listed
  3. NEP-IFN: International Finance (2) 2023-07-31 2023-10-23. Author is listed
  4. NEP-MON: Monetary Economics (2) 2023-10-09 2024-04-22. Author is listed
  5. NEP-RMG: Risk Management (2) 2023-07-31 2024-04-22. Author is listed
  6. NEP-BAN: Banking (1) 2023-10-23
  7. NEP-CBA: Central Banking (1) 2023-10-09

Corrections

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