菜单总览
— 优秀师资 —

AMSTAD, Marlene

职位:

经济学专业应用教授

教育背景:

圣加仑大学经济学博士

伯尔尼大学经济学硕士

学术领域:
经济与金融
研究领域
货币 银行与金融市场
个人网站

http://www.marleneamstad.net

Email

marleneamstad@cuhk.edu.cn

个人简介:


        Marlene Amstad是香港中文大学(深圳)的专业应用经济学教授。同时,她在瑞士伯恩担任着瑞士金融市场监管局理事会副会长的职务。Marlene教授常常被授以研究访问学者,最近几次授予来自纽约联储银行、日本银行、芬兰银行与国际清算银行。Marlene曾在香港国际清算银行工作,并担任其余11个亚洲领先中央银行的资产管理顾问,并提出专注于亚洲债券基金倡议。在这之前,Marlene在苏黎世瑞士国家银行担任副主管和投资策略与金融分析市场主管。

        Marlene教授的主要研究方向包括国际金融以及货币经济学。她是研究面向决策者和投资者的经济指标发展的专家。在纽约联邦储备银行工作期间她建立了“Fed New York staff underlying inflation gauge (UIG)”,此著作每月出版并定期由主流媒体发行。在瑞士信贷工作期间,她建立了定量信用风险模型,在瑞士KOF经济研究所工作期间,她基于对企业的研究建立了经济衰退指示数字。这些学术研究均被学术与政策导向的期刊发表,如国际货币与金融杂志,牛津经济统计公报经济政策审查和BIS季度审查。她曾在瑞士伯恩大学教授“中国与全球金融市场”与“货币经济学与金融机构”,在此之前还负责清华大学金融MBA项目的“金融机构与规章”课程。Marlene教授拥有圣加仑大学计量经济学博士学位、瑞士伯尔尼大学经济学硕士学位,并在欧洲工商管理学院与瑞士IMD商学院接受管理学教育。

       

学术著作:


Published and Forthcoming Papers

1. Marlene Amstad & Potter, Simon M. & Rich, Robert W., (2017). "The New York Fed Staff Underlying Inflation Gauge (UIG)," Economic Policy Review, Federal Reserve Bank of New York, issue 23-2, pages 1-32.

2. Marlene Amstad & Beatrice Weder di Mauro, (2017). "Long-run effects of exchange rate appreciation: Another puzzle?," Aussenwirtschaft, University of St. Gallen, School of Economics and Political Science, Swiss Institute for International

Economics and Applied Economics Research, vol. 68(01), pages63-82, December.

3. "How do global investors differentiate between sovereign risks? The new normal versus the old," with Remolona, Eli & Shek, Jimmy Journal of International Money and Finance, Elsevier, vol. 66(C), September, 2016.

4. “A spare tire for capital markets: Fostering corporate bond markets in Asia” with Steven Kong, Frank Packer and Eli Remolona, BIS Papers No 85, June 2016.

5. “Sovereign ratings of advanced and emerging economies after the crisis," with Frank Packer, BIS Quarterly Review, Bank for International Settlements, December, 2015.

6. “Monetary policy implementation: common goals but different practices," with Antoine Martin Current Issues in Economics and Finance, Federal Reserve Bank of New York, vol. 17(Nov), 2011.

7. "Monthly pass-through ratios," with Fischer, Andreas M., Journal of Economic Dynamics and Control, Elsevier, vol. 34(7), pages 1202-1213, July 2010.

8. "Are Weekly Inflation Forecasts Informative?," Andreas M. Fischer Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(2), pages 237-252, 04, 2009.

9. "Do macroeconomic announcements move inflation forecasts?," Andreas M. Fischer Review, Federal Reserve Bank of St. Louis, issue Sep, pages 507-518, 2009.

Working Papers:

1. Does sovereign risk in local and foreign currency differ? With Frank Packer (BIS) and Jimmy Shek (BIS)

2. Developing an Underlying Inflation Gauge for China, with Ye Huan (PBoC) and Guonan Ma (Bruegel)