The shocks matter: improving our estimates of exchange rate pass-through K Forbes, I Hjortsoe, T Nenova Journal of international economics 114, 255-275, 2018 | 314 | 2018 |
Global footprints of monetary policies S Miranda-Agrippino, T Nenova, H Rey CFM, Centre for Macroeconomics, 2020 | 73 | 2020 |
A tale of two global monetary policies S Miranda-Agrippino, T Nenova Journal of International Economics 136, 103606, 2022 | 70 | 2022 |
Shocks versus structure: explaining differences in exchange rate pass-through across countries and time KJ Forbes, I Hjortsoe, T Nenova Bank of England Working Paper, 2017 | 66 | 2017 |
Current account deficits during heightened risk: menacing or mitigating? K Forbes, I Hjortsoe, T Nenova The Economic Journal 127 (601), 571-623, 2017 | 43 | 2017 |
Global footprints of monetary policy S Miranda-Agrippino, T Nenova, H Rey Centre for Macroeconomics (CFM) Discussion Papers, 2020 | 39 | 2020 |
International evidence on shock-dependent exchange rate pass-through K Forbes, I Hjortsoe, T Nenova IMF Economic Review 68, 721-763, 2020 | 22 | 2020 |
The Shocks Matter: New Evidence on Exchange Rate Pass-Through K Forbes, I Hjortsoe, T Nenova Bank of England, Discussion Paper, 2015 | 10 | 2015 |
The foreign exchange and over-the-counter interest rate derivatives market in the United Kingdom J Lowes, T Nenova Bank of England Quarterly Bulletin, Q4, 2013 | 5 | 2013 |
A tale of two global monetary policies SM Agrippino, T Nenova Bank of England working papers, 2022 | | 2022 |
Staff Working Paper No. 972 A tale of two global monetary policies S Miranda-Agrippino, T Nenova | | 2022 |