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Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases
11 references·9 citing·51 second hopsampled
Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases (2011)Unconventional Monetary Policy: The Inter…Have We Underestimated the Likelihood and Severity of Zero Lower Bound Events? (2012)Have We Underestimated the Li…The Impact of the Eurosystem's Covered Bond Purchase Programme on the Primary and Secondary Markets (2011)The Impact of the Eurosystem'…The Effects of Quantitative Easing on Long-term Interest Rates (2011)The Effects of Quantitative E…The Effects of Quantitative Easing on Interest Rates (2011)The Effects of Quantitative E…Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2 (2011)Let’s Twist Again: A High-Fre…Large-Scale Asset Purchases by the Federal Reserve: Did They Work? (2011)Large-Scale Asset Purchases b…Unconventional Monetary Policy Had Large International Effects (2010)Unconventional Monetary Polic…The Financial Market Impact of Quantitative Easing (2010)The Financial Market Impact o…The Efficacy of Large-Scale Asset Purchases at the Zero Lower Bound (2010)The Efficacy of Large-Scale A…Flow and Stock Effects of Large-Scale Treasury Purchases (2010)Flow and Stock Effects of Lar…Conventional and Unconventional Monetary Policy (2010)Conventional and Unconvention…The International Experience with Negative Policy Rates (2021)The International Experience …The Effect of the Federal Reserve’s Tapering Announcements on Emerging Markets (2021)The Effect of the Federal Res…International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada (2018)International Transmission Ch…Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery (2016)Trading Dynamics with Adverse…Effects of explicit FOMC policy-rate guidance on equities and risk measures (2014)Effects of explicit FOMC poli…Effects of ECB Balance Sheet Policy Announcements on Inflation Expectations (2014)Effects of ECB Balance Sheet …Unconventional Monetary Policy and Asset Price Risk (2013)Unconventional Monetary Polic…Unconventional Monetary Policies: Evolving Practices, Their Effects and Potential Costs (2013)Unconventional Monetary Polic…Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound (2011)Modifying Gaussian Term Struc…Discretion versus policy rules in practice (1993)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Macroeconomic Forecasting Performance under Alternative Specifications of Time-Varying Volatility (2014)The Financial and Macroeconomic Effects of OMT Announcements (2014)What are the macroeconomic effects of asset purchases? (2016)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Expectations and Exchange Rate Dynamics (1976)The forward discount anomaly and the risk premium: A survey of recent evidence (1996)On the International Spillovers of US Quantitative Easing (2016)Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes (2016)Liquidity Preference as Behavior Towards Risk (1958)The Zero Bound on Interest Rates and Optimal Monetary Policy (2003)The ECB Unconventional Monetary Policies: Have They Lowered Market Borrowing Costs for Banks and Governments? (2012)Bank Bonds: Size, Systemic Relevance and the Sovereign (2014)Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries (2015)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)Bond Risk Premia (2005)The U.S. Treasury yield curve: 1961 to the present (2007)Anticipated and Repeated Shocks in Liquid Markets (2013)On the International Spillovers of US Quantitative Easing (2013)ECB Unconventional Monetary Policy: Market Impact and International Spillovers (2016)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Corporate Yield Spreads: Default Risk or Liquidity? New Evidence from the Credit Default Swap Market (2004)Liquidity and the Threat of Fraudulent Assets (2012)The Aggregate Demand for Treasury Debt (2012)ECB Policies Involving Government Bond Purchases: Impact and Channels (2017)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)A Monetary History of the United States, 1867-1960 (2008)Quantitative Easing and Unconventional Monetary Policy – an Introduction (2012)Evaluating asset-market effects of unconventional monetary policy: a multi-country review (2014)Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) (2023)Unconventional Monetary Policy and the Great Recession: Estimating the Macroeconomic Effects of a Spread Compression at the Zero Lower BoundMultivariate Simultaneous Generalized ARCH (1995)The Federal Reserve's Large‐scale Asset Purchase Programmes: Rationale and Effects (2012)International channels of the Fed's unconventional monetary policy (2014)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Private and Public Supply of Liquidity (1998)Unconventional monetary policy had large international effects (2010)Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison (2014)The Science of Monetary Policy: A New Keynesian Perspective (1999)Liquidity, Monetary Policy, and the Financial Crisis: A New Monetarist Approach (2012)Monetary policy and institutions before, during, and after the global financial crisis (2013)Banks, Liquidity Management, and Monetary Policy (2022)PORTFOLIO SELECTION* (1952)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A General Equilibrium Approach To Monetary Theory (1969)Unconventional monetary policy had large international effects (2014)A Comparative‐Advantage Approach to Government Debt Maturity (2015)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2011Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2420 cited
  • 2011Large-Scale Asset Purchases by the Federal Reserve: Did They Work?402 cited
  • 2010The Financial Market Impact of Quantitative Easing303 cited
  • 2012Have We Underestimated the Likelihood and Severity of Zero Lower Bound Events?278 cited
  • 2010Conventional and Unconventional Monetary Policy235 cited
  • 2010Flow and Stock Effects of Large-Scale Treasury Purchases226 cited
  • 2010Unconventional Monetary Policy Had Large International Effects225 cited
  • 2011The Impact of the Eurosystem's Covered Bond Purchase Programme on the Primary and Secondary Markets149 cited
  • 2011The Effects of Quantitative Easing on Interest Rates129 cited
  • 2010The Efficacy of Large-Scale Asset Purchases at the Zero Lower Bound111 cited
  • 2011The Effects of Quantitative Easing on Long-term Interest Rates42 cited

Cited by

  • 2016Trading Dynamics with Adverse Selection and Search: Market Freeze, Intervention and Recovery94 cited
  • 2011Modifying Gaussian Term Structure Models When Interest Rates are Near the Zero Lower Bound37 cited
  • 2021The Effect of the Federal Reserve’s Tapering Announcements on Emerging Markets37 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2013Unconventional Monetary Policies: Evolving Practices, Their Effects and Potential Costs34 cited
  • 2018International Transmission Channels of U.S. Quantitative Easing: Evidence from Canada32 cited
  • 2021The International Experience with Negative Policy Rates30 cited
  • 2013Unconventional Monetary Policy and Asset Price Risk23 cited
  • 2014Effects of ECB Balance Sheet Policy Announcements on Inflation Expectations19 cited
  • 2014Effects of explicit FOMC policy-rate guidance on equities and risk measures18 cited