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The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets
16 references·0 citing·43 second hopsampled
The effects of global monetary policy and Greek debt crisis on the dynamic conditional correlations of currency markets (2015)The effects of global monetary policy and…Unconventional monetary policy had large international effects (2014)Unconventional monetary polic…Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach (2014)Co-movements among major Euro…International Channels of the Fed’s Unconventional Monetary Policy (2013)International Channels of the…Four Stories of Quantitative Easing (2013)Four Stories of Quantitative …How 'Unconventional' are Large-Scale Asset Purchases? The Impact of Monetary Policy on Asset Prices (2012)How 'Unconventional' are Larg…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…A Survey of Announcement Effects on Foreign Exchange Volatility and Jumps (2011)A Survey of Announcement Effe…Unconventional monetary policy had large international effects (2010)Unconventional monetary polic…The Financial Market Impact of Quantitative Easing (2010)The Financial Market Impact o…Large-Scale Asset Purchases by the Federal Reserve: Did They Work? (2010)Large-Scale Asset Purchases b…Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses (2006)Effects of the Quantitative E…Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Asymmetric Dynamics in the Co…A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers (2005)A DCC analysis of internation…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…An equilibrium characterization of the term structure (1977)Investment Under Uncertainty. 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(1936)Beyond carbon pricing: The role of banking and monetary policy in financing the transition to a low-carbon economy (2015)On the International Spillovers of US Quantitative Easing (2016)The General Theory of Employment, Interest, and Money (2018)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)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)Liquidity Preference as Behavior Towards Risk (1958)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Expectations and Exchange Rate Dynamics (1976)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)A General Equilibrium Approach To Monetary Theory (1969)SRISK: A Conditional Capital Shortfall Measure of Systemic Risk (2010)Financialization, crisis and commodity correlation dynamics (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)
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References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,394 cited
  • 2002Dynamic Conditional Correlation7,229 cited
  • 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns1,814 cited
  • 2014Unconventional monetary policy had large international effects618 cited
  • 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?405 cited
  • 2013Four Stories of Quantitative Easing344 cited
  • 2010Large-Scale Asset Purchases by the Federal Reserve: Did They Work?304 cited
  • 2010The Financial Market Impact of Quantitative Easing303 cited
  • 2006Effects of the Quantitative Easing Policy: A Survey of Empirical Analyses188 cited
  • 2010Unconventional monetary policy had large international effects110 cited
  • 2012How 'Unconventional' are Large-Scale Asset Purchases? The Impact of Monetary Policy on Asset Prices102 cited
  • 2005A DCC analysis of international stock market correlations: the role of Japan on the Asian Four Tigers101 cited
  • 2014Co-movements among major European exchange rates: A multivariate time-varying asymmetric approach76 cited
  • 2013

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International Channels of the Fed’s Unconventional Monetary Policy
41 cited
  • 2011A Survey of Announcement Effects on Foreign Exchange Volatility and Jumps36 cited
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