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ECB Unconventional Monetary Policy Actions: Market Impact, International Spillovers and Transmission Channels *
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ECB Unconventional Monetary Policy Actions: Market Impact, International Spillovers and Transmission Channels * (2014)ECB Unconventional Monetary Policy Action…Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Dilemma not Trilemma: The Glo…The Financial and Macroeconomic Effects of OMT Announcements (2014)The Financial and Macroeconom…The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis (2014)The Effectiveness of Unconven…On the International Spillovers of US Quantitative Easing (2013)On the International Spillove…The Response of Interest Rates to US and UK Quantitative Easing (2012)The Response of Interest Rate…The Financial Market Impact of Quantitative Easing in the United Kingdom (2012)The Financial Market Impact o…International Spillovers of Central Bank Balance Sheet Policies (2012)International Spillovers of C…Central bank announcements of asset purchases and the impact on global financial and commodity markets (2012)Central bank announcements of…Capital flows, push versus pull factors and the global financial crisis (2012)Capital flows, push versus pu…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…Unconventional Monetary Policy Had Large International Effects (2010)Unconventional Monetary Polic…The Worldwide Governance Indicators: Methodology and Analytical Issues (2010)The Worldwide Governance Indi…Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements (2009)Measuring Central Bank Commun…The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)The Modern History of Exchang…The Zero Bound on Interest Rates and Optimal Monetary Policy (2003)The Zero Bound on Interest Ra…Papers on Economic Activity (1983)Papers on Economic ActivityFinancial spillovers, spillbacks, and the scope for international macroprudential policy coordination (2022)Financial spillovers, spillba…The Impact of Heterogeneous Unconventional Monetary Policies on the Expectations of Market Crashes (2021)The Impact of Heterogeneous U…Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic (2021)Effectiveness of policy inter…Unconventional monetary policy, fiscal side effects and euro area (im)balances (2020)Unconventional monetary polic…Monetary policy and herd behavior: International evidence (2020)Monetary policy and herd beha…Central Bank Communication (2019)Central Bank CommunicationWhat does unconventional monetary policy do to stock markets in the euro area? (2018)What does unconventional mone…Non-Monetary News in Central Bank Communication (2018)Non-Monetary News in Central …‘Whatever It Takes’ to Resolve the European Sovereign Debt Crisis? Bond Pricing Regime Switches and Monetary Policy Effects (2017)‘Whatever It Takes’ to Resolv…What is the effect of unconventional monetary policy on bank performance? (2016)What is the effect of unconve…Spillovers of the ECB's non-standard monetary policy into CESEE economies (2016)Spillovers of the ECB's non-s…Global Financial Market Impact of the Announcement of the ECB's Extended Asset Purchase Programme (2015)Global Financial Market Impac…Parsimonious Modeling of Yield Curves (1987)Forecasting, Structural Time Series Models and the Kalman Filter (1990)A YIELD‐FACTOR MODEL OF INTEREST RATES (1996)The Signaling Channel for Federal Reserve Bond Purchases (2013)Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme (2015)Corrigendum: a preferred-habitat model of the term structure of interest rates (Econometrica, (2021), 89, 1, (77-112), 10.3982/ECTA17440) (2023)What matters for financial development? Capital controls, institutions, and interactions (2005)The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes (2016)The real effects of capital controls: Firm-level evidence from a policy experiment (2017)Asset Price Dynamics in Partially Segmented Markets (2018)The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)Liquidity and leverage (2008)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)International Liquidity and Exchange Rate Dynamics * (2015)Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)The Wall Street Consensus (2021)The federal funds rate and the channels of monetary transmission (1989)Inference in Linear Time Series Models with some Unit Roots (1990)The Impact of Uncertainty Shocks (2009)Financial crisis, US unconventional monetary policy and international spillovers (2015)What are the macroeconomic effects of asset purchases? (2016)QE 1 vs. 2 vs. 3. . . : A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool (2018)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)Discretion versus policy rules in practice (1993)Rethinking Macroeconomic Policy (2010)Simple Analytics of the Government Expenditure Multiplier (2011)Fiscal Policy in a Depressed Economy (2012)A New Measure of Monetary Shocks: Derivation and Implications (2004)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)The Aggregate Demand for Treasury Debt (2012)Macroeconomic Shocks and Their Propagation (2016)Liquidity Preference as Behavior Towards Risk (1958)A General Equilibrium Approach To Monetary Theory (1969)Multivariate Simultaneous Generalized ARCH (1995)Bond Supply and Excess Bond Returns (2014)On the International Spillovers of US Quantitative Easing (2016)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The Global Crisis and Equity Market Contagion (2014)US Monetary Policy and the Global Financial Cycle (2015)Measuring Geopolitical Risk (2018)The monetary dynamics of hyperinflation (1956)Currency crashes in emerging markets: An empirical treatment (1996)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies (2004)From Financial Crash to Debt Crisis (2011)The Quarterly Journal of Economics (2024)Bank competition and financial stability in Asia Pacific (2013)Importance and vulnerability of the world’s water towers (2019)The impact of digital economy on energy transition across the globe: The mediating role of government governance (2022)
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References

  • 2010The Worldwide Governance Indicators: Methodology and Analytical Issues5,611 cited
  • 2015Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence2,090 cited
  • 2004The Modern History of Exchange Rate Arrangements: A Reinterpretation1,906 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
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  • 2012Capital flows, push versus pull factors and the global financial crisis751 cited
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  • 2012The Financial Market Impact of Quantitative Easing in the United Kingdom406 cited
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  • 2012Central bank announcements of asset purchases and the impact on global financial and commodity markets230 cited
  • 2010Unconventional Monetary Policy Had Large International Effects225 cited
  • 1983Papers on Economic Activity223 cited
  • 2009

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Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements
208 cited
  • 2012International Spillovers of Central Bank Balance Sheet Policies148 cited
  • Cited by

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    • 2016What is the effect of unconventional monetary policy on bank performance?74 cited
    • 2020Monetary policy and herd behavior: International evidence38 cited
    • 2018Non-Monetary News in Central Bank Communication34 cited
    • 2020Unconventional monetary policy, fiscal side effects and euro area (im)balances32 cited
    • 2021Effectiveness of policy interventions during financial crises in China and Russia: Lessons for the COVID-19 pandemic31 cited
    • 2022Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination30 cited
    • 2018What does unconventional monetary policy do to stock markets in the euro area?29 cited
    • 2021The Impact of Heterogeneous Unconventional Monetary Policies on the Expectations of Market Crashes27 cited
    • 2015Global Financial Market Impact of the Announcement of the ECB's Extended Asset Purchase Programme23 cited
    • 2016Spillovers of the ECB's non-standard monetary policy into CESEE economies21 cited
    • 2019Central Bank Communication15 cited