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The Effect of the Federal Reserve’s Tapering Announcements on Emerging Markets
15 references·3 citing·48 second hop
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this work references cited by second hop

References

  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2008A New Measure of Financial Openness2,090 cited
  • 2004Taking Stock: Monetary Policy Transmission to Equity Markets466 cited
  • 2007External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets455 cited
  • 2011Let’s Twist Again: A High-Frequency Event-Study Analysis of Operation Twist and Its Implications for QE2420 cited
  • 2010Stocks, bonds, money markets and exchange rates: measuring international financial transmission370 cited
  • 2002The Impact of Monetary Policy on Asset Prices339 cited
  • 2003Informed trade in spot foreign exchange markets: an empirical investigation274 cited
  • 2014The Transmission of Federal Reserve Tapering News to Emerging Financial Markets256 cited
  • 2001How Does U.S. Monetary Policy Influence Sovereign Spreads in Emerging Markets?224 cited
  • 2012International Spillovers of Central Bank Balance Sheet Policies148 cited
  • 2014Tapering Talk: The Impact of Expectations of Reduced Federal Reserve Security Purchases on Emerging Markets137 cited
  • 2007The impact of macroeconomic announcements on emerging market bonds115 cited
  • 2011Unconventional Monetary Policy: The International Experience with Central Bank Asset Purchases36 cited

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  • 2013High Frequency Identification of Monetary Non-Neutrality26 cited
  • Cited by

    • 2022Interest rate uncertainty and sovereign default risk30 cited
    • 2015The Coming U.S. Interest Rate Tightening Cycle: Smooth Sailing or Stormy Waters?16 cited
    • 2023Does Central Bank Transparency Deter the Exchange Rate Volatility? New Evidence from Asian Emerging Markets14 cited