SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Unconventional Monetary Policy and International Risk Premia
16 references·16 citing·39 second hopsampled
Unconventional Monetary Policy and International Risk Premia (2018)Unconventional Monetary Policy and Intern…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States (2013)The Dynamic Effects of Person…Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Capital Flows and the Risk-Ta…Credit Spreads and Business Cycle Fluctuations (2012)Credit Spreads and Business C…Real-time price discovery in global stock, bond and foreign exchange markets (2007)Real-time price discovery in …What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Micro Effects of Macro Announ…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…The forward discount anomaly and the risk premium: A survey of recent evidence (1996)The forward discount anomaly …Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Some Empirical Evidence on th…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Forward and spot exchange rates (1984)Forward and spot exchange rat…Macroeconomics and Reality (1980)Macroeconomics and RealityExpectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…The Global Financial Cycle (2022)The Global Financial CycleIndependent policy, dependent outcomes: A game of cross-country dominoes across European yield curves (2022)Independent policy, dependent…Explaining Monetary Spillovers: The Matrix Reloaded (2022)Explaining Monetary Spillover…Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements (2021)Words speak as loudly as acti…Financial market spillovers of U.S. monetary policy shocks (2021)Financial market spillovers o…Taper Tantrums: Quantitative Easing, Its Aftermath, and Emerging Market Capital Flows (2020)Taper Tantrums: Quantitative …Monetary policy transmission in the United Kingdom: A high frequency identification approach (2020)Monetary policy transmission …Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News (2020)Demand for Information, Uncer…The effects of conventional and unconventional monetary policy on exchange rates (2019)The effects of conventional a…Spillovers from Us Monetary Policy: Evidence from a Time Varying Parameter Global Vector Auto-Regressive Model (2019)Spillovers from Us Monetary P…Exogenous uncertainty and the identification of structural vector autoregressions with external instruments (2019)Exogenous uncertainty and the…Currency matters: Analyzing international bond portfolios (2018)Currency matters: Analyzing i…Before "The effects of conventional and unconventional monetary policy: A new approach" (2018)Before "The effects of conven…Monetary Policy's Rising FX Impact in the Era of Ultra-Low Rates (2017)Monetary Policy's Rising FX I…Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets (2017)Measuring the Effects of Fede…Quantitative easing and the post-crisis surge in financial flows to developing countries (2016)Quantitative easing and the p…A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Monetary Theory and Policy (1999)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Long memory processes and fractional integration in econometrics (1996)Predictive regressions (1999)Presidential Address: Discount Rates (2011)Econometric policy evaluation: A critique (1976)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Generalized impulse response analysis in linear multivariate models (1998)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy According to HANK (2018)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Credit Cycles (1997)The Employment Effects of Credit Market Disruptions: Firm-level Evidence from the 2008–9 Financial Crisis * (2013)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)U.S. Monetary Policy and the Global Financial Cycle (2020)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Macroeconomic Shocks and Their Propagation (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1980Macroeconomics and Reality12,826 cited
  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2012Credit Spreads and Business Cycle Fluctuations2,209 cited
  • 1984Forward and spot exchange rates2,167 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,377 cited
  • 2013Capital Flows and the Risk-Taking Channel of Monetary Policy1,303 cited
  • 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
  • 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
  • 1996The forward discount anomaly and the risk premium: A survey of recent evidence

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

1,119 cited
  • 2013The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States1,022 cited
  • Cited by

    • 2017Measuring the Effects of Federal Reserve Forward Guidance and Asset Purchases on Financial Markets136 cited
    • 2022The Global Financial Cycle132 cited
    • 2020Taper Tantrums: Quantitative Easing, Its Aftermath, and Emerging Market Capital Flows116 cited
    • 2019The effects of conventional and unconventional monetary policy on exchange rates113 cited
    • 2020Monetary policy transmission in the United Kingdom: A high frequency identification approach95 cited
    • 2021Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements87 cited
    • 2020Demand for Information, Uncertainty, and the Response of U.S. Treasury Securities to News81 cited
    • 2022Explaining Monetary Spillovers: The Matrix Reloaded68 cited
    • 2017Monetary Policy's Rising FX Impact in the Era of Ultra-Low Rates64 cited
    • 2016Quantitative easing and the post-crisis surge in financial flows to developing countries58 cited
    • 2018Currency matters: Analyzing international bond portfolios56 cited
    • 2018Before "The effects of conventional and unconventional monetary policy: A new approach"50 cited
    • 2022Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves47 cited
    • 2019Exogenous uncertainty and the identification of structural vector autoregressions with external instruments47 cited
    • 2019Spillovers from Us Monetary Policy: Evidence from a Time Varying Parameter Global Vector Auto-Regressive Model44 cited
    • 2021Financial market spillovers of U.S. monetary policy shocks34 cited