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International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing
15 references·8 citing·44 second hopsampled
International Spillovers of Monetary Policy: Conventional Policy vs. Quantitative Easing (2018)International Spillovers of Monetary Poli…Explaining Monetary Spillovers: The Matrix Reloaded (2018)Explaining Monetary Spillover…Effects of US Quantitative Easing on Emerging Market Economies (2018)Effects of US Quantitative Ea…Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows (2017)Taper Tantrums: QE, its After…Monetary Policy's Rising FX Impact in the Era of Ultra-Low Rates (2017)Monetary Policy's Rising FX I…On the International Spillovers of US Quantitative Easing (2016)On the International Spillove…U.S. unconventional monetary policy and transmission to emerging market economies (2015)U.S. unconventional monetary …Determinants of global spillovers from US monetary policy (2015)Determinants of global spillo…Unconventional monetary policy had large international effects (2014)Unconventional monetary polic…Spillovers from United States Monetary Policy on Emerging Markets (2014)Spillovers from United States…International channels of the Fed's unconventional monetary policy (2014)International channels of the…Evaluating asset-market effects of unconventional monetary policy: a multi-country review (2014)Evaluating asset-market effec…Pricing the term structure with linear regressions (2013)Pricing the term structure wi…Global asset prices and FOMC announcements (2011)Global asset prices and FOMC …International monetary policy surprise spillovers (2007)International monetary policy…The U.S. Treasury Yield Curve: 1961 to the Present (2006)The U.S. Treasury Yield Curve…Asset Purchases and Direct Financing: Guiding Principles for Emerging Markets and Developing Economies during COVID-19 and Beyond (2021)Asset Purchases and Direct Fi…Asset Purchase Programs in European Emerging Markets (2021)Asset Purchase Programs in Eu…Uncovered Interest Parity, Forward Guidance, and the Exchange Rate (2020)Uncovered Interest Parity, Fo…Uncovered Interest Parity, Forward Guidance and the Exchange Rate (2020)Uncovered Interest Parity, Fo…Monetary policy and herd behavior: International evidence (2020)Monetary policy and herd beha…Effects of Emerging Market Asset Purchase Program Announcements on Financial Markets During the COVID-19 Pandemic (2020)Effects of Emerging Market As…Taming Macroeconomic Instability: Monetary and Macro Prudential Policy Interactions in an Agent-Based Model (2016)Taming Macroeconomic Instabil…New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates (2006)New Evidence on the Puzzles. …Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Asymmetric effects of federal funds target rate changes on S&P100 stock returns, volatilities and correlations (2009)Unconventional Monetary Policy and International Risk Premia (2018)Channels of US monetary policy spillovers to international bond markets (2019)The Adjustment of Stock Prices to New Information (1969)The Adjustment of Stock Prices to New Information (2003)Unconventional monetary policy and the spillovers to emerging markets (2016)Unconventional monetary policies: a re-appraisal (2018)The Regulation of Labor (2004)The external wealth of nations mark II: Revised and extended estimates of foreign assets and liabilities, 1970–2004 (2007)If the Fed sneezes, who catches a cold? (2017)Foreign effects of higher U.S. interest rates (2018)What does the China’s economic recovery after COVID-19 pandemic mean for the economic growth and energy consumption of other countries? (2021)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Risk, uncertainty and monetary policy (2013)Outside the Box: Unconventional Monetary Policy in the Great Recession and Beyond (2018)Identification Through Heteroskedasticity (2003)The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)Emerging Market Volatility (2014)Impact of Fed Tapering Announcements on Emerging Markets (2014)Federal Reserve Policy in an International Context (2016)An Intertemporal Capital Asset Pricing Model (1973)A Theory of the Term Structure of Interest Rates (1985)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)A New Perspective on Gaussian Dynamic Term Structure Models (2010)Correcting Estimation Bias in Dynamic Term Structure Models (2012)A unified measure of Fed monetary policy shocks (2020)The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Quantitative Easing and Volatility Spillovers Across Countries and Asset Classes (2016)How Quantitative Easing Works: Evidence on the Refinancing Channel (2019)What matters for financial development? Capital controls, institutions, and interactions (2005)The Worldwide Governance Indicators: Methodology and Analytical Issues (2010)Asset Price Dynamics in Partially Segmented Markets (2018)Global Waves of Debt: Causes and Consequences (2021)International Spillovers and Local Credit Cycles (2021)Parsimonious Modeling of Yield Curves (1987)The Econometrics of Financial Markets (1997)The Affine Arbitrage-Free Class of Nelson-Siegel Term Structure Models (2007)Discrete-Time AffineℚTerm Structure Models with Generalized Market Prices of Risk (2010)The Safety Trap (2014)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2013Pricing the term structure with linear regressions703 cited
  • 2014Unconventional monetary policy had large international effects419 cited
  • 2015Determinants of global spillovers from US monetary policy380 cited
  • 2016On the International Spillovers of US Quantitative Easing362 cited
  • 2014Evaluating asset-market effects of unconventional monetary policy: a multi-country review327 cited
  • 2015U.S. unconventional monetary policy and transmission to emerging market economies325 cited
  • 2014International channels of the Fed's unconventional monetary policy301 cited
  • 2011Global asset prices and FOMC announcements239 cited
  • 2006The U.S. Treasury Yield Curve: 1961 to the Present211 cited
  • 2014Spillovers from United States Monetary Policy on Emerging Markets160 cited
  • 2007International monetary policy surprise spillovers92 cited
  • 2017Monetary Policy's Rising FX Impact in the Era of Ultra-Low Rates64 cited
  • 2017Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows59 cited
  • 2018Explaining Monetary Spillovers: The Matrix Reloaded55 cited
  • 2018Effects of US Quantitative Easing on Emerging Market Economies47 cited

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Cited by

  • 2020Monetary policy and herd behavior: International evidence38 cited
  • 2016Taming Macroeconomic Instability: Monetary and Macro Prudential Policy Interactions in an Agent-Based Model37 cited
  • 2020Effects of Emerging Market Asset Purchase Program Announcements on Financial Markets During the COVID-19 Pandemic30 cited
  • 2020Uncovered Interest Parity, Forward Guidance and the Exchange Rate22 cited
  • 2006New Evidence on the Puzzles. Results from Agnostic Identification on Monetary Policy and Exchange Rates19 cited
  • 2021Asset Purchases and Direct Financing: Guiding Principles for Emerging Markets and Developing Economies during COVID-19 and Beyond17 cited
  • 2021Asset Purchase Programs in European Emerging Markets15 cited
  • 2020Uncovered Interest Parity, Forward Guidance, and the Exchange Rate15 cited