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An Event Study of COVID-19 Central Bank Quantitative Easing in Advanced and Emerging Economies
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References

  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 1995Estimating long-run relationships from dynamic heterogeneous panels5,474 cited
  • 1969The Adjustment of Stock Prices to New Information3,625 cited
  • 2004Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model1,461 cited
  • 2003International Business Cycles: World, Region, and Country-Specific Factors1,234 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
  • 2011Common Risk Factors in Currency Markets1,079 cited
  • 2007Exploring the international linkages of the euro area: a global VAR analysis996 cited
  • 1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information799 cited
  • 2012Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply655 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy413 cited
  • 2012The Financial Market Impact of Quantitative Easing in the United Kingdom406 cited
  • 2004Monetary Policy and Long-Horizon Uncovered Interest Parity403 cited
  • 2020When Selling Becomes Viral: Disruptions in Debt Markets in the COVID-19 Crisis and the Fed’s Response

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349 cited
  • 2014Macroeconomic Drivers of Bond and Equity Risks320 cited
  • 2010Large-Scale Asset Purchases by the Federal Reserve: Did They Work?304 cited
  • Cited by

    • 2021Financing firms in hibernation during the COVID-19 pandemic257 cited
    • 2020COVID-19, government policy responses, and stock market liquidity around the world: A note214 cited
    • 2022Structural Breaks in Interactive Effects Panels and the Stock Market Reaction to COVID-19147 cited
    • 2021Financial Sector Policy Response to COVID-19 in Emerging Markets and Developing Economies110 cited
    • 2024When the markets get CO.V.I.D: COntagion, Viruses, and Information Diffusion98 cited
    • 2021Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets78 cited
    • 2023Role of Digital Transformation on Digital Business Model Banks56 cited
    • 2021Measuring the effectiveness of US monetary policy during the COVID‐19 recession56 cited
    • 2020Effects of Emerging Market Asset Purchase Program Announcements on Financial Markets During the COVID-19 Pandemic30 cited
    • 2021COVID-19 post-implications for sustainable banking sector performance: evidence from emerging Asian economies28 cited
    • 2023Macro-Financial Stability in the COVID-19 Crisis: Some Reflections21 cited
    • 2024The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis20 cited
    • 2021Asset Purchase Programs in European Emerging Markets15 cited