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Spillover effects of unconventional monetary policy on capital markets in the shadow of the Eurozone: A sample of non-Eurozone countries
16 references·0 citing·45 second hopsampled
Spillover effects of unconventional monetary policy on capital markets in the shadow of the Eurozone: A sample of non-Eurozone countries (2020)Spillover effects of unconventional monet…Unconventional monetary policies: a re-appraisal (2018)Unconventional monetary polic…Monetary policy spillovers and the trilemma in the new normal: Periphery country sensitivity to core country conditions (2016)Monetary policy spillovers an…ECB Unconventional Monetary Policy: Market Impact and International Spillovers (2016)ECB Unconventional Monetary P…Inflation and Activity – Two Explorations and their Monetary Policy Implications (2015)Inflation and Activity – Two …Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme (2015)Evaluating the impact of unco…Quantitative Easing and Unconventional Monetary Policy – an Introduction (2012)Quantitative Easing and Uncon…Inflation Targeting and Financial Stability (2012)Inflation Targeting and Finan…Getting beyond carry trade: What makes a safe haven currency? (2011)Getting beyond carry trade: W…Capital Flows, Push versus Pull Factors and the Global Financial Crisis (2011)Capital Flows, Push versus Pu…UNCONVENTIONAL MONETARY POLICIES: AN APPRAISAL (2010)UNCONVENTIONAL MONETARY POLIC…Safe Haven Currencies (2010)Safe Haven CurrenciesA model of unconventional monetary policy (2010)A model of unconventional mon…Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment (2004)Monetary Policy Alternatives …Conducting Monetary Policy at Very Low Short-Term Interest Rates (2004)Conducting Monetary Policy at…Testing for unit roots in heterogeneous panels (2003)Testing for unit roots in het…Identification Through Heteroskedasticity (2003)Identification Through Hetero…A General Equilibrium Approach To Monetary Theory (1969)Credit Cycles (1997)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Bond Supply and Excess Bond Returns (2014)Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows (2017)The Science of Monetary Policy: A New Keynesian Perspective (1999)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)The financial cycle and macroeconomics: What have we learnt? (2013)The Interaction between Capital Requirements and Monetary Policy (2014)Bank Leverage and Monetary Policy's Risk‐Taking Channel: Evidence from the United States (2016)An equilibrium characterization of the term structure (1977)A Theory of the Term Structure of Interest Rates (1985)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Volatility and Links between National Stock Markets (1994)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Measuring The Reaction of Monetary Policy to the Stock Market (2003)Globalization and the Gains From Variety (2006)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Too much finance? (2015)An Intertemporal Capital Asset Pricing Model (1973)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Financial Intermediation and Credit Policy in Business Cycle Analysis (2010)Credit Spreads and Business Cycle Fluctuations (2012)A Macroeconomic Model with a Financial Sector (2014)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests in panel data: asymptotic and finite-sample properties (2002)A simple panel unit root test in the presence of cross‐section dependence (2007)Financing Constraints and Corporate Investment (1988)Global Imbalances and the Financial Crisis: Link or No Link? (2011)Liquidity Risk and Expected Stock Returns (2003)The Cross‐Section of Volatility and Expected Returns (2006)Carry Trades and Currency Crashes (2008)Market Liquidity and Funding Liquidity (2008)Is gold a safe haven? International evidence (2010)Common Risk Factors in Currency Markets (2011)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The Global Crisis and Equity Market Contagion (2014)Measuring Geopolitical Risk (2018)U.S. Monetary Policy and the Global Financial Cycle (2020)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis (2014)
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References

  • 2003Testing for unit roots in heterogeneous panels15,744 cited
  • 2010A model of unconventional monetary policy2,439 cited
  • 2003Identification Through Heteroskedasticity922 cited
  • 2011Capital Flows, Push versus Pull Factors and the Global Financial Crisis922 cited
  • 2004Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment670 cited
  • 2004Conducting Monetary Policy at Very Low Short-Term Interest Rates554 cited
  • 2010Safe Haven Currencies509 cited
  • 2010UNCONVENTIONAL MONETARY POLICIES: AN APPRAISAL436 cited
  • 2012Quantitative Easing and Unconventional Monetary Policy – an Introduction423 cited
  • 2012Inflation Targeting and Financial Stability371 cited
  • 2015Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme316 cited
  • 2016Monetary policy spillovers and the trilemma in the new normal: Periphery country sensitivity to core country conditions303 cited
  • 2018Unconventional monetary policies: a re-appraisal247 cited
  • 2016ECB Unconventional Monetary Policy: Market Impact and International Spillovers221 cited
  • 2015Inflation and Activity – Two Explorations and their Monetary Policy Implications

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216 cited
  • 2011Getting beyond carry trade: What makes a safe haven currency?210 cited
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