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Heterogeneous Effects of Unconventional Monetary Policy on the Bond Yields across the Euro Area
16 references·0 citing·51 second hop
Heterogeneous Effects of Unconventional Monetary Policy on the Bond Yields across the Euro Area (2021)Heterogeneous Effects of Unconventional M…Measuring euro area monetary policy (2019)Measuring euro area monetary …FRED-MD: A Monthly Database for Macroeconomic Research (2015)FRED-MD: A Monthly Database f…Evaluating asset-market effects of unconventional monetary policy: a multi-country review (2014)Evaluating asset-market effec…What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? (2012)What does Monetary Policy do …The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)The Financial Market Effects …The EMU sovereign-debt crisis: Fundamentals, expectations and contagion (2012)The EMU sovereign-debt crisis…Self-fulfilling crises in the Eurozone: An empirical test (2012)Self-fulfilling crises in the…Quantitative Easing and Unconventional Monetary Policy – an Introduction (2012)Quantitative Easing and Uncon…Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)Flow and stock effects of lar…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…Affine Term Structure Models (2010)Affine Term Structure ModelsA PANIC Attack on Unit Roots and Cointegration (2004)A PANIC Attack on Unit Roots …Measuring The Reaction of Monetary Policy to the Stock Market (2003)Measuring The Reaction of Mon…Forecasting Using Principal Components From a Large Number of Predictors (2002)Forecasting Using Principal C…Small-sample Confidence Intervals for Impulse Response Functions (1998)Small-sample Confidence Inter…Common Factors Affecting Bond Returns (1991)Common Factors Affecting Bond…CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A General Equilibrium Approach To Monetary Theory (1969)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates (2014)Unconventional monetary policy had large international effects (2014)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)Macroeconomic Forecasting Using Diffusion Indexes (2002)Measuring Uncertainty (2015)Asset prices and central bank policy (2000)Identification Through Heteroskedasticity (2003)What Explains the Stock Market's Reaction to Federal Reserve Policy? 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References

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  • 2012Self-fulfilling crises in the Eurozone: An empirical test631 cited
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  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy413 cited
  • 2010Affine Term Structure Models

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384 cited
  • 2014Evaluating asset-market effects of unconventional monetary policy: a multi-country review327 cited
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