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Spillovers to Emerging Markets from US Economic News and Monetary Policy
16 references·0 citing·46 second hopsampled
Spillovers to Emerging Markets from US Economic News and Monetary Policy (2023)Spillovers to Emerging Markets from US Ec…U.S. Monetary Policy and the Global Financial Cycle (2020)U.S. Monetary Policy and the …Dominant Currency Paradigm (2020)Dominant Currency ParadigmExchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)Exchange Arrangements Enterin…Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Deconstructing Monetary Polic…Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…Unconventional monetary policy had large international effects (2014)Unconventional monetary polic…Pricing the term structure with linear regressions (2013)Pricing the term structure wi…High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Capital Flows and the Risk-Ta…Monetary Policy and Long-Term Real Rates (2012)Monetary Policy and Long-Term…Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Capital regulation, risk-taki…The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)The Sensitivity of Long-Term …To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth (2003)To Float or to Fix: Evidence …Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Micro Effects of Macro Announ…Federal Reserve Information and the Behavior of Interest Rates (2000)Federal Reserve Information a…Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data (1998)Consistent Covariance Matrix …Macroeconomics and Reality (1980)Rules, discretion and reputation in a model of monetary policy (1983)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)American Economic Review (2019)The theory and practice of econometrics (1986)A panel project on purchasing power parity: Mean reversion within and between countries (1996)The overvaluation of purchasing power parity (1998)Testing for Cross-Sectional Dependence in Panel-Data Models (2006)Robust Standard Errors for Panel Regressions with Cross-Sectional Dependence (2007)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)The U.S. Treasury yield curve: 1961 to the present (2007)Macroeconomic Shocks and Their Propagation (2016)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)Credit Spreads and Business Cycle Fluctuations (2012)Monetary Policy According to HANK (2018)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)This Time Is Different (2009)Cross-Border Banking and Global Liquidity (2014)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Staggered prices in a utility-maximizing framework (1983)Staggered Prices in a Utility-Maximizing Framework (1996)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Review of Economic Studies (2010)The Transmission of Monetary Policy Shocks (2017)Measuring euro area monetary policy (2019)The Macroeconomic Effects of Oil Supply News: Evidence from OPEC Announcements (2021)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Determining the Number of Factors in Approximate Factor Models (2002)The Time Variation in Risk Appetite and Uncertainty (2017)U.S. Monetary Policy and International Risk Spillovers (2019)China's overseas lending (2021)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)The Capital Structure Puzzle (1984)Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Empirical exchange rate models of the seventies (1983)ARCH modeling in finance (1992)Discretion versus policy rules in practice (1993)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)High-Frequency Trading and Price Discovery (2014)
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References

  • 1998Consistent Covariance Matrix Estimation with Spatially Dependent Panel Data6,815 cited
  • 2011Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?1,799 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,403 cited
  • 2013Capital Flows and the Risk-Taking Channel of Monetary Policy1,305 cited
  • 2020U.S. Monetary Policy and the Global Financial Cycle1,100 cited
  • 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
  • 2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models1,004 cited
  • 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks981 cited
  • 2019Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?*802 cited
  • 2013Pricing the term structure with linear regressions703 cited
  • 2012Monetary Policy and Long-Term Real Rates680 cited
  • 2020Dominant Currency Paradigm640 cited
  • 2003

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To Float or to Fix: Evidence on the Impact of Exchange Rate Regimes on Growth
634 cited
  • 2014Unconventional monetary policy had large international effects618 cited
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