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Spillover effects of monetary policy and information shocks
16 references·0 citing·56 second hopsampled
Spillover effects of monetary policy and information shocks (2024)Spillover effects of monetary policy and …Explaining Monetary Spillovers: The Matrix Reloaded (2022)Explaining Monetary Spillover…Unconventional Monetary Policy, (A)Synchronicity and the Yield Curve (2019)Unconventional Monetary Polic…U.S. Monetary Policy and International Bond Markets (2019)U.S. Monetary Policy and Inte…Non-monetary news in central bank communication (2019)Non-monetary news in central …Unconventional Monetary Policy and International Risk Premia (2018)Unconventional Monetary Polic…Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Deconstructing Monetary Polic…An Intermediation-Based Model of Exchange Rates (2018)An Intermediation-Based Model…International Financial Integration in the Aftermath of the Global Financial Crisis (2017)International Financial Integ…On the International Spillovers of US Quantitative Easing (2016)On the International Spillove…Currency Premia and Global Imbalances (2016)Currency Premia and Global Im…Monetary Policy Independence under Flexible Exchange Rates: An Illusion? 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References

  • 2015Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence2,090 cited
  • 2013Capital Flows and the Risk-Taking Channel of Monetary Policy1,303 cited
  • 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
  • 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks981 cited
  • 2005Determinants of business cycle comovement: a robust analysis663 cited
  • 2019Non-monetary news in central bank communication405 cited
  • 2016On the International Spillovers of US Quantitative Easing362 cited
  • 2017International Financial Integration in the Aftermath of the Global Financial Crisis247 cited
  • 2016Currency Premia and Global Imbalances208 cited
  • 2018Unconventional Monetary Policy and International Risk Premia174 cited
  • 2019U.S. Monetary Policy and International Bond Markets108 cited
  • 2015Monetary Policy Independence under Flexible Exchange Rates: An Illusion?93 cited
  • 2022Explaining Monetary Spillovers: The Matrix Reloaded68 cited
  • 2014International Monetary Policy Transmission49 cited
  • 2018An Intermediation-Based Model of Exchange Rates22 cited

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  • 2019Unconventional Monetary Policy, (A)Synchronicity and the Yield Curve13 cited
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