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Unconventional Monetary Policy Shocks and the Spillovers to Emerging Markets
16 references·2 citing·41 second hop
Unconventional Monetary Policy Shocks and the Spillovers to Emerging Markets (2018)Unconventional Monetary Policy Shocks and…Unconventional monetary policy had large international effects (2014)Unconventional monetary polic…The Transmission of Federal Reserve Tapering News to Emerging Financial Markets (2014)The Transmission of Federal R…The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis (2014)The Effectiveness of Unconven…International channels of the Fed's unconventional monetary policy (2014)International channels of the…On the International Spillovers of US Quantitative Easing (2013)On the International Spillove…Four Stories of Quantitative Easing (2013)Four Stories of Quantitative …The Macroeconomic Effects of Large‐scale Asset Purchase Programmes (2012)The Macroeconomic Effects of …The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)The Financial Market Effects …International Spillovers of Central Bank Balance Sheet Policies (2012)International Spillovers of C…Assessing the Economy‐wide Effects of Quantitative Easing (2012)Assessing the Economy‐wide Ef…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)The Effectiveness of Alternat…External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets (2007)External shocks, U.S. monetar…International transmission of U.S. monetary policy shocks: Evidence from VAR's (2001)International transmission of…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Monetary Policy Shocks: What Have We Learned and to What End? (1998)Monetary Policy Shocks: What …Regional pull vs global push factors: China and US influence on Asian financial markets (2018)Regional pull vs global push …The Effects of U.S. Monetary Policy on Emerging Market Economies' Sovereign and Corporate Bond Markets (2017)The Effects of U.S. Monetary …CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Bond Supply and Excess Bond Returns (2014)Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates (2014)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)It's Baaack: Japan's Slump and the Return of the Liquidity Trap (1998)The Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)The federal funds rate and the channels of monetary transmission (1989)Inference in Linear Time Series Models with some Unit Roots (1990)The Impact of Uncertainty Shocks (2009)Financial crisis, US unconventional monetary policy and international spillovers (2015)What are the macroeconomic effects of asset purchases? (2016)QE 1 vs. 2 vs. 3. . . : A Framework for Analyzing Large-Scale Asset Purchases as a Monetary Policy Tool (2018)Macroeconomics and Reality (1980)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)The Aggregate Demand for Treasury Debt (2012)Intermediary Asset Pricing (2013)The Signaling Channel for Federal Reserve Bond Purchases (2013)Capital flows to emerging market economies: A brave new world? (2014)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)On the International Spillovers of US Quantitative Easing (2016)Unconventional monetary policies: a re-appraisal (2018)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)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)Quantitative Easing and Unconventional Monetary Policy – an Introduction (2012)OccBin: A toolkit for solving dynamic models with occasionally binding constraints easily (2014)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)The transmission of US shocks to Latin America (2005)Economic policy uncertainty in the US: Does it matter for the Euro area? (2013)Panel Vector Autoregressive Models: A Survey (2013)The Transmission of US Monetary Policy to the Euro Area* (2010)Determinants of global spillovers from US monetary policy (2015)
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References

  • 1998Monetary Policy Shocks: What Have We Learned and to What End?2,186 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 2012The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases704 cited
  • 2011The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment671 cited
  • 2014The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis625 cited
  • 2001International transmission of U.S. monetary policy shocks: Evidence from VAR's538 cited
  • 2007External shocks, U.S. monetary policy and macroeconomic fluctuations in emerging markets455 cited
  • 2012The Macroeconomic Effects of Large‐scale Asset Purchase Programmes455 cited
  • 2014Unconventional monetary policy had large international effects419 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy413 cited
  • 2013Four Stories of Quantitative Easing344 cited
  • 2014International channels of the Fed's unconventional monetary policy301 cited
  • 2013On the International Spillovers of US Quantitative Easing278 cited
  • 2012Assessing the Economy‐wide Effects of Quantitative Easing258 cited

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2014
The Transmission of Federal Reserve Tapering News to Emerging Financial Markets
256 cited
  • 2012International Spillovers of Central Bank Balance Sheet Policies148 cited
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    • 2018Regional pull vs global push factors: China and US influence on Asian financial markets29 cited
    • 2017The Effects of U.S. Monetary Policy on Emerging Market Economies' Sovereign and Corporate Bond Markets25 cited