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Feng Zhu

Personal Details

First Name:Feng
Middle Name:
Last Name:Zhu
Suffix:
RePEc Short-ID:pzh106
http://pantheon.yale.edu/~fz9
Terminal Degree:2004 Economics Department; Yale University (from RePEc Genealogy)

Affiliation

Bank for International Settlements (BIS)

Basel, Switzerland
http://www.bis.org/

(41) 61 - 280 80 80
(41) 61 - 280 91 00
Centralbahnplatz 2, CH - 4002 Basel
RePEc:edi:bisssch (more details at EDIRC)

Research output

as
Jump to: Working papers Articles Chapters

Working papers

  1. Charles Engel & Feng Zhu, 2019. "Exchange rate puzzles: evidence from rigidly fixed nominal exchange rate systems," BIS Working Papers 805, Bank for International Settlements.
  2. Georgios Georgiadis & Feng Zhu, 2019. "Monetary Policy Spillovers, Capital Controls and Exchange Rate Flexibility, and the Financial Channel of Exchange Rates," Globalization Institute Working Papers 363, Federal Reserve Bank of Dallas, revised 05 May 2019.
  3. Qianying Chen & Marco Lombardi & Alex Ross & Feng Zhu, 2017. "Global impact of US and euro area unconventional monetary policies: a comparison," BIS Working Papers 610, Bank for International Settlements.
  4. Shane Greenstein & Yuan Gu & Feng Zhu, 2016. "Ideological Segregation among Online Collaborators: Evidence from Wikipedians," NBER Working Papers 22744, National Bureau of Economic Research, Inc.
  5. Shane Greenstein & Feng Zhu, 2012. "Collective Intelligence and Neutral Point of View: The Case of Wikipedia," NBER Working Papers 18167, National Bureau of Economic Research, Inc.
  6. Richhild Moessner & Feng Zhu & Colin Ellis, 2011. "Measuring disagreement in UK consumer and central bank inflation forecasts," BIS Working Papers 339, Bank for International Settlements.
  7. Feng Zhu, 2005. "The fragility of the Phillips curve: A bumpy ride in the frequency domain," BIS Working Papers 183, Bank for International Settlements.
  8. Feng Zhu, 2005. "A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000," BIS Working Papers 184, Bank for International Settlements.
  9. Jeffery D. Amato & Andrew Filardo & Gabriele Galati & Goetz von Peter & Feng Zhu, 2005. "Research on exchange rates and monetary policy: an overview," BIS Working Papers 178, Bank for International Settlements.
  10. Josh Lerner & Feng Zhu, 2005. "What is the Impact of Software Patent Shifts?: Evidence from Lotus v. Borland," NBER Working Papers 11168, National Bureau of Economic Research, Inc.

Articles

  1. Qianying Chen & Andrew Filardo & Dong He & Feng Zhu, 2015. "Crisis financiera, política monetaria no convencional de EUA y repercusiones internacionales," Boletín, Centro de Estudios Monetarios Latinoamericanos, CEMLA, vol. 0(2), pages 103-134, abril-jun.
  2. Jack Meaning & Feng Zhu, 2011. "The impact of recent central bank asset purchase programmes," BIS Quarterly Review, Bank for International Settlements, December.

Chapters

  1. Charles Engel & Feng Zhu, 2018. "Revisiting exchange rate puzzles," BIS Papers chapters, in: Bank for International Settlements (ed.),The price, real and financial effects of exchange rates, volume 96, pages 3-11, Bank for International Settlements.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Charles Engel & Feng Zhu, 2019. "Exchange rate puzzles: evidence from rigidly fixed nominal exchange rate systems," BIS Working Papers 805, Bank for International Settlements.

    Cited by:

    1. Claire Giordano, 2019. "How frequent a BEER? Assessing the impact of data frequency on real exchange rate misalignment estimation," Questioni di Economia e Finanza (Occasional Papers) 522, Bank of Italy, Economic Research and International Relations Area.
    2. Hertrich, Markus, 2020. "Foreign exchange interventions under a one-sided target zone regime and the Swiss franc," Discussion Papers 21/2020, Deutsche Bundesbank.

  2. Georgios Georgiadis & Feng Zhu, 2019. "Monetary Policy Spillovers, Capital Controls and Exchange Rate Flexibility, and the Financial Channel of Exchange Rates," Globalization Institute Working Papers 363, Federal Reserve Bank of Dallas, revised 05 May 2019.

    Cited by:

    1. Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg, 2020. "Monetary policy and its transmission in a globalised world," Working Paper Series 2407, European Central Bank.

  3. Qianying Chen & Marco Lombardi & Alex Ross & Feng Zhu, 2017. "Global impact of US and euro area unconventional monetary policies: a comparison," BIS Working Papers 610, Bank for International Settlements.

    Cited by:

    1. INOUE Tomoo & OKIMOTO Tatsuyoshi, 2019. "How Does Unconventional Monetary Policy Affect the Global Financial Markets?: Evaluating Policy Effects by Global VAR Models," Discussion papers 19031, Research Institute of Economy, Trade and Industry (RIETI).
    2. Eijffinger, Sylvester C W & Malagon, Jonathan, 2018. "Financial spillovers of international monetary policy: Six hypotheses on the Latin American case, 2010-2016," CEPR Discussion Papers 12678, C.E.P.R. Discussion Papers.
    3. International Monetary Fund, 2016. "Cross-Country Report on Spillovers; Selected Issues," IMF Staff Country Reports 16/212, International Monetary Fund.
    4. Hajek, Jan & Horvath, Roman, 2018. "International spillovers of (un)conventional monetary policy: The effect of the ECB and the US Fed on non-euro EU countries," Economic Systems, Elsevier, vol. 42(1), pages 91-105.
    5. Andrea Colabella, 2019. "Do the ECB’s monetary policies benefit emerging market economies? A GVAR analysis on the crisis and post-crisis period," Temi di discussione (Economic working papers) 1207, Bank of Italy, Economic Research and International Relations Area.
    6. Fiorelli, Cristiana & Meliciani, Valentina, 2019. "Economic growth in the era of unconventional monetary instruments: A FAVAR approach," Journal of Macroeconomics, Elsevier, vol. 62(C).
    7. Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg, 2020. "Monetary policy and its transmission in a globalised world," Working Paper Series 2407, European Central Bank.
    8. Sona Benecka & Ludmila Fadejeva & Martin Feldkircher, 2018. "Spillovers from Euro Area Monetary Policy: A Focus on Emerging Europe," Working Papers 2018/2, Czech National Bank.
    9. Beniak, Patrycja, 2019. "The emerging market reaction to Fed tightening," MPRA Paper 96545, University Library of Munich, Germany, revised 29 Oct 2019.
    10. Shu, Chang & He, Dong & Dong, Jinyue & Wang, Honglin, 2018. "Regional pull vs global push factors: China and US influence on Asian financial markets," Journal of International Money and Finance, Elsevier, vol. 87(C), pages 112-132.
    11. Shogbuyi, Abiodun & Steeley, James M., 2017. "The effect of quantitative easing on the variance and covariance of the UK and US equity markets," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 281-291.
    12. Muhammad Ali Rizwan & Muhammad Zeeshan Younas & Hafiza Sadaf Zahra & Zartaj Jamil, 2020. "External Monetary Constraints Imposed by Developed Economies on Developing Economies: Empirical Evidence from Pakistan," Asian Development Policy Review, Asian Economic and Social Society, vol. 8(1), pages 7-29, March.

  4. Shane Greenstein & Yuan Gu & Feng Zhu, 2016. "Ideological Segregation among Online Collaborators: Evidence from Wikipedians," NBER Working Papers 22744, National Bureau of Economic Research, Inc.

    Cited by:

    1. Julia Cage & Nicolas Hervé & Marie-Luce Viaud, 2019. "The Production of Information in an Online World: Is Copy Right?," Sciences Po publications 2019-05, Sciences Po.

  5. Shane Greenstein & Feng Zhu, 2012. "Collective Intelligence and Neutral Point of View: The Case of Wikipedia," NBER Working Papers 18167, National Bureau of Economic Research, Inc.

    Cited by:

    1. Julia Cage & Nicolas Hervé & Marie-Luce Viaud, 2019. "The Production of Information in an Online World: Is Copy Right?," Sciences Po publications 2019-05, Sciences Po.
    2. Yann Algan & Yochai Benkler & Mayo Fuster Morell & Jerome Hergueux, 2013. "Cooperation in Peer-Production Economy: Experimental Evidence from Wikipedia," Sciences Po publications info:hdl:2441/5ulf84sluc9, Sciences Po.
    3. Kummer, Michael E. & Saam, Marianne & Halatchliyski, Iassen & Giorgidze, George, 2016. "Centrality and content creation in networks - The case of economic topics on German wikipedia," Information Economics and Policy, Elsevier, vol. 36(C), pages 36-52.
    4. Victor M. Bennett & Robert Seamans & Feng Zhu, 2015. "Cannibalization and option value effects of secondary markets: Evidence from the US concert industry," Strategic Management Journal, Wiley Blackwell, vol. 36(11), pages 1599-1614, November.

  6. Richhild Moessner & Feng Zhu & Colin Ellis, 2011. "Measuring disagreement in UK consumer and central bank inflation forecasts," BIS Working Papers 339, Bank for International Settlements.

    Cited by:

    1. Gabriele Galati & Richhild Moessner & Maarten van Rooij, 2020. "The anchoring of long-term inflation expectations of consumers: insights from a new survey," DNB Working Papers 688, Netherlands Central Bank, Research Department.
    2. Gabriele Galati & Peter Heemeijer & Richhild Moessner, 2011. "How do inflation expectations form? New insights from a high-frequency survey," BIS Working Papers 349, Bank for International Settlements.

  7. Feng Zhu, 2005. "The fragility of the Phillips curve: A bumpy ride in the frequency domain," BIS Working Papers 183, Bank for International Settlements.

    Cited by:

    1. Mallick, Debdulal, 2019. "Policy regimes and the shape of the Phillips curve in Australia," Journal of Policy Modeling, Elsevier, vol. 41(6), pages 1077-1094.
    2. Matti Viren, 2006. "Inflation Expectations and Regime Shifts," Discussion Papers 5, Aboa Centre for Economics.
    3. Virén, Matti, 2005. "Inflation expectations and regime shifts in the euro area," Research Discussion Papers 25/2005, Bank of Finland.
    4. Mallick, Debdulal, 2014. "A Spectral Representation of the Phillips Curve in Australia," MPRA Paper 59794, University Library of Munich, Germany.
    5. Mayes, David G. & Paloviita, Maritta & Virén, Matti, 2016. "EMU and the Anchoring of Inflation Expectations," Economia Internazionale / International Economics, Camera di Commercio Industria Artigianato Agricoltura di Genova, vol. 69(4), pages 341-364.

  8. Feng Zhu, 2005. "A nonparametric analysis of the shape dynamics of the US personal income distribution: 1962-2000," BIS Working Papers 184, Bank for International Settlements.

    Cited by:

    1. Maxim L. Pinkovskiy, 2014. "World welfare is rising: estimation using nonparametric bounds on welfare measures," Staff Reports 662, Federal Reserve Bank of New York.
    2. Dehejia Vivek H. & Voia Marcel C., 2012. "International Income Comparisons and Social Welfare: Methodology, Analysis, and Implications," Journal of Globalization and Development, De Gruyter, vol. 3(1), pages 1-24, June.

  9. Jeffery D. Amato & Andrew Filardo & Gabriele Galati & Goetz von Peter & Feng Zhu, 2005. "Research on exchange rates and monetary policy: an overview," BIS Working Papers 178, Bank for International Settlements.

    Cited by:

    1. Bharat Chadha, 2007. "Impact of U.S. Federal Interest Rate and Movement of MSCI on Indian Capital Markets," Working Papers id:1024, eSocialSciences.
    2. Robert Neil McCauley, 2006. "Understanding monetary policy in Malaysia and Thailand: objectives, instruments and independence," BIS Papers chapters, in: Bank for International Settlements (ed.),Monetary policy in Asia: approaches and implementation, volume 31, pages 172-198, Bank for International Settlements.
    3. Forte, Antonio, 2009. "The stability of the inflation rate in the Euro area: the role of Globalization and labour market," MPRA Paper 16587, University Library of Munich, Germany.
    4. Bank for International Settlements, 2007. "Evolving banking systems in Latin America and the Caribbean: challenges and implications for monetary policy and financial stability," BIS Papers, Bank for International Settlements, number 33, April.
    5. Bonpasse, Morrison, 2006. "The Single Global Currency: Common Cents for the World," MPRA Paper 1175, University Library of Munich, Germany.
    6. Forte, Antonio, 2009. "The pass-through effect: a twofold analysis," MPRA Paper 16527, University Library of Munich, Germany.
    7. Dennis Bonam & Gabriele Galati & Irma Hindrayanto & Marco Hoeberichts & Anna Samarina & Irina Stanga, 2019. "Inflation in the euro area since the Global Financial Crisis," DNB Occasional Studies 1703, Netherlands Central Bank, Research Department.
    8. Bonpasse, Morrison, 2007. "The Single Global Currency - Common Cents for the World (2007 Edition)," MPRA Paper 5879, University Library of Munich, Germany.
    9. Bonpasse, Morrison, 2009. "The single global currency - common cents for the world (2008 Edition)," MPRA Paper 14756, University Library of Munich, Germany.
    10. Siklos, Pierre L., 2006. "Hungary's entry into the euro area: Lessons for prospective members from a monetary policy perspective," Economic Systems, Elsevier, vol. 30(4), pages 366-384, December.

  10. Josh Lerner & Feng Zhu, 2005. "What is the Impact of Software Patent Shifts?: Evidence from Lotus v. Borland," NBER Working Papers 11168, National Bureau of Economic Research, Inc.

    Cited by:

    1. Noel, Michael D. & Schankerman, Mark, 2006. "Strategic Patenting and Software Innovation," CEPR Discussion Papers 5701, C.E.P.R. Discussion Papers.
    2. Ashish Arora & Marco Ceccagnoli & Wesley M. Cohen, 2003. "R&D and the Patent Premium," NBER Working Papers 9431, National Bureau of Economic Research, Inc.
    3. Joshua S. Gans & David H. Hsu & Scott Stern, 2008. "The Impact of Uncertain Intellectual Property Rights on the Market for Ideas: Evidence from Patent Grant Delays," Management Science, INFORMS, vol. 54(5), pages 982-997, May.
    4. David Autor & David Dorn & Gordon H. Hanson & Gary Pisano & Pian Shu, 2016. "Foreign Competition and Domestic Innovation: Evidence from U.S. Patents," NBER Working Papers 22879, National Bureau of Economic Research, Inc.
    5. Iain M. Cockburn & Megan J. MacGarvie, 2006. "Entry and Patenting in the Software Industry," NBER Working Papers 12563, National Bureau of Economic Research, Inc.
    6. Sun, Sunny Li & Chen, Victor Z. & Sunny, Sanwar A. & Chen, Jie, 2019. "Venture capital as an innovation ecosystem engineer in an emerging market," International Business Review, Elsevier, vol. 28(5), pages 1-1.
    7. Peng Huang & Marco Ceccagnoli & Chris Forman & D.J. Wu, 2009. "Participation in a Platform Ecosystem: Appropriability, Competition, and Access to the Installed Base," Working Papers 09-14, NET Institute, revised Sep 2009.
    8. Feng Zhu, 2008. "Ad-sponsored Business Models and Compatibility Incentives of Social Networks," Working Papers 08-20, NET Institute, revised Sep 2008.
    9. Iain M. Cockburn & Stefan Wagner, 2007. "Patents and the Survival of Internet-related IPOs," NBER Working Papers 13146, National Bureau of Economic Research, Inc.
    10. Eckert, Andrew & Langinier, Corinne & Zhao, Long, 2019. "Determinants of Locational Patenting Behavior of Canadian Firms," Working Papers 2019-3, University of Alberta, Department of Economics.
    11. YAMAUCHI Isamu, 2018. "Causal Effects of Software Patents on Firm Growth: Evidence from a policy reform in Japan," Discussion papers 18063, Research Institute of Economy, Trade and Industry (RIETI).
    12. Sunny Sun & Xiaoming Yang & Weiwen Li, 2014. "Variance-enhancing corporate entrepreneurship under deregulation: An option portfolio approach," Asia Pacific Journal of Management, Springer, vol. 31(3), pages 733-761, September.
    13. Cohen, Wesley M., 2010. "Fifty Years of Empirical Studies of Innovative Activity and Performance," Handbook of the Economics of Innovation, in: Bronwyn H. Hall & Nathan Rosenberg (ed.),Handbook of the Economics of Innovation, edition 1, volume 1, chapter 0, pages 129-213, Elsevier.
    14. ONISHI Koichiro & YAMAUCHI Isamu, 2018. "Intellectual Property Rights for Software and Accessibility to Venture Capitalists," Discussion papers 18036, Research Institute of Economy, Trade and Industry (RIETI).
    15. Wen Wen & Marco Ceccagnoli & Chris Forman, 2012. "Patent Pools, Thickets, and Open Source Software Entry by Start-Up Firms," NBER Chapters, in: Standards, Patents and Innovations, National Bureau of Economic Research, Inc.
    16. Peng Huang & Marco Ceccagnoli & Chris Forman & D. J. Wu, 2013. "Appropriability Mechanisms and the Platform Partnership Decision: Evidence from Enterprise Software," Management Science, INFORMS, vol. 59(1), pages 102-121, July.

Articles

  1. Jack Meaning & Feng Zhu, 2011. "The impact of recent central bank asset purchase programmes," BIS Quarterly Review, Bank for International Settlements, December.

    Cited by:

    1. Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2018. "Effects of US Quantitative Easing on Emerging Market Economies," ADBI Working Papers 803, Asian Development Bank Institute.
    2. Michael E. Cahill & Stefania D'Amico & Canlin Li & John S. Sears, 2013. "Duration risk versus local supply channel in Treasury yields: evidence from the Federal Reserve's asset purchase announcements," Finance and Economics Discussion Series 2013-35, Board of Governors of the Federal Reserve System (U.S.).
    3. Andrew Filardo & Madhusudan Mohanty & Ramon Moreno, 2012. "Central bank and government debt management: issues for monetary policy," BIS Papers chapters, in: Bank for International Settlements (ed.),Fiscal policy, public debt and monetary policy in emerging market economies, volume 67, pages 51-71, Bank for International Settlements.
    4. Thorvald Grung Moe, 2012. "Shadow Banking and the Limits of Central Bank Liquidity Support: How to Achieve a Better Balance between Global and Official Liquidity," Economics Working Paper Archive wp_712, Levy Economics Institute.
    5. Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi, May.
    6. Fructuoso Borrallo & Ignacio Hernando & Javier Vallés, 2016. "The effects of us unconventional monetary policies in Latin America," Working Papers 1606, Banco de España;Working Papers Homepage.
    7. Fiordelisi, Franco & Mare, Davide Salvatore & Molyneux, Philip, 2015. "State-Aid, Stability and Competition in European Banking," MPRA Paper 67473, University Library of Munich, Germany.
    8. Shobande Olatunji Abdul, 2018. "Monetary Policy Transmission Mechanism in Nigeria: Does Interest Spread Complicate Inflationary Targeting ?," Ovidius University Annals, Economic Sciences Series, Ovidius University of Constantza, Faculty of Economic Sciences, vol. 0(2), pages 47-52, December.
    9. M. Hashem Pesaran & Ron P Smith, 2014. "Counterfactual Analysis in Macroeconometrics: An Empirical Investigation into the Effects of Quantitative Easing," Birkbeck Working Papers in Economics and Finance 1406, Birkbeck, Department of Economics, Mathematics & Statistics.
    10. Ichiro Fukunaga & Naoya Kato & Junko Koeda, 2015. "Maturity Structure and Supply Factors in Japanese Government Bond Markets," Monetary and Economic Studies, Institute for Monetary and Economic Studies, Bank of Japan, vol. 33, pages 45-96, November.
    11. Falagiarda, Matteo & Reitz, Stefan, 2013. "Announcements of ECB unconventional programs: Implications for the sovereign risk of Italy," Kiel Working Papers 1866, Kiel Institute for the World Economy (IfW).
    12. Chadha, Jagjit S. & Waters, Alex, 2014. "Applying a macro-finance yield curve to UK quantitative Easing," Journal of Banking & Finance, Elsevier, vol. 39(C), pages 68-86.
    13. De Santis, Roberto A. & Stein, Michael, 2016. "Correlation changes between the risk-free rate and sovereign yields of euro area countries," Working Paper Series 1979, European Central Bank.
    14. De Santis, Roberto A., 2020. "Impact of the Asset Purchase Programme on euro area government bond yields using market news," Economic Modelling, Elsevier, vol. 86(C), pages 192-209.
    15. Falagiarda, Matteo & Reitz, Stefan, 2015. "Announcements of ECB unconventional programs: Implications for the sovereign spreads of stressed euro area countries," Journal of International Money and Finance, Elsevier, vol. 53(C), pages 276-295.
    16. Massimo Guidolin & Manuela Pedio, 2019. "Does the Cost of Private Debt Respond to Monetary Policy? Heteroskedasticity-Based Identification in a Model with Regimes," BAFFI CAREFIN Working Papers 19118, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy.
    17. Jiří Štekláč & Miroslav Titze, 2016. "Udržitelnost dluhového financování státu a její interakce s kvantitativním uvolňováním: případ USA, UK a Japonska v letech 2000-2014
      [Government Debt Financing Sustainability and Its Interaction wi
      ," Politická ekonomie, University of Economics, Prague, vol. 2016(3), pages 293-318.
    18. Petra Gerlach-Kristen, 2015. "The impact of ECB crisis measures on euro-area CDS spreads," Financial Markets and Portfolio Management, Springer;Swiss Society for Financial Market Research, vol. 29(2), pages 149-168, May.
    19. Skrypnik, D., 2014. "The Spillover Effects of Quantitative Easing in the United States for Russian Economy. Macroeconometric Analysis," Journal of the New Economic Association, New Economic Association, vol. 22(2), pages 74-101.
    20. Knezevic, David & Nordström, Martin & Österholm, Pär, 2019. "The Relation between Municipal and Government Bond Yields in an Era of Unconventional Monetary Policy," Working Papers 2019:6, Örebro University, School of Business.
    21. Arina Wischnewsky & Matthias Neuenkirch, 2018. "Shadow Banks and the Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," Research Papers in Economics 2018-03, University of Trier, Department of Economics.
    22. Florian Huber & Maria Teresa Punzi, 2016. "International Housing Markets, Unconventional Monetary Policy and the Zero Lower Bound," Department of Economics Working Papers wuwp216, Vienna University of Economics and Business, Department of Economics.
    23. Belke, Angar & Gros, Daniel & Osowski, Thomas, 2017. "The effectiveness of the Fed’s quantitative easing policy: New evidence based on international interest rate differentials," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 335-349.
    24. Ben S. Bernanke, 2012. "Monetary Policy since the Onset of the Crisis : a speech at the Federal Reserve Bank of Kansas City Economic Symposium, Jackson Hole, Wyoming, August 31, 2012," Speech 645, Board of Governors of the Federal Reserve System (U.S.).
    25. Baker, Jessica & Carreras, Oriol & Kirby, Simon & Meaning, Jack & Piggott, Rebecca, 2016. "Modelling events: The short-term economic impact of leaving the EU," Economic Modelling, Elsevier, vol. 58(C), pages 339-350.
    26. Massimo Guidolin & Alexei G. Orlov & Manuela Pedio, 2015. "The Impact of Monetary Policy on Corporate Bonds under Regime Shifts," Working Papers 562, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
    27. Steeley, James M. & Matyushkin, Alexander, 2015. "The effects of quantitative easing on the volatility of the gilt-edged market," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 113-128.
    28. Kerstin Bernoth & Marcel Fratzscher & Philipp König, 2014. "Schwache Preisentwicklung und Deflationsgefahr im Euroraum: Grenzen der konventionellen Geldpolitik," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, vol. 81(12), pages 235-249.
    29. Eric Ghysels & Julien Idier & Simone Manganelli & Olivier Vergote, 2017. "A High-Frequency assessment of the ECB Securities Markets Programme," Journal of the European Economic Association, European Economic Association, vol. 15(1), pages 218-243.
    30. Kathi Schlepper & Heiko Hofer & Ryan Riordan & Andreas Schrimpf, 2017. "Scarcity effects of QE: A transaction-level analysis in the Bund market," BIS Working Papers 625, Bank for International Settlements.
    31. Christopher Martin & Costas Milas, 2012. "Quantitative Easing: A Sceptical Survey," Working Paper series 73_12, Rimini Centre for Economic Analysis.
    32. Jagjit Chadha & Philip Turner & Fabrizio Zampolli, 2017. "The interest rate effects of government debt maturity," National Institute of Economic and Social Research (NIESR) Discussion Papers 476, National Institute of Economic and Social Research.
    33. Simon Gilchrist & Egon ZakrajŠEk, 2013. "The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(s2), pages 29-57, December.
    34. John H. Rogers & Chiara Scotti & Jonathan H. Wright, 2014. "Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison," International Finance Discussion Papers 1101, Board of Governors of the Federal Reserve System (U.S.), revised 07 Mar 2014.
    35. Masazumi Hattori & Andreas Schrimpf & Vladyslav Sushko, 2016. "The Response of Tail Risk Perceptions to Unconventional Monetary Policy," American Economic Journal: Macroeconomics, American Economic Association, vol. 8(2), pages 111-136, April.
    36. Thomas B. King, 2013. "A Portfolio-Balance Approach to the Nominal Term Structure," Working Paper Series WP-2013-18, Federal Reserve Bank of Chicago.
    37. Chen, Qianying & Filardo, Andrew & He, Dong & Zhu, Feng, 2016. "Financial crisis, US unconventional monetary policy and international spillovers," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 62-81.
    38. Canlin Li & Min Wei, 2014. "Term Structure Modeling with Supply Factors and the Federal Reserve's Large Scale Asset Purchase Programs," Finance and Economics Discussion Series 2014-07, Board of Governors of the Federal Reserve System (U.S.).
    39. Boris Hofmann & Feng Zhu, 2013. "Central bank asset purchases and inflation expectations," BIS Quarterly Review, Bank for International Settlements, March.
    40. Matthias Neuenkirch & Matthias Nöckel, 2017. "The Risk-Taking Channel of Monetary Policy Transmission in the Euro Area," Research Papers in Economics 2017-02, University of Trier, Department of Economics.
    41. Dániel Horváth & Péter Kálmán & Zalán Kocsis & Imre Ligeti, 2014. "What factors influence the yield curve?," MNB Bulletin (discontinued), Magyar Nemzeti Bank (Central Bank of Hungary), vol. 9(1), pages 28-39, March.
    42. L. Gambacorta & B. Hofmann & G. Peersman, 2011. "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/765, Ghent University, Faculty of Economics and Business Administration.
    43. N. Cordemans & S. Ide, 2012. "Monetary policy in the United States and the euro area during the crisis," Economic Review, National Bank of Belgium, issue i, pages 39-63, June.
    44. Breckenfelder, Johannes & De Fiore, Fiorella & Andrade, Philippe & Karadi, Peter & Tristani, Oreste, 2016. "The ECB's asset purchase programme: an early assessment," Working Paper Series 1956, European Central Bank.
    45. Sami Alpanda & Serdar Kabaca, 2020. "International Spillovers of Large-Scale Asset Purchases," Journal of the European Economic Association, European Economic Association, vol. 18(1), pages 342-391.
    46. Matthias Neuenkirch, 2016. "An Unconventional Approach to Evaluate the Bank of England's Asset Purchase Program," Research Papers in Economics 2016-11, University of Trier, Department of Economics.
    47. Urszula Szczerbowicz, 2012. "The ECB Unconventional Monetary Policies: Have They Lowered Market Borrowing Costs for Banks and Governments?," Working Papers 2012-36, CEPII research center.
    48. Boris Hofmann & Bilyana Bogdanova, 2012. "Taylor rules and monetary policy: a global "Great Deviation"?," BIS Quarterly Review, Bank for International Settlements, September.
    49. De Santis, Roberto A., 2016. "Impact of the asset purchase programme on euro area government bond yields using market news," Working Paper Series 1939, European Central Bank.
    50. Franck Martin & Jiangxingyun Zhang, 2017. "Impact of QE on European sovereign bond market," Economics Working Paper Archive (University of Rennes 1 & University of Caen) 2017-04, Center for Research in Economics and Management (CREM), University of Rennes 1, University of Caen and CNRS.
    51. Severin Bernhard & Till Ebner, 2016. "Cross-border Spillover Effects of Unconventional Monetary Policies on Swiss Asset Prices," Working Papers 2016-09, Swiss National Bank.
    52. Ciccarelli, Matteo & García, Juan Angel & Montes-Galdón, Carlos, 2017. "Unconventional monetary policy and the anchoring of inflation expectations," Working Paper Series 1995, European Central Bank.
    53. Steeley, James M., 2015. "The side effects of quantitative easing: Evidence from the UK bond market," Journal of International Money and Finance, Elsevier, vol. 51(C), pages 303-336.
    54. Qianying Chen & Marco Lombardi & Alex Ross & Feng Zhu, 2017. "Global impact of US and euro area unconventional monetary policies: a comparison," BIS Working Papers 610, Bank for International Settlements.
    55. W. Arrata & B. Nguyen, 2017. "Price impact of bond supply shocks: Evidence from the Eurosystem's asset purchase program," Working papers 623, Banque de France.
    56. Georgios Chortareas & Menelaos Karanasos & Emmanouil Noikokyris, 2019. "Quantitative Easing And The Uk Stock Market: Does The Bank Of England Information Dissemination Strategy Matter?," Economic Inquiry, Western Economic Association International, vol. 57(1), pages 569-583, January.
    57. Franco Fiordelisi & Ornella Ricci, 2016. "“Whatever it takes”: An Empirical Assessment of the Value of Policy Actions in Banking," Review of Finance, European Finance Association, vol. 20(6), pages 2321-2347.
    58. Michiel De Pooter & Robert F. Martin & Seth Pruitt & DeSimone Rebecca, 2015. "Cheap Talk and the Efficacy of the ECB’s Securities Market Programme: Did Bond Purchases Matter?," International Finance Discussion Papers 1139, Board of Governors of the Federal Reserve System (U.S.), revised 06 Jul 2015.
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    60. Leonardo Gambacorta & Anamaria Illes & Marco Jacopo Lombardi, 2014. "Has the transmission of policy rates to lending rates been impaired by the Global Financial Crisis?," BIS Working Papers 477, Bank for International Settlements.
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    62. Rossi, Barbara, 2019. "Identifying and Estimating the Effects of Unconventional Monetary Policy: How to Do It And What Have We Learned?," CEPR Discussion Papers 14064, C.E.P.R. Discussion Papers.
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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 7 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-CBA: Central Banking (3) 2011-03-12 2017-02-12 2019-06-17
  2. NEP-MON: Monetary Economics (3) 2011-03-12 2017-02-12 2019-06-17
  3. NEP-BEC: Business Economics (2) 2005-03-13 2012-06-25
  4. NEP-MAC: Macroeconomics (2) 2011-03-12 2019-08-19
  5. NEP-OPM: Open Economy Macroeconomics (2) 2019-06-17 2019-08-19
  6. NEP-CNA: China (1) 2019-08-19
  7. NEP-EEC: European Economics (1) 2017-02-12
  8. NEP-FOR: Forecasting (1) 2011-03-12
  9. NEP-ICT: Information & Communication Technologies (1) 2016-10-23
  10. NEP-IFN: International Finance (1) 2019-06-17
  11. NEP-INO: Innovation (1) 2005-03-13
  12. NEP-MKT: Marketing (1) 2011-03-12
  13. NEP-SEA: South East Asia (1) 2005-03-13

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