Global spillovers of the Fed information effect
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- Karau, Sören, 2023. "Monetary policy and Bitcoin," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Ciminelli, Gabriele & Rogers, John & Wu, Wenbin, 2022. "The effects of U.S. monetary policy on international mutual fund investment," Journal of International Money and Finance, Elsevier, vol. 127(C).
- Xuefan, Pan, 2023. "Analysing the response of U.S. financial market to the Federal Open Market Committee statements and minutes based on computational linguistic approaches," Warwick-Monash Economics Student Papers 43, Warwick Monash Economics Student Papers.
- Felipe Beltrán, 2023. "Global monetary policy surprises and their transmission to emerging market economies: an external VAR analysis," Working Papers Central Bank of Chile 975, Central Bank of Chile.
- Daniel Gründler & Eric Mayer & Johann Scharler, 2023.
"Monetary Policy Announcements, Information Shocks, and Exchange Rate Dynamics,"
Open Economies Review, Springer, vol. 34(2), pages 341-369, April.
- Daniel Gründler & Eric Mayer & Johann Scharler, 2021. "Monetary Policy Announcements, Information Schocks, and Exchange Rate Dynamics," Working Papers 2021-16, Faculty of Economics and Statistics, Universität Innsbruck.
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More about this item
Keywords
Monetary policy; information effects; international spillovers; flight to quality; high-frequency identification; sign restrictions; bayesian VAR;All these keywords.
JEL classification:
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F31 - International Economics - - International Finance - - - Foreign Exchange
- F32 - International Economics - - International Finance - - - Current Account Adjustment; Short-term Capital Movements
- F41 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Open Economy Macroeconomics
- F44 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Business Cycles
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2021-12-20 (Banking)
- NEP-CBA-2021-12-20 (Central Banking)
- NEP-FDG-2021-12-20 (Financial Development and Growth)
- NEP-MAC-2021-12-20 (Macroeconomics)
- NEP-MON-2021-12-20 (Monetary Economics)
- NEP-OPM-2021-12-20 (Open Economy Macroeconomics)
Statistics
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