When the Fed sneezes - Spillovers from U.S. Monetary Policy to Emerging Markets
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References listed on IDEAS
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More about this item
Keywordsemerging markets; monetary policy spillovers; multivariate GARCH; unconventional monetary policy; quantitative easing;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2017-07-23 (Central Banking)
- NEP-MAC-2017-07-23 (Macroeconomics)
- NEP-MON-2017-07-23 (Monetary Economics)
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