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Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison

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Cited by:

  1. Georgiadis, Georgios, 2016. "Determinants of global spillovers from US monetary policy," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 41-61.
  2. Luca Dedola & Georgios Georgiadis & Johannes Gräb & Arnaud Mehl, 2018. "Does a Big Bazooka Matter? Central Bank Balance-Sheet Policies and Exchange Rates," GRU Working Paper Series GRU_2018_024, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
  3. Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021. "Monetary policy’s rising FX impact in the era of ultra-low rates," Journal of Banking & Finance, Elsevier, vol. 129(C).
  4. Stéphane Lhuissier & Urszula Szczerbowicz, 2022. "Monetary Policy and Corporate Debt Structure," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 497-515, June.
  5. King, Thomas B., 2019. "Expectation and duration at the effective lower bound," Journal of Financial Economics, Elsevier, vol. 134(3), pages 736-760.
  6. Fukuda, Shin-ichi, 2015. "Abenomics: Why was it so successful in changing market expectations?," Journal of the Japanese and International Economies, Elsevier, vol. 37(C), pages 1-20.
  7. Eksi, Ozan & Tas, Bedri Kamil Onur, 2017. "Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 136-147.
  8. Zheyao Pan, 2018. "A state‐price volatility index for the U.S. government bond market," Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 58(S1), pages 573-597, November.
  9. Ben S Bernanke, 2017. "Federal Reserve Policy in an International Context," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 65(1), pages 1-32, April.
  10. Campbell, Douglas L. & Lusher, Lester, 2019. "The impact of real exchange rate shocks on manufacturing workers: An autopsy from the MORG," Journal of International Money and Finance, Elsevier, vol. 91(C), pages 12-28.
  11. Sergio Bianchi & Massimiliano Frezza, 2018. "Liquidity, Efficiency and the 2007-2008 Global Financial Crisis," Annals of Economics and Finance, Society for AEF, vol. 19(2), pages 375-404, November.
  12. Liu, Dehong & Gu, Hongmei & Xing, Tiancai, 2016. "The meltdown of the Chinese equity market in the summer of 2015," International Review of Economics & Finance, Elsevier, vol. 45(C), pages 504-517.
  13. Atsushi Inoue & Barbara Rossi, 2021. "A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy," Quantitative Economics, Econometric Society, vol. 12(4), pages 1085-1138, November.
  14. Stanley Fischer, 2016. "U.S. Monetary Policy from an International Perspective : a speech at the 20th Annual Conference of the Central Bank of Chile, Santiago, Chile (via videoconference), November 11, 2016," Speech 920, Board of Governors of the Federal Reserve System (U.S.).
  15. Gómez-Puig, Marta & Pieterse-Bloem, Mary & Sosvilla-Rivero, Simón, 2023. "Dynamic connectedness between credit and liquidity risks in euro area sovereign debt markets," Journal of Multinational Financial Management, Elsevier, vol. 68(C).
  16. 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.
  17. Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2018. "Currency matters: Analyzing international bond portfolios," Journal of International Economics, Elsevier, vol. 114(C), pages 376-388.
  18. Massimo Guidolin & Valentina Massagli & Manuela Pedio, 2021. "Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes," The European Journal of Finance, Taylor & Francis Journals, vol. 27(18), pages 1804-1833, December.
  19. Jeanne, Olivier & Son, Jeongwon, 2012. "To what extent are tariffs offset by exchange rates?," Economics Working Paper Archive 66656, The Johns Hopkins University,Department of Economics.
  20. Arnold, Ivo J.M. & Soederhuizen, Beau, 2018. "Bank stability and refinancing operations during the crisis: Which way causality?," Research in International Business and Finance, Elsevier, vol. 43(C), pages 79-89.
  21. Zbyněk Revenda & Markéta Arltová, 2022. "Akcie, zlato a inflace - vztahy a souvislosti v posledních 25 letech [Stocks, Gold and Inflation - Relationships and Contexts Over the Last 25 Years]," Politická ekonomie, Prague University of Economics and Business, vol. 2022(3), pages 288-311.
  22. Caballero, Diego & Lucas, André & Schwaab, Bernd & Zhang, Xin, 2020. "Risk endogeneity at the lender/investor-of-last-resort," Journal of Monetary Economics, Elsevier, vol. 116(C), pages 283-297.
  23. Brunetti, Celso & Harris, Jeffrey H. & Mankad, Shawn & Michailidis, George, 2019. "Interconnectedness in the interbank market," Journal of Financial Economics, Elsevier, vol. 133(2), pages 520-538.
  24. Hachula, Michael & Piffer, Michele & Rieth, Malte, 2020. "Unconventional Monetary Policy, Fiscal Side Effects and Euro Area (Im)balances," EconStor Open Access Articles and Book Chapters, ZBW - Leibniz Information Centre for Economics, vol. 18(1), pages 202-231.
  25. Anaya, Pablo & Hachula, Michael & Offermanns, Christian J., 2017. "Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows," Journal of International Money and Finance, Elsevier, vol. 73(PB), pages 275-295.
  26. Ayelen Banegas & Gabriel Montes-Rojas & Lucas Siga, 2016. "Mutual Fund Flows, Monetary Policy and Financial Stability," Finance and Economics Discussion Series 2016-071, Board of Governors of the Federal Reserve System (U.S.).
  27. Lo Duca, Marco & Adam, Tomáš, 2017. "Modeling euro area bond yields using a time-varying factor model," Working Paper Series 2012, European Central Bank.
  28. Annette Meinusch & Peter Tillmann, 2017. "Quantitative Easing and Tapering Uncertainty: Evidence from Twitter," International Journal of Central Banking, International Journal of Central Banking, vol. 13(4), pages 227-258, December.
  29. Michelis, Andrea De & Iacoviello, Matteo, 2016. "Raising an inflation target: The Japanese experience with Abenomics," European Economic Review, Elsevier, vol. 88(C), pages 67-87.
  30. 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.
  31. Dekle, Robert & Hamada, Koichi, 2015. "Japanese monetary policy and international spillovers," Journal of International Money and Finance, Elsevier, vol. 52(C), pages 175-199.
  32. İshak Demi̇r & Burak A. Eroğlu & Seçi̇l Yildirim‐Karaman, 2022. "Heterogeneous Effects of Unconventional Monetary Policy on the Bond Yields across the Euro Area," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 54(5), pages 1425-1457, August.
  33. Hoek, Jasper & Kamin, Steve & Yoldas, Emre, 2022. "Are higher U.S. interest rates always bad news for emerging markets?," Journal of International Economics, Elsevier, vol. 137(C).
  34. Shin-ichi Fukuda & Tsutomu Doita, 2016. "Unconventional Monetary Policy and its External Effects: Evidence from Japan's Exports," The Developing Economies, Institute of Developing Economies, vol. 54(1), pages 59-79, March.
  35. Aeimit Lakdawala, 2019. "Decomposing the effects of monetary policy using an external instruments SVAR," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(6), pages 934-950, September.
  36. Gardner, Ben & Scotti, Chiara & Vega, Clara, 2022. "Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements," Journal of Econometrics, Elsevier, vol. 231(2), pages 387-409.
  37. Robert N. McCauley & Patrick McGuire & Vladyslav Sushko, 2015. "Global dollar credit: links to US monetary policy and leverage," Economic Policy, CEPR, CESifo, Sciences Po;CES;MSH, vol. 30(82), pages 187-229.
  38. Hip lit Torr, 2019. "The Response of European Energy Prices to ECB Monetary Policy," International Journal of Energy Economics and Policy, Econjournals, vol. 9(2), pages 1-9.
  39. Andreas Breitenfellner & Wolfgang Pointner & Helene Schuberth, 2019. "The Potential Contribution of Central Banks to Green Finance," Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research, DIW Berlin, German Institute for Economic Research, vol. 88(2), pages 55-71.
  40. Inoue, Atsushi & Rossi, Barbara, 2019. "The effects of conventional and unconventional monetary policy on exchange rates," Journal of International Economics, Elsevier, vol. 118(C), pages 419-447.
  41. Saroj Bhattarai & Christopher J. Neely, 2022. "An Analysis of the Literature on International Unconventional Monetary Policy," Journal of Economic Literature, American Economic Association, vol. 60(2), pages 527-597, June.
  42. Kristina Bluwstein & Fabio Canova, 2016. "Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures," International Journal of Central Banking, International Journal of Central Banking, vol. 12(3), pages 69-120, September.
  43. Shigeki Ono, 2020. "Impacts of conventional and unconventional US monetary policies on global financial markets," International Economics and Economic Policy, Springer, vol. 17(1), pages 1-24, February.
  44. Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber, 2019. "Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(3), pages 831-861, June.
  45. Dietrich Domanski & Michela Scatigna & Anna Zabai, 2016. "Wealth inequality and monetary policy," BIS Quarterly Review, Bank for International Settlements, March.
  46. Bora Durdu & Alex Martin & Ilknur Zer, 2019. "The Role of U.S. Monetary Policy in Global Banking Crises," Finance and Economics Discussion Series 2019-039, Board of Governors of the Federal Reserve System (U.S.).
  47. Joshua Aizenman, 2015. "Internationalization of the RMB, Capital Market Openness and Financial Reforms in China," Pacific Economic Review, Wiley Blackwell, vol. 20(3), pages 444-460, August.
  48. Kerssenfischer, Mark, 2019. "Information Effects of Euro Area Monetary Policy: New evidence from high-frequency futures data," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203524, Verein für Socialpolitik / German Economic Association.
  49. Altavilla, Carlo & Brugnolini, Luca & Gürkaynak, Refet S. & Motto, Roberto & Ragusa, Giuseppe, 2019. "Measuring euro area monetary policy," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 162-179.
  50. Michael T. Kiley, 2018. "Quantitative Easing and the ‘New Normal’ in Monetary Policy," Manchester School, University of Manchester, vol. 86(S1), pages 21-49, September.
  51. 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.
  52. Bernhard, Severin & Ebner, Till, 2017. "Cross-border spillover effects of unconventional monetary policies on Swiss asset prices," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 109-127.
  53. Cecchetti, Stephen G. & Narita, Machiko & Rawat, Umang & Sahay, Ratna, 2023. "Addressing Spillovers from Prolonged U.S. Monetary Policy Easing," Journal of Financial Stability, Elsevier, vol. 64(C).
  54. Jarociński, Marek, 2022. "Central bank information effects and transatlantic spillovers," Journal of International Economics, Elsevier, vol. 139(C).
  55. Julian Di Giovanni & Galina Hale, 2022. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Journal of Finance, American Finance Association, vol. 77(6), pages 3373-3421, December.
  56. Pierpaolo Benigno & Paolo Canofari & Giovanni Bartolomeo & Marcello Messori, 2022. "The European Monetary Policy Responses During the Pandemic Crisis," Open Economies Review, Springer, vol. 33(4), pages 657-675, September.
  57. Lewis, Vivien & Roth, Markus, 2019. "The financial market effects of the ECB's asset purchase programs," Journal of Financial Stability, Elsevier, vol. 43(C), pages 40-52.
  58. Geun-Young Kim & Hail Park & Peter Tillmann, 2016. "The Spillover Effects of U.S. Monetary Policy on Emerging Market Economies: Breaks, Asymmetries and Fundamentals," Working Papers 2016-1, Economic Research Institute, Bank of Korea.
  59. Eurico Ferreira, 2019. "ECB, BoE and Fed Monetary-Policy announcements: price and volume effects on European securities markets," Working Papers w201914, Banco de Portugal, Economics and Research Department.
  60. Yuriy Kitsul & Oleg Sokolinskiy & Jonathan H. Wright, 2022. "Market Effects of Central Bank Credit Markets Support Programs in Europe," International Finance Discussion Papers 1357, Board of Governors of the Federal Reserve System (U.S.).
  61. 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.
  62. Wang, Ling, 2022. "The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 79(C).
  63. Ehrmann, Michael & Fratzscher, Marcel, 2017. "Euro area government bonds – Fragmentation and contagion during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 70(C), pages 26-44.
  64. Simon Gilchrist & Vivian Yue & Egon Zakrajšek, 2019. "U.S. Monetary Policy and International Bond Markets," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 51(S1), pages 127-161, December.
  65. Dedola, Luca & Georgiadis, Georgios & Gräb, Johannes & Mehl, Arnaud, 2021. "Does a big bazooka matter? Quantitative easing policies and exchange rates," Journal of Monetary Economics, Elsevier, vol. 117(C), pages 489-506.
  66. Claus, Edda & Claus, Iris & Krippner, Leo, 2018. "Asset market responses to conventional and unconventional monetary policy shocks in the United States," Journal of Banking & Finance, Elsevier, vol. 97(C), pages 270-282.
  67. Lo Duca, Marco & Nicoletti, Giulio & Vidal Martínez, Ariadna, 2016. "Global corporate bond issuance: What role for US quantitative easing?," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 114-150.
  68. José Alves & Tomás Silva, 2021. "An Empirical Assessment of Monetary Policy Channels in Income and Wealth Disparities," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 63(3), pages 432-449, September.
  69. Haitsma, Reinder & Unalmis, Deren & de Haan, Jakob, 2016. "The impact of the ECB's conventional and unconventional monetary policies on stock markets," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 101-116.
  70. Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2020. "International effects of a compression of euro area yield curves," Journal of Banking & Finance, Elsevier, vol. 113(C).
  71. Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2021. "Effects of US quantitative easing on emerging market economies," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
  72. Antonio Diez de los Rios & Maral Shamloo, 2017. "Quantitative Easing and Long-Term Yields in Small Open Economies," IMF Working Papers 2017/212, International Monetary Fund.
  73. Christophe Blot & Jérôme Creel & Paul Hubert & Fabien Labondance, 2017. "Eurozone bond market dynamics, ECB monetary policy and financial stress," Documents de Travail de l'OFCE 2017-18, Observatoire Francais des Conjonctures Economiques (OFCE).
  74. Florens Odendahl & Maria Sole Pagliari & Adrian Penalver & Barbara Rossi & Giulia Sestieri, 2023. "Euro Area Monetary Policy Effects. Does the Shape of the Yield Curve Matter?," Working papers 912, Banque de France.
  75. von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2016. "The interest rate pass-through in the euro area during the sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 68(C), pages 386-402.
  76. Simon Gilchrist & David López-Salido & Egon Zakrajšek, 2015. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 77-109, January.
  77. Jonathan Kearns & Andreas Schrimpf & Fan Dora Xia, 2023. "Explaining Monetary Spillovers: The Matrix Reloaded," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1535-1568, September.
  78. Ehrmann, Michael & Fratzscher, Marcel, 2015. "Euro Area Government Bonds?Integration and Fragmentation During the Sovereign Debt Crisis," CEPR Discussion Papers 10583, C.E.P.R. Discussion Papers.
  79. Gerlach-Kristen, Petra & McCauley, Robert N. & Ueda, Kazuo, 2016. "Currency intervention and the global portfolio balance effect: Japanese lessons," Journal of the Japanese and International Economies, Elsevier, vol. 39(C), pages 1-16.
  80. Puonti, Päivi, 2019. "Data-driven structural BVAR analysis of unconventional monetary policy," Journal of Macroeconomics, Elsevier, vol. 61(C), pages 1-1.
  81. Maria Sole Pagliari, 2021. "Does one (unconventional) size fit all? Effects of the ECB's unconventional monetary policies on the euro area economies," Working papers 829, Banque de France.
  82. Dong Chen & Yanmin Gao & Mayank Kaul & Charles Ka Yui Leung & Desmond Tsang, 2016. "The Role of Sponsors and External Management on the Capital Structure of Asian-Pacific REITs: The Case of Australia, Japan, and Singapore," International Real Estate Review, Global Social Science Institute, vol. 19(2), pages 197-221.
  83. Markmann, Holger & Zietz, Joachim, 2017. "Determining the effectiveness of the Eurosystem’s Covered Bond Purchase Programs on secondary markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 66(C), pages 314-327.
  84. Christophe Blot & Paul Hubert & Jérôme Creel & Caroline Bozou, 2023. "The conditionality of monetary policy instruments," Working Papers hal-04159848, HAL.
  85. Claudio Borio & Anna Zabai, 2018. "Unconventional monetary policies: a re-appraisal," Chapters, in: Peter Conti-Brown & Rosa M. Lastra (ed.), Research Handbook on Central Banking, chapter 20, pages 398-444, Edward Elgar Publishing.
  86. Maciej Stefański, 2021. "Macroeconomic Effects of Quantitative Easing Using Mid-sized Bayesian Vector Autoregressions," KAE Working Papers 2021-068, Warsaw School of Economics, Collegium of Economic Analysis.
  87. Maximilian Böck & Martin Feldkircher & Pierre L. Siklos, 2021. "International Effects of Euro Area Forward Guidance," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 83(5), pages 1066-1110, October.
  88. Leombroni, Matteo & Vedolin, Andrea & Venter, Gyuri & Whelan, Paul, 2021. "Central bank communication and the yield curve," Journal of Financial Economics, Elsevier, vol. 141(3), pages 860-880.
  89. Ferre De Graeve & Jens Iversen, 2017. "Central Bank Policy Paths and Market Forward Rates: A Simple Model," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 49(6), pages 1197-1224, September.
  90. Joshua Aizenman, 2015. "Internationalization of the RMB, Capital Market Openness and Financial Reforms in China," Pacific Economic Review, Wiley Blackwell, vol. 20(3), pages 444-460, August.
  91. McCauley, Robert N., 2015. "Does the US dollar confer an exorbitant privilege?," Journal of International Money and Finance, Elsevier, vol. 57(C), pages 1-14.
  92. Albagli, Elias & Ceballos, Luis & Claro, Sebastian & Romero, Damian, 2019. "Channels of US monetary policy spillovers to international bond markets," Journal of Financial Economics, Elsevier, vol. 134(2), pages 447-473.
  93. Cécile Bastidon & Philippe Gilles & Nicolas Huchet, 2016. "The ECB, Between Conservatism and Pragmatism," Journal of Central Banking Theory and Practice, Central bank of Montenegro, vol. 5(1), pages 25-52.
  94. Diego Valiante, 2017. "The ‘Visible Hand’ of the ECB’s first quantitative easing," International Economics and Economic Policy, Springer, vol. 14(4), pages 601-624, October.
  95. Eser, Fabian & Schwaab, Bernd, 2016. "Evaluating the impact of unconventional monetary policy measures: Empirical evidence from the ECB׳s Securities Markets Programme," Journal of Financial Economics, Elsevier, vol. 119(1), pages 147-167.
  96. Albert, Juan-Francisco & Gómez-Fernández, Nerea, 2018. "Monetary policy and the redistribution of net worth in the US," LSE Research Online Documents on Economics 91320, London School of Economics and Political Science, LSE Library.
  97. Wang, Ling, 2019. "Measuring the effects of unconventional monetary policy on MBS spreads: A comparative study," The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 235-251.
  98. Margaux MacDonald & Michał Ksawery Popiel, 2020. "Unconventional Monetary Policy in a Small Open Economy," Open Economies Review, Springer, vol. 31(5), pages 1061-1115, November.
  99. Beetsma, Roel & de Jong, Frank & Giuliodori, Massimo & Widijanto, Daniel, 2017. "Realized (co)variances of eurozone sovereign yields during the crisis: The impact of news and the Securities Markets Programme," Journal of International Money and Finance, Elsevier, vol. 75(C), pages 14-31.
  100. B. De Backer, 2018. "Does financial market volatility influence the real economy?," Economic Review, National Bank of Belgium, issue iv, pages 107-124, december.
  101. Wang, Ling, 2023. "Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S," International Review of Economics & Finance, Elsevier, vol. 87(C), pages 347-364.
  102. Demiralp, Selva & King, Sharmila & Scotti, Chiara, 2019. "Does anyone listen when politicians talk? The effect of political commentaries on policy rate decisions and expectations," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 95-111.
  103. Banegas, Ayelen & Montes-Rojas, Gabriel & Siga, Lucas, 2022. "The effects of U.S. monetary policy shocks on mutual fund investing," Journal of International Money and Finance, Elsevier, vol. 123(C).
  104. Fausch, Jürg & Sigonius, Markus, 2018. "The impact of ECB monetary policy surprises on the German stock market," Journal of Macroeconomics, Elsevier, vol. 55(C), pages 46-63.
  105. Juan A. Montecino & Gerald Epstein, 2015. "Did Quantitative Easing Increase Income Inequality?," Working Papers Series 28, Institute for New Economic Thinking.
  106. Marinescu, Ion-Iulian & Horobet, Alexandra & Lupu, Radu, 2018. "Dichotomous stock market reaction to episodes of rules and discretion in the US monetary policy," Economic Modelling, Elsevier, vol. 70(C), pages 56-66.
  107. Bubeck, Johannes & Habib, Maurizio Michael & Manganelli, Simone, 2018. "The portfolio of euro area fund investors and ECB monetary policy announcements," Journal of International Money and Finance, Elsevier, vol. 89(C), pages 103-126.
  108. C. Bora Durdu & Alex Martin & Ilknur Zer, 2020. "The Role of US Monetary Policy in Banking Crises Across the World," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(1), pages 66-107, March.
  109. Georgiadis, Georgios & Gräb, Johannes, 2016. "Global financial market impact of the announcement of the ECB's asset purchase programme," Journal of Financial Stability, Elsevier, vol. 26(C), pages 257-265.
  110. Ms. Carolina Osorio-Buitron & Mr. Esteban Vesperoni, 2015. "Big Players Out of Synch: Spillovers Implications of US and Euro Area Shocks," IMF Working Papers 2015/215, International Monetary Fund.
  111. Lin, Mucai & Niu, Linlin, 2021. "Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve," Journal of International Money and Finance, Elsevier, vol. 111(C).
  112. Marcello Pericoli & Giovanni Veronese, 2018. "Monetary Policy Surprises over Time," Quarterly Journal of Finance (QJF), World Scientific Publishing Co. Pte. Ltd., vol. 8(01), pages 1-60, March.
  113. Forti Grazzini, Caterina & Rieth, Malte, 2017. "Interest Rates and Exchange Rates in Normal and Crisis Times," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168281, Verein für Socialpolitik / German Economic Association.
  114. Edda Claus & Iris Claus & Leo Krippner, 2016. "Monetary Policy Spillovers across the Pacific when Interest Rates Are at the Zero Lower Bound," Asian Economic Papers, MIT Press, vol. 15(3), pages 1-27, Fall.
  115. Nicolas Soenen & Rudi Vander Vennet, 2020. "ECB Monetary Policy and Bank Default Risk," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 20/997, Ghent University, Faculty of Economics and Business Administration.
  116. Zhou, Siwen, 2018. "Measuring the Signaling Effect of the ECB’s Asset Purchase Programme at the Effective Lower Bound," MPRA Paper 87084, University Library of Munich, Germany.
  117. Sun, Rongrong, 2020. "Monetary policy announcements and market interest rates’ response: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 113(C).
  118. Pacicco, Fausto & Vena, Luigi & Venegoni, Andrea, 2019. "Market reactions to ECB policy innovations: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 91(C), pages 126-137.
  119. Bennett Schmanski & Chiara Scotti & Clara Vega, 2023. "Fed Communication, News, Twitter, and Echo Chambers," Finance and Economics Discussion Series 2023-036, Board of Governors of the Federal Reserve System (U.S.).
  120. Wright, Jonathan H., 2019. "Comment on “Measuring euro area monetary policy” by Carlo Altavilla, Luca Brugnolini, Refet Gürkaynak, Giuseppe Ragusa and Roberto Motto," Journal of Monetary Economics, Elsevier, vol. 108(C), pages 180-184.
  121. Cenedese, Gino & Elard, Ilaf, 2021. "Unconventional monetary policy and the portfolio choice of international mutual funds," Journal of International Money and Finance, Elsevier, vol. 115(C).
  122. Jasper Hoek & Steven B. Kamin & Emre Yoldas, 2020. "When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets," International Finance Discussion Papers 1269, Board of Governors of the Federal Reserve System (U.S.).
  123. Wang, Ling, 2020. "Unconventional monetary policy and stock repurchases: Firm-level evidence from a comparison between the United States and Japan," Research in International Business and Finance, Elsevier, vol. 51(C).
  124. repec:zbw:bofitp:2015_004 is not listed on IDEAS
  125. Anamaria Illes & Marco Lombardi & Paul Mizen, 2015. "Why Did Bank Lending Rates Diverge from Policy Rates After the Financial Crisis?," Discussion Papers 2015/05, University of Nottingham, Centre for Finance, Credit and Macroeconomics (CFCM).
  126. Kiyotaka Nakashima & Masahiko Shibamoto & Koji Takahashi, 2017. "Identifying Unconventional Monetary Policy Shocks," Discussion Paper Series DP2017-05, Research Institute for Economics & Business Administration, Kobe University, revised Apr 2017.
  127. Luigi Bonatti & Andrea Fracasso & Roberto Tamborini, 2021. "Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets," DEM Working Papers 2021/09, Department of Economics and Management.
  128. Takaoka, Sumiko & Takahashi, Koji, 2018. "Differential effects of unconventional monetary policy on syndicated loan contracts," MPRA Paper 89342, University Library of Munich, Germany.
  129. Neugebauer, Frederik, 2019. "ECB Announcements and Stock Market Volatility," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203554, Verein für Socialpolitik / German Economic Association.
  130. Husted, Lucas & Rogers, John & Sun, Bo, 2018. "Uncertainty, currency excess returns, and risk reversals," Journal of International Money and Finance, Elsevier, vol. 88(C), pages 228-241.
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