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Stock market spillovers via the global production network: Transmission of U.S. monetary policy
Citations
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Cited by:
- Michael B Devereux & Karine Gente & Changhua Yu, 2023.
"Production Networks And International Fiscal Spillovers,"
The Economic Journal, Royal Economic Society, vol. 133(653), pages 1871-1900.
- Michael B. Devereux & Karine Gente & Changhua Yu, 2019. "Production Network and International Fiscal Spillovers," AMSE Working Papers 1919, Aix-Marseille School of Economics, France, revised Dec 2019.
- Michael B Devereux & Karine Gente & Changhua Yu, 2023. "Production Networks and International Fiscal Spillovers," Post-Print hal-04001164, HAL.
- Michael B Devereux & Karine Gente & Changhua Yu, 2022. "Production Networks and International Fiscal Spillovers," Working Papers hal-03740043, HAL.
- Michael B. Devereux & Karine Gente & Changhua Yu, 2020. "Production Networks and International Fiscal Spillovers," NBER Working Papers 28149, National Bureau of Economic Research, Inc.
- Michael B. Devereux & Karine Gente & Changhua Yu, 2022. "Production Networks and International Fiscal Spillovers," AMSE Working Papers 2216, Aix-Marseille School of Economics, France.
- Michael B Devereux & Karine Gente & Changhua Yu, 2019. "Production Network and International Fiscal Spillovers," Working Papers halshs-02179890, HAL.
- Julian di Giovanni & John Rogers, 2024.
"The Impact of U.S. Monetary Policy on Foreign Firms,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 58-115, March.
- Julian di Giovanni & John H. Rogers, 2022. "The Impact of U.S. Monetary Policy on Foreign Firms," Staff Reports 1039, Federal Reserve Bank of New York.
- Di Giovanni, Julian & Rogers, John, 2022. "The Impact of U.S. Monetary Policy on Foreign Firms," CEPR Discussion Papers 17682, C.E.P.R. Discussion Papers.
- He, Wenjing & Yao, Xiaoyang & Sun, Xiaolei & Le, Wei & Yi, Ronghua, 2024. "Dynamic spillovers of green, brown, and financial industries under the low-carbon transition: Evidence from China," Energy Economics, Elsevier, vol. 139(C).
- Qi, Tong & Ying, Jiezhou, 2025. "U.S. monetary policy and portfolio spillover effects: The role of global production network," Journal of International Money and Finance, Elsevier, vol. 151(C).
- Lodge, David & Manu, Ana-Simona, 2022.
"EME financial conditions: Which global shocks matter?,"
Journal of International Money and Finance, Elsevier, vol. 120(C).
- Lodge, David & Manu, Ana-Simona, 2019. "EME financial conditions: which global shocks matter?," Working Paper Series 2282, European Central Bank.
- Chen, Yu-Lun & Yang, J. Jimmy & Chang, Yu-Ting, 2025. "Stock market volatility spillovers from U.S. to China: The pivotal role of Hong Kong," Pacific-Basin Finance Journal, Elsevier, vol. 90(C).
- Thomas, Lina, 2023. "Ripple effect: Disentangling the global impact web of US monetary policy," Finance Research Letters, Elsevier, vol. 58(PB).
- Hötte, Kerstin, 2023.
"Demand-pull, technology-push, and the direction of technological change,"
Research Policy, Elsevier, vol. 52(5).
- Kerstin Hotte, 2021. "Demand-pull, technology-push, and the direction of technological change," Papers 2104.04813, arXiv.org, revised Jan 2023.
- Ardakani, Omid M. & Dalko, Viktoria & Shim, Hyeeun, 2025. "Information loss from perception alignment," International Review of Economics & Finance, Elsevier, vol. 97(C).
- Marco Pinchetti & Andrzej Szczepaniak, 2024.
"Global Spillovers of the Fed Information Effect,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 773-819, June.
- Pinchetti, Marco & Szczepaniak, Andrzej, 2021. "Global spillovers of the Fed information effect," Bank of England working papers 952, Bank of England.
- Xie, Haixia & Sha, Yezhou & Li, Lingyi, 2024. "Synthesization of macroeconomic policies and stock return synchronicity: Evidence from countries along the Belt and Road Initiative," Pacific-Basin Finance Journal, Elsevier, vol. 85(C).
- Romero, Damian, 2025.
"Domestic linkages and the transmission of commodity price shocks,"
Journal of International Economics, Elsevier, vol. 153(C).
- Damian Romero, 2022. "Domestic Linkages and the Transmission of Commodity Price Shocks," Working Papers Central Bank of Chile 936, Central Bank of Chile.
- Gao, Jieying & Qin, Qi & Zhou, Shengjie, 2025. "Spillover effects of US economic policy uncertainty on emerging markets: Evidence from transnational supply chains," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 100(C).
- Karamysheva, Madina & Seregina, Ekaterina, 2022. "Prudential policies and systemic risk: The role of interconnections," Journal of International Money and Finance, Elsevier, vol. 127(C).
- Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022.
"Global Production Linkages and Stock Market Comovement,"
Swiss Finance Institute Research Paper Series
22-18, Swiss Finance Institute.
- Raphael Auer & Bruce Iwadate & Andreas Schrimpf & Alexander F. Wagner & Raphael A. Auer, 2023. "Global Production Linkages and Stock Market Comovement," CESifo Working Paper Series 10492, CESifo.
- Auer, Raphael & Iwadati, Bruce & Schrimpf, Andreas & Wagner, Alexander F., 2023. "Global Production Linkages and Stock Market Comovement," CEPR Discussion Papers 18330, C.E.P.R. Discussion Papers.
- Raphael Auer & Bruce Muneaki Iwadate & Andreas Schrimpf & Alexander F. Wagner, 2022. "Global production linkages and stock market co-movement," BIS Working Papers 1003, Bank for International Settlements.
- Rodnyansky, A. & Timmer, Y. & Yago, N., 2023.
"Intervening against the Fed,"
Cambridge Working Papers in Economics
2357, Faculty of Economics, University of Cambridge.
- Alexander Rodnyansky & Yannick Timmer & Naoki Yago, 2023. "Intervening against the Fed," CESifo Working Paper Series 10575, CESifo.
- Mistak, Jakub & Ozkan, F. Gulcin, 2024. "Asymmetric monetary policy spillovers: the role of supply chains, credit networks and fear of floating," Working Paper Series 2995, European Central Bank.
- Falk Bräuning & Viacheslav Sheremirov, 2023. "The Transmission Mechanisms of International Business Cycles: International Trade and the Foreign Effects of US Monetary Policy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 300-325, March.
- Vidal-Llana, Xenxo & Uribe, Jorge M. & Guillén, Montserrat, 2023. "European stock market volatility connectedness: The role of country and sector membership," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 82(C).
- Wen Zhang, 2024. "The evolving international effects of China's government spending," The World Economy, Wiley Blackwell, vol. 47(5), pages 1851-1869, May.
- 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.
- Feng, Ling & Pei, Tingting & Zhou, Zhiguang, 2024. "The impact of U.S. monetary policy on Chinese firms’ innovation," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 1097-1111.
- Yao, Xiaoyang & He, Wenjing & Li, Jianfeng & Le, Wei, 2023. "Climate policy uncertainty through production networks: Evidence from the stock market," Economics Letters, Elsevier, vol. 233(C).
- Arin, K. Peren & Kaplan, Samuel & Polyzos, Efstathios & Spagnolo, Nicola, 2025. "Stock market responses to monetary policy shocks: Firm-level evidence," Journal of Macroeconomics, Elsevier, vol. 83(C).
- Yoshiyuki ARATA & Daisuke MIYAKAWA, 2022. "Demand Shock Propagation Through an Input-output Network in Japan," Discussion papers 22027, Research Institute of Economy, Trade and Industry (RIETI).
- Arata, Yoshiyuki & Miyakawa, Daisuke, 2024. "Demand shock propagation through input-output linkages in Japan," Journal of Economic Behavior & Organization, Elsevier, vol. 219(C), pages 262-283.