Spillovers of US Unconventional Monetary Policy to Emerging Markets: Evidence from Egypt
Author
Abstract
Suggested Citation
Download full text from publisher
References listed on IDEAS
- Glick, Reuven & Leduc, Sylvain, 2012.
"Central bank announcements of asset purchases and the impact on global financial and commodity markets,"
Journal of International Money and Finance, Elsevier, vol. 31(8), pages 2078-2101.
- Reuven Glick & Sylvain Leduc, 2011. "Central bank announcements of asset purchases and the impact on global financial and commodity markets," Working Paper Series 2011-30, Federal Reserve Bank of San Francisco.
- Bowman, David & Londono, Juan M. & Sapriza, Horacio, 2015.
"U.S. unconventional monetary policy and transmission to emerging market economies,"
Journal of International Money and Finance, Elsevier, vol. 55(C), pages 27-59.
- David Bowman & Juan M. Londono & Horacio Sapriza, 2014. "U.S. Unconventional Monetary Policy and Transmission to Emerging Market Economies," International Finance Discussion Papers 1109, Board of Governors of the Federal Reserve System (U.S.).
- Kimura Takeshi & Nakajima Jouchi, 2016.
"Identifying conventional and unconventional monetary policy shocks: a latent threshold approach,"
The B.E. Journal of Macroeconomics, De Gruyter, vol. 16(1), pages 277-300, January.
- Takeshi Kimura & Jouchi Nakajima, 2013. "Identifying Conventional and Unconventional Monetary Policy Shocks: A Latent Threshold Approach," Bank of Japan Working Paper Series 13-E-7, Bank of Japan.
- Viral V Acharya & Tim Eisert & Christian Eufinger & Christian Hirsch, 2019.
"Whatever It Takes: The Real Effects of Unconventional Monetary Policy,"
The Review of Financial Studies, Society for Financial Studies, vol. 32(9), pages 3366-3411.
- Acharya, Viral & Eisert, Tim & Eufinger, Christian & Hirsch, Christian, 2017. "Whatever it takes: The real effects of unconventional monetary policy," SAFE Working Paper Series 152, Leibniz Institute for Financial Research SAFE, revised 2017.
- Acharya, Viral & Eisert, Tim & Eufinger, Christian & Hirsch, Christian, 2017. "Whatever it takes: The Real Effects of Unconventional Monetary Policy," CEPR Discussion Papers 12005, C.E.P.R. Discussion Papers.
- Lakdawala, Aeimit, 2021.
"The growing impact of US monetary policy on emerging financial markets: Evidence from India,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
- Lakdawala, Aeimit, 2018. "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Working Papers 2018-9, Michigan State University, Department of Economics.
- Nathaniel Frank & Heiko Hesse, 2009.
"Financial Spillovers to Emerging Markets during the Global Financial Crisis,"
Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, vol. 59(6), pages 507-521, December.
- Nathaniel Frank & Mr. Heiko Hesse, 2009. "Financial Spillovers to Emerging Markets During the Global Financial Crisis," IMF Working Papers 2009/104, International Monetary Fund.
- Gert Peersman, 2011.
"Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area,"
CESifo Working Paper Series
3589, CESifo.
- Peersman, Gert, 2011. "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," CEPR Discussion Papers 8348, C.E.P.R. Discussion Papers.
- G. Peersman, 2014. "The Effectiveness of Unconventional Monetary Policies," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/875, Ghent University, Faculty of Economics and Business Administration.
- Peersman, Gert, 2011. "Macroeconomic effects of unconventional monetary policy in the euro area," Working Paper Series 1397, European Central Bank.
- G. Peersman, 2011. "Macroeconomic Effects of Unconventional Monetary Policy in the Euro Area," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 11/734, Ghent University, Faculty of Economics and Business Administration.
- Leonardo Gambacorta & Boris Hofmann & Gert Peersman, 2014.
"The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 615-642, June.
- 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.
- Leonardo Gambacorta & Boris Hofmann & Gert Peersman, 2012. "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis," BIS Working Papers 384, Bank for International Settlements.
- Inoue, Tomoo & Okimoto, Tatsuyoshi, 2022.
"International spillover effects of unconventional monetary policies of major central banks,"
International Review of Financial Analysis, Elsevier, vol. 79(C).
- Tomoo Inoue & Tatsuyoshi Okimoto, 2020. "International Spillover Effects of Unconventional Monetary Policies of Major Central Banks," Working Papers hal-02938960, HAL.
- Gertler, Mark & Karadi, Peter, 2011. "A model of unconventional monetary policy," Journal of Monetary Economics, Elsevier, vol. 58(1), pages 17-34, January.
- 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.
- William Cheung & Scott Fung & Shih-Chuan Tsai, 2010. "Global capital market interdependence and spillover effect of credit risk: evidence from the 2007-2009 global financial crisis," Applied Financial Economics, Taylor & Francis Journals, vol. 20(1-2), pages 85-103.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Lwazi Senzo Ntshangase & Sheunesu Zhou & Irrshad Kaseeram, 2023. "The Spillover Effects of US Unconventional Monetary Policy on Inflation and Non-Inflation Targeting Emerging Markets," Economies, MDPI, vol. 11(5), pages 1-15, May.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Lwazi Senzo Ntshangase & Sheunesu Zhou & Irrshad Kaseeram, 2023. "The Spillover Effects of US Unconventional Monetary Policy on Inflation and Non-Inflation Targeting Emerging Markets," Economies, MDPI, vol. 11(5), pages 1-15, May.
- 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).
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2015. "Effects of US quantitative easing on emerging market economies," CAMA Working Papers 2015-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2015. "Effects of US quantitative easing on emerging market economies," Globalization Institute Working Papers 255, Federal Reserve Bank of Dallas.
- 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.
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2015. "Effects of US Quantitative Easing on Emerging Market Economies," Discussion Papers 2015-26, School of Economics, The University of New South Wales.
- 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.
- Mr. Giovanni Ganelli & Nour Tawk, 2016. "Spillovers from Japan’s Unconventional Monetary Policy to Emerging Asia: a Global VAR approach," IMF Working Papers 2016/099, International Monetary Fund.
- Carsten M. Stann & Theocharis N. Grigoriadis, 2020. "Monetary Policy Transmission to Russia and Eastern Europe," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(2), pages 303-353, June.
- Rosenberg, Signe, 2019.
"The effects of conventional and unconventional monetary policy on house prices in the Scandinavian countries,"
Journal of Housing Economics, Elsevier, vol. 46(C).
- Signe Rosenberg, 2018. "The Effects of Conventional and Unconventional Monetary Policy on House Prices in the Scandinavian Countries," TUT Economic Research Series 44, Department of Finance and Economics, Tallinn University of Technology.
- Aßhoff, Sina & Belke, Ansgar & Osowski, Thomas, 2021.
"Unconventional monetary policy and inflation expectations in the Euro area,"
Economic Modelling, Elsevier, vol. 102(C).
- Aßhoff, Sina & Belke, Ansgar & Osowski, Thomas, 2020. "Unconventional monetary policy and inflation expectations in the euro area," Ruhr Economic Papers 837, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- 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.
- Saroj Bhattarai & Christopher J. Neely, 2016. "An Analysis of the Literature on International Unconventional Monetary Policy," Working Papers 2016-021, Federal Reserve Bank of St. Louis, revised 04 May 2020.
- Jef Boeckx & Maarten Dossche & Gert Peersman, 2017.
"Effectiveness and Transmission of the ECB's Balance Sheet Policies,"
International Journal of Central Banking, International Journal of Central Banking, vol. 13(1), pages 297-333, February.
- Jef Boeckx & Maarten Dossche & Gert Peersman, 2014. "Effectiveness and transmission of the ECB’s balance sheet policies," Working Paper Research 275, National Bank of Belgium.
- Jef Boeckx & Maarten Dossche & Gert Peersman, 2014. "Effectiveness and Transmission of the ECB’s Balance Sheet Policies," Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium 14/887, Ghent University, Faculty of Economics and Business Administration.
- Jef Boeckx & Maarten Dossche & Gert Peersman, 2014. "Effectiveness and Transmission of the ECB's Balance Sheet Policies," CESifo Working Paper Series 4907, CESifo.
- 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.
- Apergis, Nicholas & Chatziantoniou, Ioannis & Cooray, Arusha, 2020. "Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty," International Review of Financial Analysis, Elsevier, vol. 71(C).
- Gan‐Ochir Doojav & Davaasukh Damdinjav, 2023. "The macroeconomic effects of unconventional monetary policies in a commodity‐exporting economy: Evidence from Mongolia," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 28(4), pages 4627-4654, October.
- 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.
- Claudio Borio & Piti Disyatat, 2010. "Unconventional Monetary Policies: An Appraisal," Manchester School, University of Manchester, vol. 78(s1), pages 53-89, September.
- Claudio Borio & Piti Disyatat, 2009. "Unconventional monetary policies: an appraisal," BIS Working Papers 292, Bank for International Settlements.
- Claudio Borio & Anna Zabai, 2016. "Unconventional monetary policies: a re-appraisal," BIS Working Papers 570, Bank for International Settlements.
- repec:nbb:reswpp:201411-275 is not listed on IDEAS
- 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).
- Martin Feldkircher & Thomas Gruber & Florian Huber, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Department of Economics Working Papers wuwp248, Vienna University of Economics and Business, Department of Economics.
- Martin, Feldkircher & Thomas, Gruber & Florian, Huber, 2019. "International effects of a compression of euro area yield curves," Working Papers in Economics 2019-1, University of Salzburg.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," Department of Economics Working Paper Series 248, WU Vienna University of Economics and Business.
- Feldkircher, Martin & Gruber, Thomas & Huber, Florian, 2017. "Spreading the word or reducing the term spread? Assessing spillovers from euro area monetary policy," VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking 168111, Verein für Socialpolitik / German Economic Association.
- Bennani, Hamza & Burgard, Jan Pablo & Neuenkirch, Matthias, 2023.
"The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model,"
Macroeconomic Dynamics, Cambridge University Press, vol. 27(7), pages 1893-1931, October.
- Hamza Bennani & Jan Pablo Burgard & Matthias Neuenkirch, 2020. "The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model," Working Paper Series 2020-08, University of Trier, Research Group Quantitative Finance and Risk Analysis.
- Bennani, Hamza & Burgard, Jan Pablo & Neuenkirch, Matthias, 2021. "The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model," VfS Annual Conference 2021 (Virtual Conference): Climate Economics 242327, Verein für Socialpolitik / German Economic Association.
- Hamza Bennani & Jan Pablo Burgard & Matthias Neuenkirch, 2020. "The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model," Research Papers in Economics 2020-11, University of Trier, Department of Economics.
- Hamza Bennani & Jan Pablo Burgard & Matthias Neuenkirch, 2023. "The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model," Post-Print hal-04145813, HAL.
- Hamza Bennani & Matthias Neuenkirch, 2020. "The Financial Accelerator in the Euro Area: New Evidence Using a Mixture VAR Model," CESifo Working Paper Series 8740, CESifo.
- Marie‐Helene Gagnon & Celine Gimet, 2020. "Unconventional economic policies and sentiment: An international assessment," The World Economy, Wiley Blackwell, vol. 43(6), pages 1544-1591, June.
- Andrew Filardo & Jouchi Nakajima, 2018. "Effectiveness of unconventional monetary policies in a low interest rate environment," BIS Working Papers 691, Bank for International Settlements.
- 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.
- José Alves & Tomás Silva, 2020. "An Empirical Assessment of Monetary Policy Channels on Income and Wealth Disparities," Working Papers REM 2020/0144, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa.
- Thi Bich Ngoc Tran & Hoang Cam Huong Pham, 2020. "The Spillover Effects of the US Unconventional Monetary Policy: New Evidence from Asian Developing Countries," JRFM, MDPI, vol. 13(8), pages 1-26, July.
- Matthieu Darracq Paries, 2018. "Financial frictions and monetary policy conduct," Erudite Ph.D Dissertations, Erudite, number ph18-01 edited by Ferhat Mihoubi, April.
More about this item
JEL classification:
- R00 - Urban, Rural, Regional, Real Estate, and Transportation Economics - - General - - - General
- Z0 - Other Special Topics - - General
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ibn:ijefaa:v:14:y:2022:i:6:p:1. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Canadian Center of Science and Education (email available below). General contact details of provider: https://edirc.repec.org/data/cepflch.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.