The transmission of euro area interest rate shocks to Asia : do effects differ when nominal interest rates are negative?
Year of publication: |
2021
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Authors: | Feldkircher, Martin ; Huber, Florian ; Punzi, Maria Teresa ; Pornpinun Chantapacdepong |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 57.2021, 13, p. 3818-3834
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Subject: | capital flow | emerging Asia | FAVAR | NIRP | yield curve | Asien | Asia | Schock | Shock | Zins | Interest rate | Eurozone | Euro area | Geldpolitische Transmission | Monetary transmission | Geldpolitik | Monetary policy | Zinsstruktur | Yield curve | EU-Staaten | EU countries | VAR-Modell | VAR model | Schwellenländer | Emerging economies | Kapitalmobilität | Capital mobility |
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