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Asset markets and monetary policy shocks at the zero lower bound
Claus, Edda; Claus, Iris; Krippner, Leo - Reserve Bank of New Zealand - 2014
This paper quantifies the impact of monetary policy shocks on asset markets in the United States and gauges the usefulness of a shadow short rate as a measure of conventional and unconventional monetary policy shocks. Monetary policy surprises are found to have had a larger impact on asset...
Persistent link: https://www.econbiz.de/10010798486
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Asset markets and monetary policy shocks at the zero lower bound
Claus, Edda; Claus, Iris; Krippner, Leo - Crawford School of Public Policy, Australian National … - 2014
This paper quantifies the impact of monetary policy shocks on asset markets in the United States and gauges the usefulness of a shadow short rate as a measure of conventional and unconventional monetary policy shocks. Monetary policy surprises are found to have had a larger impact on asset...
Persistent link: https://www.econbiz.de/10010904234
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Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound
Claus, Edda; Claus, Iris; Krippner, Leo - 2016
Persistent link: https://www.econbiz.de/10011500499
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Asset markets and monetary policy shocks at the zero lower bound
Claus, Edda; Claus, Iris; Krippner, Leo - 2014
Persistent link: https://www.econbiz.de/10011341998
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Monetary policy spillovers across the Pacific when interest rates are at the zero lower bound
Claus, Edda; Claus, Iris; Krippner, Leo - In: Asian economic papers 15 (2016) 3, pp. 1-31
Persistent link: https://www.econbiz.de/10011689534
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Asset market responses to conventional and unconventional monetary policy shocks in the United States
Claus, Edda; Claus, Iris; Krippner, Leo - In: Journal of banking & finance 97 (2018), pp. 270-282
Persistent link: https://www.econbiz.de/10011968741
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Asset markets and monetary policy shocks at the zero lower bound
Claus, Edda; Claus, Iris; Krippner, Leo - 2014
Persistent link: https://www.econbiz.de/10010410299
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Asset Markets and Monetary Policy Shocks at the Zero Lower Bound
Claus, Edda - 2014
This paper quantifies the impact of monetary policy shocks on asset markets in the United States and gauges the usefulness of a shadow short rate as a measure of conventional and unconventional monetary policy shocks. Monetary policy surprises are found to have had a larger impact on asset...
Persistent link: https://www.econbiz.de/10013053459