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Explaining monetary spillovers : the matrix reloaded
Kearns, Jonathan; Schrimpf, Andreas; Xia, Fan Dora - In: Journal of money, credit and banking : JMCB 55 (2023) 6, pp. 1535-1568
Persistent link: https://www.econbiz.de/10014364322
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Monetary Policy's Rising FX Impact in the Era of Ultra-Low Rates
Ferrari, Massimo - 2017
We show that the FX impact of monetary policy has been growing significantly. We use a high-frequency event study of the joint response of fixed income instruments and exchange rates to monetary policy news from seven major central banks spanning 2004-2015. News affecting short maturity bonds...
Persistent link: https://www.econbiz.de/10012962972
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Monetary Policy's Rising FX Impact in the Era of Ultra-Low Rates
Ferrari, Massimo - 2017
We show that the FX impact of monetary policy has been growing significantly. We use a high-frequency event study of the joint response of fixed income instruments and exchange rates to monetary policy news from seven major central banks spanning 2004-2015. News affecting short maturity bonds...
Persistent link: https://www.econbiz.de/10012958823
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Monetary Policy's Rising FX Impact in the Era of Ultra-Low Rates : Supplementary Internet Appendix
Ferrari, Massimo - 2017
Persistent link: https://www.econbiz.de/10012958824
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Monetary policy's rising FX impact in the era of ultra-low rates
Ferrari, Massimo; Kearns, Jonathan; Schrimpf, Andreas - In: Journal of banking & finance 129 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012822073
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Monetary policy's rising FX impact in the era of ultra-low rates
Ferrari, Massimo; Kearns, Jonathan; Schrimpf, Andreas - 2017
Persistent link: https://www.econbiz.de/10011654420
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Monetary policy's rising FX impact in the era of ultra-low rates
Ferrari, Massimo; Kearns, Jonathan; Schrimpf, Andreas - 2017 - This version: 7th April 2017
Persistent link: https://www.econbiz.de/10011752680
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Measuring the macroeconomic impact of monetary policy at the zero lower bound
Wu, Jing Cynthia; Xia, Fan Dora - In: Journal of money, credit and banking : JMCB 48 (2016) 2/3, pp. 253-291
Persistent link: https://www.econbiz.de/10011516531
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The negative interest rate policy and the yield curve
Wu, Jing Cynthia; Xia, Fan Dora - 2018 - This draft: February 2018
Persistent link: https://www.econbiz.de/10011866748
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Predicting recessions: financial cycle versus term spread
Borio, Claudio E. V.; Drehmann, Mathias; Xia, Fan Dora - 2019
Persistent link: https://www.econbiz.de/10012131163