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Unconventional monetary policy shocks in the euro area and the sovereign-bank nexus

Hristov, Nikolay; Hülsewig, Oliver; Scharler, Johann - 2020

We explore the effects of the ECB's unconventional monetary policy on the banks' sovereign debt portfolios. In particular, using panel vector autoregressive (VAR) models we analyze whether banks increased their domestic government bond holdings in response to non-standard monetary policy shocks,...

Persistent link: https://www.econbiz.de/10012197879

Size effects of fiscal policy and business confidence in the Euro area

Michail, Nektarios A.; Savva, Christos S.; Koursaros, … - In: International Journal of Financial Studies : open … 5 (2017) 4, pp. 1-15

Euro Area economies to a one percent shock in government consumption and business confidence. The evidence suggests that … even though the response to a government consumption shock is strong, a shock in expectations has an even greater effect …

Persistent link: https://www.econbiz.de/10011760247

The financial market effects of the ECB's balance sheet policies

Lewis, Vivien; Roth, Markus - 2015

Persistent link: https://www.econbiz.de/10011705372

Unconventional monetary policy shocks in OECD countries : how important is the extent of policy uncertainty?

Gupta, Rangan; Jooste, Charl - In: International economics and economic policy : IEEP 15 (2018) 3, pp. 683-703

Persistent link: https://www.econbiz.de/10011955341

The macroeconomic effects of the ECB's evolving QE programme : a model-based analysis

Priftis, Romanos; Vogel, Lukas - In: Open economies review 28 (2017) 5, pp. 823-845

Persistent link: https://www.econbiz.de/10011804498

International financial stress spillovers during times of unconventional monetary policy interventions

Apostolakis, George N.; Giannellis, Nikolaos - In: Journal of financial stability 72 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014565254

The macroeconomic impact of economic uncertainty and financial shocks under low and high financial stress

Balcilar, Mehmet; Ozdemir, Zeynel Abidin; Ozdemir, Huseyin - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-16

Persistent link: https://www.econbiz.de/10014225739

Is bank resilience affected by unconventional monetary policy in the Euro area?

Avalos, Fernando; Mamatzakis, Emmanuel C. - In: Journal of international money and finance 130 (2023), pp. 1-31

Persistent link: https://www.econbiz.de/10014248788

Monetary Policy in a Data-Rich Environment

Boivin, Jean; Bernanke, Ben S. - 2001

actions are explained solely by its forecasts of inflation and real activity. Finally, we explore the possibility of …

Persistent link: https://www.econbiz.de/10014128744

The Impact of Shocks on the UK Economy in and Out of Emu

Publishers, Wiley-Blackwell - 2003

partly because of the common monetary policy. In particular, when an asymmetric shock occurs - one that hits the UK harder …

Persistent link: https://www.econbiz.de/10014111553