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The role of systemic risk spillovers in the transmission of Euro area monetary policy
Skouralis, Alexandros - 2021
model. We find that a union aggregate systemic risk shock results in a sharp decline in output, with two thirds of the …
Persistent link: https://www.econbiz.de/10012704731
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The global financial cycle and macroeconomic tail risks
Beutel, Johannes; Emter, Lorenz; Metiu, Norbert; … - 2022
the world. By tightening financial conditions globally, these shocks affect the left tail of the conditional output growth …
Persistent link: https://www.econbiz.de/10013459721
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The role of systemic risk spillovers in the transmission of Euro Area monetary policy
Skouralis, Alexandros - In: Open economies review 34 (2023) 5, pp. 1079-1106
Persistent link: https://www.econbiz.de/10014443848
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Financial globalisation, monetary policy spillovers and macro-modelling : tales from 1001 shocks
Georgiadis, Georgios; Jančoková, Martina - 2017
data on monetary policy shock estimates for 29 economies obtained from more than 280 monetary models in the literature …. Consistent with the predictions from our hypothesis we find: Monetary policy shock estimates obtained from New Keynesian DSGE … contamination is more severe for economies that are more susceptible to financial spillovers in the data; and the shock estimates …
Persistent link: https://www.econbiz.de/10011664579
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Financial globalisation, monetary policy spillovers and macro-modelling : tales from 1001 shocks
Georgiadis, Georgios; Jančoková, Martina - In: Journal of economic dynamics & control 121 (2020), pp. 1-21
Persistent link: https://www.econbiz.de/10012504163
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How does unconventional monetary policy affect the global financial markets?
Inoue, Tomoo; Okimoto, Tatsuyoshi - In: Empirical economics : a quarterly journal of the … 62 (2022) 3, pp. 1013-1036
Persistent link: https://www.econbiz.de/10012819520
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How does unconventional monetary policy affect the global financial markets? : evaluating policy effects by global VAR models
Inoue, Tomoo; Okimoto, Tatsuyoshi - 2019
Persistent link: https://www.econbiz.de/10012134530
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The changing international transmission of US monetary policy shocks : is there evidence of contagion effect on OECD countries
Kazi, Irfan Akbar; Wagan, Hakimzadi; Akbar, Farhan - In: Economic modelling 30 (2013), pp. 90-116
Persistent link: https://www.econbiz.de/10009703715
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Ripple effect : Disentangling the global impact web of US monetary policy
Thomas, Lina - In: Finance research letters 58 (2023) 2, pp. 1-8
Persistent link: https://www.econbiz.de/10014584609
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Financial Globalization and the International Transmission of Interest Rate Shocks : The Federal Reserve and China
Wan, Xiaoli - 2017
This paper evaluates the spillovers from U.S. monetary policy to China's domestic interest rates over 1999-2016, focusing on the impacts of long-term interest rate and exchange rate regimes on the capacity of China to moderate external interest rate shocks. We find that China's central bank owns...
Persistent link: https://www.econbiz.de/10012949609