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A model of asset price spirals and aggregate demand amplification of a "Covid-19" shock
Caballero, Ricardo J.; Simsek, Alp - 2020
Persistent link: https://www.econbiz.de/10012230394
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Monetary policy in an imperfect information environment
Other, Lars - 2021
Persistent link: https://www.econbiz.de/10012519676
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Private news and monetary policy : forward guidance or the expected virtue of ignorance
Fujiwara, Ippei; Waki, Yuichiro - 2016
Persistent link: https://www.econbiz.de/10012125917
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Exchange rates and the information channel of monetary policy
Holtemöller, Oliver; Kriwoluzky, Alexander; Kwak, Boreum - 2020
We disentangle the effects of monetary policy announcements on real economic variables into an interest rate shock … component and a central bank information shock component. We identify both components using changes in interest rate futures and … that a contractionary interest rate shock appreciates the dollar, increases the excess bond premium, and leads to a decline …
Persistent link: https://www.econbiz.de/10012301353
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Effects of Covid-19 on Euro Area GDP and inflation : demand vs. supply disturbances
Kollmann, Robert - 2021
Persistent link: https://www.econbiz.de/10012581941
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Uncertainty about Federal Reserve policy and Its transmission to emerging economies : evidence from Twitter
Tillmann, Peter - 2016
It is well known that a tightening or easing of the United States' monetary policy affects financial markets in emerging economies. This paper argues that uncertainty about future monetary policy is a separate transmission channel. We focus on the taper tantrum episode in 2013, a period with an...
Persistent link: https://www.econbiz.de/10011546623
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Evaluating the effects of monetary policy shocks on aggregate demand components in GCC countries : evidence from SVAR
Ziaei, Sayyed Mahdi - In: The journal of developing areas 48 (2014) 1, pp. 405-423
Persistent link: https://www.econbiz.de/10010357986
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Effects of Covid-19 on Euro area GDP and inflation : demand vs. supply disturbances
Kollmann, Robert - In: International economics and economic policy 18 (2021) 3, pp. 475-492
Persistent link: https://www.econbiz.de/10012665307
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Domestic or U.S. news : what drives Canadian financial markets?
Hayo, Bernd; Neuenkirch, Matthias - 2009
Using a GARCH model, we study the effects of Canadian and U.S. central bank communication and macroeconomic news on Canadian bond, stock, and foreign exchange market returns and volatility. First, news in both categories and from both countries has an impact on all financial markets. Canadian...
Persistent link: https://www.econbiz.de/10003849833
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Market-stabilization QE
Motto, Roberto; Özen, Kadir - 2022
We identify a novel dimension of monetary policy from high-frequency changes in asset prices around ECB policy events, orthogonal to surprises extracted from risk-free interest rates. We find that it is present in policy events that were interpreted by real-time market commentaries as containing...
Persistent link: https://www.econbiz.de/10012818740