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Spillover effects of the European Central Bank's Expanded Asset Purchase Program to non-eurozone countries in Central and Eastern Europe
Antal, Mark; Kaszab, Lorant - 2021
spillovers induced sovereign bond yields to drop by around 1-6 basis points in a two-day time window in response to the Public …
Persistent link: https://www.econbiz.de/10012422943
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International spillovers of ECBś unconventional monetary policy : the effect on Central and Eastern Europe
Halova, Klara; Horváth, Roman - 2015
We examine how unconventional monetary policy of the European Central Bank influences macroeconomic stability in Central and Eastern European economies. We estimate various panel vector autoregressions using monthly data from 2008-2014. Using the shadow policy rate and central bank assets as...
Persistent link: https://www.econbiz.de/10011375694
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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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Quantitative easing and related capital flows into Brazil : measuring its effects and transmission channels through a rigorous counterfactual evaluation
Barroso, João Barata Ribeiro Blanco; Silva, Luiz A. … - In: Journal of international money and finance 67 (2016), pp. 102-122
Persistent link: https://www.econbiz.de/10011711593
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Disinflationary spillovers from the euro area into the countries of southeastern Europe
Ramadani, Gani; Pandiloski, Predrag - In: Journal of central banking theory and practice 8 (2019) 3, pp. 65-93
trends. In general, we show that disinflationary spillovers from the euro area have been an important factor for fixed … exchange to the euro area (EA) market appear to be susceptible to inflation spillovers from the euro area. Moreover, nominal …
Persistent link: https://www.econbiz.de/10012101480
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Foreign effects of higher U.S. interest rates
Iacoviello, Matteo; Navarro, Gaston - 2018
This paper analyzes the spillovers of higher U.S. interest rates on economic activity in a large panel of 50 advanced …
Persistent link: https://www.econbiz.de/10011859442
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Disinflationary spillovers from the euro area into the countries of Southeastern Europe
Ramadani, Gani; Pandiloski, Predrag - 2019
trends. In general, we show that disinflationary spillovers from the euro area have been an important factor for fixed … exchange to euro area market appear to be susceptible to inflation spillovers from the euro area. Moreover, nominal effective …
Persistent link: https://www.econbiz.de/10012124587
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International spillovers of forward guidance shocks
Jones, Callum; Kulish, Mariano; Rees, Daniel M. - In: Journal of applied econometrics 37 (2022) 1, pp. 131-160
Persistent link: https://www.econbiz.de/10013165202
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International spillovers of forward guidance shocks
Jones, Callum; Kulish, Mariano; Rees, Daniel M. - 2020
Persistent link: https://www.econbiz.de/10012240786
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The expansionary lower bound : contractionary monetary easing and the trilemma
Cavallino, Paolo; Sandri, Damiano - 2019
Persistent link: https://www.econbiz.de/10011981397