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The effectiveness of nonstandard monetary policy measures : evidence from survey data
Altavilla, Carlo; Giannone, Domenico - 2015
We assess the perception of professional forecasters regarding the effectiveness of unconventional monetary policy measures announced by the U.S. Federal Reserve after the collapse of Lehman Brothers. Using survey data collected at the individual level, we analyze the change in forecasts of...
Persistent link: https://www.econbiz.de/10011399333
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The effectiveness of non-standard monetary policy measures : evidence from survey data
Altavilla, Carlo; Giannone, Domenico - 2014
Persistent link: https://www.econbiz.de/10010376961
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The effectiveness of non-standard monetary policy measures : evidence from survey data
Altavilla, Carlo; Giannone, Domenico - 2014
Persistent link: https://www.econbiz.de/10010382068
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Capital flows during quantitative easing : experiences of developing countries
Park, Donghyun; Ramayand, Arief; Shin, Kwanho - In: Emerging markets finance & trade : a journal of the … 52 (2016) 4/6, pp. 886-903
Persistent link: https://www.econbiz.de/10011563247
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Capital flows during quantitative easing and aftermath : experiences of Asian countries
Park, Donghyun; Ramayandi, Arief; Shin, Kwanho - 2014
tapering may trigger financial instability in those countries. The central objective of our paper is to empirically investigate … different factors which influence the effect of QE tapering on financial instability in order to identify the most significant … magnified the effect of QE tapering on financial instability. While there is no evidence that macroprudential policies directly …
Persistent link: https://www.econbiz.de/10010463662
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Assessing the spillover effects of U.S. monetary policy normalization on Nigeria sovereign bond yield
Tule, Kpughur Moses; Odonye, Osana Jackson; Afangideh, … - In: Financial innovation : FIN 5 (2019) 32, pp. 1-16
This study examines the spillover effects of U.S. monetary policy normalization on Nigeria 10-Year Treasury bond yield between 2011 and 2017, using the vector error correction model approach. Our results reveal that domestic factors, such as exchange rate and inflation, rather than the U.S....
Persistent link: https://www.econbiz.de/10012267086
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The effectiveness of non‐standard monetary policy measures : evidence from survey data
Altavilla, Carlo; Giannone, Domenico - In: Journal of applied econometrics 32 (2017) 5, pp. 952-964
Persistent link: https://www.econbiz.de/10011862294
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The effectiveness of non-standard monetary policy measures : evidence from survey data
Altavilla, Carlo; Giannone, Domenico - 2016
Persistent link: https://www.econbiz.de/10011619386
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Examining US monetary spillover to Indonesian local currency government bonds in volatile periods
Nugraha, Muhammad Fajar - 2023
yield, particularly when the Federal Reserve (Fed) implemented the quantitative easing (QE), tapering off, Fed fund rate … anticipating the monetary normalization policy amidst COVID-19 uncertainty. Changes in US monetary policy in the form of tapering …
Persistent link: https://www.econbiz.de/10014289870
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The conditional autoregressive wishart model for multivariate stock market volatility
Golosnoy, Vasyl; Gribisch, Bastian; Liesenfeld, Roman - 2010
We propose a Conditional Autoregressive Wishart (CAW) model for the analysis of realized covariance matrices of asset returns. Our model assumes a generalized linear autoregressive moving average structure for the scale matrix of the Wishart distribution allowing to accommodate for complex...
Persistent link: https://www.econbiz.de/10010300501