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US monetary policy and international bond markets
Gilchrist, Simon; Yue, Vivian Z.; Zakrajšek, Egon - 2018
This paper uses high-frequency data to analyze the effects of US monetary policy--during the conventional and unconventional policy regimes--on foreign government bonds markets in advanced and emerging market economies. The results indicate that an expansionary US monetary policy steepens the...
Persistent link: https://www.econbiz.de/10011927015
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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
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Von der amerikanischen "Subprime-Crisis" (2007) zum permanenten "Europäischen Stabilitätsmechanismus" (2013 f..)
Hummer, Waldemar - In: Die Finanzkrise aus internationaler und …, (pp. 231-389). 2011
Persistent link: https://www.econbiz.de/10009377252
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Contagion channels of the USA subprime financial crisis : evidence from USA, EMU, China and Japan equity markets
Dimitriou, Dimitrios; Simos, Theodore - In: Journal of financial economic policy 5 (2013) 1, pp. 61-71
Persistent link: https://www.econbiz.de/10009759331
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Inflation expectations spillovers between the United States and euro area
Netšunajev, Aleksei; Winkelmann, Lars - 2014
We quantify spillovers of inflation expectations between the United States (US) and Euro Area (EA) based on break-even inflation (BEI) rates. In contrast to previous studies, we model US and EA BEI rates jointly in a structural vector autoregressive (SVAR) model. The SVAR approach allows to...
Persistent link: https://www.econbiz.de/10010255370
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Volatility spillover effects of the US, European and Chinese financial markets in the context of the Russia-Ukraine conflict
Beraich, Mohamed; Amzile, Karim; Laamire, Jaouad; … - In: International Journal of Financial Studies : open … 10 (2022) 4, pp. 1-18
The present study aims to investigate the volatility spillover effects in the international financial markets before and during the Russia-Ukraine conflict. The subject of this paper is the study of the influence of the recent war between Russia and Ukraine on the transmission of volatility...
Persistent link: https://www.econbiz.de/10013459985
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The Role of Macroeconomic News in Sovereign CDS Markets : Domestic and Spillover News Effects from the U.S., the Eurozone and China
Kim, Suk-Joong - 2015
The impact of domestic and spillover macroeconomic news from the U.S., the Eurozone and China on national sovereign … spread volatility and they are also economically more important than bad news. Bad news from China and the Eurozone generally …
Persistent link: https://www.econbiz.de/10013023253
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Spillovers from tax shocks to the euro area
Mierzwa, Sascha - 2021 - This version: 07 September 2021
Kingdom to 11 Eurozone countries for the period 1980Q1-2018Q4 employing Local Projections (Jordà, 2005). In general, I find … spillovers from US tax legislation to have the smallest effects on Eurozone countries' real GDP and UK tax changes to exert the …
Persistent link: https://www.econbiz.de/10012649097
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Economic policy uncertainty in the US : does it matter for the Euro area?
Colombo, Valentina - In: Economics letters 121 (2013) 1, pp. 39-42
Persistent link: https://www.econbiz.de/10010187095
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Does US partisan conflict matter for the Euro area?
Cheng, Chak Hung Jack; Hankins, William B.; Chiu, Ching … - In: Economics letters 138 (2016), pp. 64-67
Persistent link: https://www.econbiz.de/10011615495