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This study investigates the international spillover effects of US unconventional monetary policy (UMP) - frequently … purchases of private sector securities that lower the US mortgage spread exert stronger and more significant spillover effects …
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This study examines the spillover effects of U.S. monetary policy normalization on Nigeria 10-Year Treasury bond yield … yield. Additionally, the spillover effect from the U.S. monetary policy was amplified by oil price shocks and changes in …
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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...
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ECB announcements, which is nearly identical to the spillover from U.S. yields to German Bund yields following FOMC … there is not much effect in the other direction. We also find that spillover estimates are slightly higher in the post …-crisis period, but that there is little difference in the spillover impact of conventional versus unconventional monetary policy …
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This study analyzes the magnitude of the US monetary policy spillover on the Indonesian local currency government bond …
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