Curcuru, Stephanie E.; Pooter, Michiel de; Eckerd, George - 2018
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 …