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The risk management approach to monetary policy, nonlinearity and aggressiveness : the case of the US Fed
Gnabo, Jean-Yves; Moccero, Diego Nicolas - 2015
Persistent link: https://www.econbiz.de/10011288723
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Risk management, nonlinearity and aggressiveness in monetary policy : the case of the US Fed
Gnabo, Jean-Yves; Moccero, Diego Nicolas - In: Journal of banking & finance 55 (2015), pp. 281-294
Persistent link: https://www.econbiz.de/10011379101
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The dollar in the turmoil
Bénassy-Quéré, Agnès; Béreau, Sophie; Mignon, Valérie - In: Journal of the Japanese and international economies : … 23 (2009) 4, pp. 427-436
Persistent link: https://www.econbiz.de/10003921486
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The dollar in the turmoil
Bénassy-Quéré, Agnès; Béreau, Sophie; Mignon, Valérie - 2009
Persistent link: https://www.econbiz.de/10003927195
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The Risk Management Approach to Monetary Policy, Nonlinearity and Aggressiveness : The Case of the US Fed
Moccero, Diego - 2015
We estimate regime switching models where the strength of the response of monetary policy to macroeconomic conditions depends on the level of risk associated with the inflation outlook and risk in financial markets. Using quarterly data for the Greenspan period we find that: i) risk in the...
Persistent link: https://www.econbiz.de/10013020670