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Quantitative easing and volatility spillovers across countries and asset classes

Yang, Zihui; Zhou, Yinggang - In: Management science : journal of the Institute for … 63 (2017) 2, pp. 333-354

Persistent link: https://www.econbiz.de/10011647326

Unconventional monetary policy and financialization of commodities

Ordu-Akkaya, Beyza Mina; Soytaş, Uǧur - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012659050

Volatility spillovers of unconventional monetary policy to emerging market economies

Apostolou, Apostolos; Beirne, John - In: Economic modelling 79 (2019), pp. 118-129

Persistent link: https://www.econbiz.de/10012199083

Volatility spillovers of Federal Reserve and ECB balance sheet expansions to emerging market economies

Apostolou, Apostolos; Beirne, John - 2017

This paper examines volatility spillovers from changes in the size of the balance sheets of the Federal Reserve (FED) and European Central Bank (ECB) to emerging market economies (EMEs) from 2003 to 2014. We find that EME bond markets are most susceptible to positive volatility spillovers from...

Persistent link: https://www.econbiz.de/10011636172

ECB unconventional monetary policy and volatile bank flows : spillover effects on emerging market economies

Ouerk, Salima - In: International economics : a journal published by CEPII … 173 (2023), pp. 175-211

Persistent link: https://www.econbiz.de/10014373750

Financial shocks, comovement and credit frictions

Finocchiaro, Daria; Mendicino, Caterina - In: Economics letters 143 (2016), pp. 20-23

Persistent link: https://www.econbiz.de/10011616822

US monetary policy and spillovers to select EMEs : an episodic analysis

Sahoo, Satyananda; Shankar, Shiv; Anthony, Jessica M. - In: Research in finance 36 (2020), pp. 67-97

Persistent link: https://www.econbiz.de/10012583839

Volatility spillovers to the emerging financial markets during taper talk and actual tapering

Ghosh, Saurabh; Saggar, Mridul K. - In: Applied economics letters 24 (2017) 1/3, pp. 122-127

Persistent link: https://www.econbiz.de/10011703961

The Federal Reserve’s Quantitative Easing policy and volatility spillovers : evidence from Australia

Yahyaei, Hamid; Singh, Abhay; De Mello, Lurion - In: International review of economics & finance : IREF 94 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014583614

Foreign exchange and global monetary shocks : the asymmetric effects of advanced economies' quantitative easing on exchange rate volatility in emerging markets

Keefe, Helena Glebocki; Saha, Sujata - In: International economic journal 36 (2022) 3, pp. 339-361

Persistent link: https://www.econbiz.de/10013418902

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