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News shock spillovers : how the euro area responds to expected fed policy

Rudel, Paul; Tillmann, Peter - 2024

monetary policy news shock based on a VAR model. A monetary news shock is equivalent to new information about the Fed's future … monetary policy becoming available today. One example of a monetary news shock is a forward guidance announcement, where the … shocks. We estimate the response of the euro area to an expected future policy tightening of the Fed. The U.S. news shock …

Persistent link: https://www.econbiz.de/10014637094

The financial market effects of the ECB's asset purchase programs

Lewis, Vivien; Roth, Markus - 2017

The European Central Bank's asset purchase programs, while intended to stabilize the economy, may have unintended side effects on financial stability. This paper aims at gauging the effects on financial markets, the banking sector, and lending to non-financial firms. Using a structural vector...

Persistent link: https://www.econbiz.de/10011712553

Is bank resilience affected by unconventional monetary policy in the Euro area?

Avalos, Fernando; Mamatzakis, Emmanuel C. - In: Journal of international money and finance 130 (2023), pp. 1-31

Persistent link: https://www.econbiz.de/10014248788

Monetary policy implementation : a European perspective

Bindseil, Ulrich (contributor); Nyborg, Kjell G. (contributor) - 2007

Persistent link: https://www.econbiz.de/10003433602

Spillover effect of the federal reserve's forward guidance on China's financial markets : from mechanism analysis to empirical test

Deng, Xin; Ge, Lin; Wu, Xuan - In: The Singapore economic review 67 (2022) 2, pp. 603-634

Persistent link: https://www.econbiz.de/10013191924

Managing GDP tail risk

Duprey, Thibaut; Ueberfeldt, Alexander - 2020 - Last updated: January 28, 2020

We propose a novel framework to analyze how policy-makers can manage risks to the median projection and risks specific to the tail of gross domestic product (GDP) growth. By combining a quantile regression of GDP growth with a vector autoregression, we show that monetary and macroprudential...

Persistent link: https://www.econbiz.de/10012154134

Monetary Policy Implementation : A European Perspective

Bindseil, Ulrich; Nyborg, Kjell G. - 2007

Monetary policy implementation is one of the most significant areas of interaction between central banking and financial markets. Historically, how this interaction takes place has been viewed as having an important impact on the ultimate objective of monetary policy, for example price stability...

Persistent link: https://www.econbiz.de/10014026233

The financial market effects of the ECB's asset purchase programs

Lewis, Vivien; Roth, Markus - In: Journal of financial stability 43 (2019), pp. 40-52

Persistent link: https://www.econbiz.de/10012260046

Modelling and analysis of financial network dynamics

Braack, Alexandrina - 2017

Persistent link: https://www.econbiz.de/10011639333

The macroeconomic effects of different CBDC regimes in an economy with a heterogeneous household sector

Magin, Jana Anjali; Neyer, Ulrike; Stempel, Daniel - 2023

higher consumption. Moreover, the shock absorption capability increases in an economy with CBDC. This particularly applies to …

Persistent link: https://www.econbiz.de/10014229087

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