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Asymmetric Adjustment of Interest Rate Pass-Through from Central Bank’s Policy Rate to the Market Rate : Evidence from China
Chang, Chiu-Lan - 2020
The paper investigates from the policy rate to the market rates under the interest rate marketization of the People's Bank of China (PBC) since 2014. The focus is on the pass-through of the PBC's policy target rates pass-through to the market rates. Empirical results, on the daily basis of an...
Persistent link: https://www.econbiz.de/10012834300
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A global monetary policy factor in sovereign bond yields
Malliaropulos, Dimitris; Migiakis, Petros - In: Journal of empirical finance 70 (2023), pp. 445-465
Persistent link: https://www.econbiz.de/10014423743
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The cross-industry effects of monetary policy : new evidence from Bangladesh
Roy, Ripon; Bashar, Omar Haider Mohammad Nazmul; … - In: Economic modelling 127 (2023), pp. 1-16
Persistent link: https://www.econbiz.de/10014464123
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Hawks vs. Doves : ECB's monetary policy in light of the Fed's policy stance
Hauzenberger, Niko; Huber, Florian; Zörner, Thomas - 2023
The secular increase in globalization led to a substantial increase in the interconnectedness of global financial markets. This has important implications for the conduct of monetary policy, as central bank policies may diverge across countries, potentially affecting key transmission channels of...
Persistent link: https://www.econbiz.de/10014445207
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Interest Rate Expectations in the Media and Central Bank Communication
Lamla, Michael J. - 2013
While there is ample evidence how central bank communication and interest rate decisions are perceived by financial markets, insights regarding the response of the public is lacking. Media is known to be an important transmitter of news to the public. Based on articles in the Financial Times...
Persistent link: https://www.econbiz.de/10013085600
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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
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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
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Essays in empirical finance
Jankauskas, Tomas - 2023
Persistent link: https://www.econbiz.de/10014330066
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The Impact of ECB Communication on Financial Market Expectations
Lamla, Michael J.; Lein, Sarah M. - 2008
This paper analyzes European financial markets' comprehension and interpretation of ECB communication signals. By applying a novel indicator developed by Berger et al. (2006), that quantifies the contents of the ECB's introductory statements, we find that communication affects the term structure...
Persistent link: https://www.econbiz.de/10014058492
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Financial markets and dissent in the ECB's Governing Council
Tillmann, Peter - In: European economic review : EER 139 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013270143