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Systemic sovereign risk : macroeconomic implications in the Euro Area
Bahaj, Saleem A. - 2014
Persistent link: https://www.econbiz.de/10010359485
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Deflationary financial shocks and inflationary uncertainty shocks : an SVAR investigation
De Santis, Roberto A.; Van der Veken, Wouter - 2022
response to uncertainty shocks, firms increase their markups, in line with the theory of self-insurance against being stuck …
Persistent link: https://www.econbiz.de/10013373603
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A narrative approach to creating instruments with unstructured and voluminous text : an application to policy uncertainty
Ryan, Michael - 2020
Persistent link: https://www.econbiz.de/10012428528
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Revisiting the macroeconomic effects of monetary policy shocks
Doko Tchatoka, Firmin; Haque, Qazi - 2021
Persistent link: https://www.econbiz.de/10012586492
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Revisiting the effects of monetary policy shocks : evidence from SVAR with narrative sign restrictions
Cheng, Kai; Yang, Yang - In: Economics letters 196 (2020), pp. 1-4
Persistent link: https://www.econbiz.de/10012510944
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Individual inflation forecasts and monetary policy announcements
Haan, Jakob de; Mavromatis, Kostas; Tan, Garyn - In: Economics letters 197 (2020), pp. 1-3
Persistent link: https://www.econbiz.de/10012511068
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Nine blind men and the PBoC
Shagi, Makram el-; Ma, Yishuo - 2021
Persistent link: https://www.econbiz.de/10012595833
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Euro area equity risk premia and monetary policy : a longer-term perspective
Kapp, Daniel; Kristiansen, Kristian Loft - 2021
This study analyses the effects of euro area monetary policy on equity risk premia (ERP). We find that changes in equity prices during periods of accommodative monetary policy mainly reflected adjustments in the discount factor and economic activity - rather than fluctuations in investors'...
Persistent link: https://www.econbiz.de/10012499624
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Monetary policy shocks and exchange rates in Asian countries
Kim, Jihae; Kim, So-yŏng; Park, Donghyun - In: Japan and the world economy : international journal of … 56 (2020)
Persistent link: https://www.econbiz.de/10012502593