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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

The Transmission Mechanism of Quantitative Easing : A Markov-Switching FAVAR Approach

Corrado, Luisa; Grassi, Stefano; Minnella, Enrico - 2021

This article assesses the impact of unconventional monetary policies and sheds light on their transmission mechanism in the United States. Using a three-variable Markov switching factor-augmented vector autoregression (MS-FAVAR) with time-varying transition probabilities and a shadow short-term...

Persistent link: https://www.econbiz.de/10013322495

Sovereign Spreads and Unconventional Monetary Policy in the Euro Area : A Tale of Three Shocks

Fanelli, Luca; Marsi, Antonio - 2022

unconventional monetary policy shocks along with an `information shock'. In this paper we show that HF surprises in the Euro Area … after 2008 best reflect the impact of three shocks, not two. Besides an unconventional monetary shock and the information … shock, we consider a third shock, labelled `spread shock', resulting from the ECB management of fragmentation risk in the …

Persistent link: https://www.econbiz.de/10013298217

International transmission of conventional and unconventional monetary policy and financial stress shocks from the euro area to Russia

Dajčman, Silvo; Kavkler, Alenka; Merzlyakov, Sergey; … - In: Journal of central banking theory and practice 11 (2022) 1, pp. 227-247

trade balance. The contractionary euro area monetary policy shock decreases Russian GDP, leads to real appreciation of the …

Persistent link: https://www.econbiz.de/10012806005

Effect of conventional and unconventional monetary policy shocks on housing prices in Canada

Nsafoah, Dennis; Dery, Cosmas - In: Journal of housing economics 64 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014535767

Unconventional monetary policy, financial frictions, and the equity tandem

Campe, Roland von - In: Journal of macroeconomics 79 (2024), pp. 1-30

Persistent link: https://www.econbiz.de/10014558699

Negative interest rate policies : sources and implications

Arteta, Carlos; Kose, M. Ayhan; Stöcker, Marc; Taskin, … - 2016

Persistent link: https://www.econbiz.de/10011544651

Introduction: Unconventional monetary policy in emerging markets

Goyal, Ashima - In: Macroeconomics and finance in emerging market economies 9 (2016) 1/3, pp. 101-108

Persistent link: https://www.econbiz.de/10011583558

Negative interest rate policies : sources and implications

Arteta, Carlos Ó.; Kose, M. Ayhan; Stocker, Marc; … - 2016

Persistent link: https://www.econbiz.de/10011561437

Dealing with quantitative easing spillovers in East Asia : the role of institutions and macroprudential policy

Saiki, Ayako; Pornpinun Chantapacdepong; Volz, Ulrich - 2016

, we compare them with Latin American economies, which were also major recipients of quantitative easing capital inflows …

Persistent link: https://www.econbiz.de/10011561633

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