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Hot Money and Quantitative Easing : The Spillover Effects of U.S. Monetary Policy on the Chinese Economy
Ho, Steven Wei - 2018
for this effect is the substantial increase in the inflow of "hot money" into China. The responses of Chinese variables to …
Persistent link: https://www.econbiz.de/10012937693
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U.S. Monetary Policy Spillovers to GCC Countries : Do Oil Prices Matter?
Adedeji, Olumuyiwa - 2020
This paper provides empirical evidence that the size of the spillovers from U.S. monetarypolicy to non-oil GDP growth in the GCC countries depends on the level of oil prices. Thepotential channels through which oil prices could affect the effectiveness of monetary policyare discussed. We find...
Persistent link: https://www.econbiz.de/10012843292
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The Impact of US Monetary Policy and Other External Shocks on the Hong Kong Economy : A Factor-Augmented VAR Approach
Chen, Hongyi - 2016
GDP growth, unemployment rate are more sensitive to the economic slowdown in Mainland China. Monetary easing from the ECB …
Persistent link: https://www.econbiz.de/10012988492
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Spillovers from US monetary shocks : role of policy drivers and cyclical conditions
Arbatli-Saxegaard, Elif C.; Furceri, Davide; Gonzalez … - 2022
We provide new evidence on the spillover effects from US interest rate changes, focusing on factors that are pertinent to the current conjuncture: weak recovery prospects in emerging market and developing economies (EMDEs), and the confluence of macroeconomic shocks shaping the path of interest...
Persistent link: https://www.econbiz.de/10013350818
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Nonbank lenders as global shock absorbers : evidence from US Monetary Policy spillovers
Elliott, David; Meisenzahl, Ralf R.; Peydró, José-Luis - 2023
We show that nonbank lenders act as global shock absorbers from US monetary policy spillovers. We exploit loan …
Persistent link: https://www.econbiz.de/10014335622
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US monetary policy and international bond markets
Gilchrist, Simon; Yue, Vivian Z.; Zakrajšek, Egon - 2018
This paper uses high-frequency data to analyze the effects of US monetary policy--during the conventional and unconventional policy regimes--on foreign government bonds markets in advanced and emerging market economies. The results indicate that an expansionary US monetary policy steepens the...
Persistent link: https://www.econbiz.de/10011927015
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Measuring monetary policy spillovers between U.S. and German bond yields
Curcuru, Stephanie E.; Pooter, Michiel de; Eckerd, George - 2018
In this paper we estimate the magnitude of spillovers between bond markets in the U.S. and Germany following monetary policy communications by the FOMC and the ECB. The identification of policy-related co-movements following FOMC announcements, in particular, can be difficult because many...
Persistent link: https://www.econbiz.de/10011859194
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Bank Loans and the Effects of Monetary Policy in China : VAR/VECM Approach
Sun, Lixin - 2011
In this paper, we test the differential effects of monetary policy shock on aspects of banks' balance sheets (deposits … uncover the transmission mechanisms of China's monetary policy. Also we identify the cointegrating vectors to establish the … price channel. Furthermore, we discuss and explore the distribution and growth effects of China's monetary policy on China …
Persistent link: https://www.econbiz.de/10013127763
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Oil-Price Shocks and Macroeconomic Adjustments : Does the Exchange Rate Regime Matter?
Al‐Abri, Almukhtar S. - 2008
The recurring oil-price shocks that hit all economies in the world provide an opportunity to empirically test Friedman's hypothesis that flexible exchange regimes better absorb real external shocks. Using a sample of nine of the OECD's major oil-importing countries and Reinhart and Rogoff's de...
Persistent link: https://www.econbiz.de/10014051716
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Spillover and quantile linkage between oil price shocks and stock returns : new evidence from G7 countries
Jiang, Yonghong; Tian, Gengyu; Mo, Bin - In: Financial innovation : FIN 6 (2020) 42, pp. 1-26
autoregression framework to decompose crude oil price shocks into oil supply shock, oil aggregate demand shock, and oil …-specific demand shock. We then explore the distinct effects of different kinds of oil price shocks from various sources.Based on the … appear to be heterogeneous. Oil supply shock appears to be a net transmitter of spillover effects for all G7 countries within …
Persistent link: https://www.econbiz.de/10012418406