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Sentiment regimes and reaction of stock markets to conventional and unconventional monetary policies : evidence from OECD countries

Cepni, Oguzhan; Gupta, Rangan; Ji, Qiang - In: The journal of behavioral finance : a publication of … 24 (2023) 3, pp. 365-381

Persistent link: https://www.econbiz.de/10014330982

Quantitative easing policy and income inequality in the U.S. economy : evidence from a FAVAR model

Namini, Sima Siami - In: Journal of quantitative economics 20 (2022) 4, pp. 759-779

Persistent link: https://www.econbiz.de/10013488908

The dynamics of US REITs returns to uncertainty shocks : a proxy SVAR approach

Cepni, Oguzhan; Dul, Wiehan; Gupta, Rangan; Wohar, Mark E. - In: Research in international business and finance 58 (2021), pp. 1-22

Persistent link: https://www.econbiz.de/10013286183

Announcement-specific decompositions of unconventional monetary policy shocks and their macroeconomic effects

Lewis, Daniel J. - 2019

the real economy, I find that the asset purchase shock has significant effects on consumer and professional expectations …

Persistent link: https://www.econbiz.de/10012022250

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

The effects of conventional and unconventional monetary policy on house prices in the Scandinavian countries

Rosenberg, Signe - In: Journal of housing economics 46 (2019), pp. 1-17

Persistent link: https://www.econbiz.de/10012268649

Conventional and unconventional monetary policies : effects on the Finnish housing market

Rosenberg, Signe - In: Baltic journal of economics 20 (2020) 2, pp. 170-186

sign restrictions. The results reveal that both a policy interest rate shock and a balance sheet shock have a positive and … temporary impact on house prices in Finland, with the response to a balance sheet shock being smaller and fading out faster. The … peak of the effect of a policy rate shock on house prices in Finland arrives faster than in the whole euro area but the …

Persistent link: https://www.econbiz.de/10012296184

The effects of conventional and unconventional monetary policy : identification through the yield curve

Kortela, Tomi; Nelimarkka, Jaakko - 2020

Since the Great Recession, the main evolution in monetary policy has been its attempts to affect the medium and the long-term interest rates with instruments other than the policy rate. Consequently, measuring the stance of monetary policy by a single interest rate becomes problematic. This...

Persistent link: https://www.econbiz.de/10012160681

Effects of US quantitative easing on emerging market economies

Bhattarai, Saroj; Chatterjee, Arpita; Park, Woong-yong - 2015

Persistent link: https://www.econbiz.de/10011758092

The effectiveness of conventional and unconventional monetary policy : evidence from a structural dynamic factor model for Japan

Hanisch, Max - In: Journal of international money and finance 70 (2017), pp. 110-134

Persistent link: https://www.econbiz.de/10011752319

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