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Unconventional Monetary Policy and International Risk Premia. (2018). Rogers, John ; Wright, Jonathan H ; Scotti, Chiara.
In: Journal of Money, Credit and Banking.
RePEc:wly:jmoncb:v:50:y:2018:i:8:p:1827-1850.

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  1. Monetary policy and currency variance risk premia. (2024). Dossani, Asad.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000813.

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  2. An unconventional FX tail risk story. (2024). Stoja, Evarist ; Gerba, Eddie ; Caon, Carlos ; Pambira, Alberto.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:148:y:2024:i:c:s0261560624001396.

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  3. Heterogeneous macro and financial effects of ECB asset purchase programs. (2024). Kole, Erik ; van der Wel, Michel ; van der Zwan, Terri.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:143:y:2024:i:c:s0261560624000603.

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  4. Spillover effects of monetary policy and information shocks. (2024). Suardi, Sandy ; Khrashchevskyi, Ian ; Hou, Ai Jun ; Xu, Caihong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324001016.

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  5. The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy. (2024). Goodhead, Robert.
    In: European Economic Review.
    RePEc:eee:eecrev:v:164:y:2024:i:c:s001429212400045x.

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  6. International spillovers of conventional versus new monetary policy. (2024). Hashmi, Aamir ; Nsafoah, Dennis.
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  7. International transmission of quantitative easing policies: Evidence from Canada. (2024). Tuzcuoglu, Kerem ; Kabaca, Serdar.
    In: Journal of Economic Dynamics and Control.
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  8. Do financial markets react to emerging economies’ asset purchase program? Evidence from the COVID-19 pandemic period. (2024). Bhat, Javed Ahmad ; Padhan, Rakesh ; Prabheesh, K P.
    In: Journal of Asian Economics.
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  9. Revisiting 15 Years of Unusual Transatlantic Monetary Policies. (2024). Sahuc, Jean-Guillaume ; Levieuge, Gregory ; Garcia-Revelo, Jose.
    In: EconomiX Working Papers.
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  10. Active driver or passive victim: On the role of international monetary policy transmission. (2023). von Schweinitz, Gregor ; Camehl, Annika.
    In: IWH Discussion Papers.
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  11. Shadow-rate VARs. (2023). Mertens, Elmar ; Marcellino, Massimiliano ; Clark, Todd E ; Carriero, Andrea.
    In: Discussion Papers.
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  12. Monetary policy, external instruments, and heteroskedasticity. (2023). Podstawski, Maximilian ; Rieth, Malte ; Schlaak, Thore.
    In: Quantitative Economics.
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  13. Monetary policy and exchange rate anomalies in set?identified SVARs: Revisited. (2023). van der Veken, Wouter ; Ruth, Sebastian K.
    In: Journal of Applied Econometrics.
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  14. Monetary Policy Announcements, Information Shocks, and Exchange Rate Dynamics. (2023). Scharler, Johann ; Mayer, Eric ; Grundler, Daniel.
    In: Open Economies Review.
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  15. Fed Communication, News, Twitter, and Echo Chambers. (2023). Vega, Clara ; Scotti, Chiara ; Schmanski, Bennett.
    In: Finance and Economics Discussion Series.
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  16. Central bank asset purchases, banks’ risky security holdings and profitability: Macro and micro evidence from Japan and the U.S.. (2023). Wang, Ling.
    In: International Review of Economics & Finance.
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  17. Do term premiums matter? Transmission via exchange rate dynamics. (2023). Takahashi, Koji ; Katagiri, Mitsuru.
    In: Journal of International Money and Finance.
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  18. Industry effects of unconventional monetary policy, within and across countries. (2023). Goto, Eiji.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000761.

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  19. Stock market evidence on the international transmission channels of US monetary policy surprises. (2023). Nitschka, Thomas ; Maurer, Tim D.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:136:y:2023:i:c:s0261560623000670.

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  20. Measuring the effects of large-scale asset purchases: The role of international financial markets and the financial accelerator. (2023). Gibbs, Christopher ; Gelfer, Sacha.
    In: Journal of International Money and Finance.
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  21. A global monetary policy factor in sovereign bond yields. (2023). Migiakis, Petros ; Malliaropulos, Dimitris.
    In: Journal of Empirical Finance.
    RePEc:eee:empfin:v:70:y:2023:i:c:p:445-465.

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  22. Uncertainty shocks in emerging economies: A global to local approach for identification. (2023). Miescu, Mirela S.
    In: European Economic Review.
    RePEc:eee:eecrev:v:154:y:2023:i:c:s0014292123000661.

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  23. Unconventional monetary policy and economic inequality. (2023). Davtyan, Karen.
    In: Economic Modelling.
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  24. Global spillovers from multi-dimensional US monetary policy. (2023). Georgiadis, Georgios ; Jarociski, Marek.
    In: Working Paper Series.
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  25. Global monetary policy surprises and their transmission to emerging market economies: an external VAR analysis. (2023). Beltran, Felipe.
    In: Working Papers Central Bank of Chile.
    RePEc:chb:bcchwp:975.

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  26. Green Transmission: Monetary Policy in the Age of ESG. (2023). Patozi, A.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:2311.

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  27. Intermediary Balance Sheets and the Treasury Yield Curve. (2022). Du, Wen Xin ; Li, Wenhao ; Hebert, Benjamin.
    In: Staff Reports.
    RePEc:fip:fednsr:94462.

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  28. Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves. (2022). Chatziantoniou, Ioannis ; Gabauer, David ; Stenfors, Alexis.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001305.

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  29. The dynamics of money supply determination under asset purchase programs: A market-based versus a bank-based financial system. (2022). Wang, Ling.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000750.

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  30. Words speak as loudly as actions: Central bank communication and the response of equity prices to macroeconomic announcements. (2022). Vega, Clara ; Scotti, Chiara ; Gardner, Ben.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:231:y:2022:i:2:p:387-409.

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  31. A global monetary policy factor in sovereign bond yields. (2022). Migiakis, Petros ; Malliaropulos, Dimitris.
    In: Working Papers.
    RePEc:bog:wpaper:301.

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  32. Monetary Policy and Corporate Debt Structure. (2022). Szczerbowicz, Urszula ; Lhuissier, Stephane.
    In: Oxford Bulletin of Economics and Statistics.
    RePEc:bla:obuest:v:84:y:2022:i:3:p:497-515.

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  33. The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market. (2022). Farka, Mira.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:45:y:2022:i:3:p:633-693.

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  34. Doubly heterogeneous monetary spillovers. (2022). Shah, Nihar.
    In: International Finance.
    RePEc:bla:intfin:v:25:y:2022:i:2:p:126-150.

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  35. International Transmission of Quantitative Easing Policies: Evidence from Canada. (2022). Tuzcuoglu, Kerem ; Kabaca, Serdar.
    In: Staff Working Papers.
    RePEc:bca:bocawp:22-30.

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  36. A new approach to measuring economic policy shocks, with an application to conventional and unconventional monetary policy. (2021). Inoue, Atsushi ; Rossi, Barbara.
    In: Quantitative Economics.
    RePEc:wly:quante:v:12:y:2021:i:4:p:1085-1138.

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  37. Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves. (2021). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David.
    In: Working Papers in Economics & Finance.
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  38. Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach. (2021). Stenfors, Alexis ; Chatziantoniou, Ioannis ; Gabauer, David.
    In: Working Papers in Economics & Finance.
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  39. Monetary Policy Announcements, Information Schocks, and Exchange Rate Dynamics. (2021). Scharler, Johann ; Mayer, Eric ; Grundler, Daniel.
    In: Working Papers.
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  40. Words Speak as Loudly as Actions: Central Bank Communication and the Response of Equity Prices to Macroeconomic Announcements. (2021). Vega, Clara ; Scotti, Chiara ; Gardner, Benjamin.
    In: Finance and Economics Discussion Series.
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  41. International Yield Spillovers. (2021). Ochoa, Juan ; Kim, Don H.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2021-01.

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  42. A unified measure of Fed monetary policy shocks. (2021). Wu, Wenbin ; Rogers, John ; Bu, Chunya.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:118:y:2021:i:c:p:331-349.

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  43. Measuring the effects of federal reserve forward guidance and asset purchases on financial markets. (2021). Swanson, Eric.
    In: Journal of Monetary Economics.
    RePEc:eee:moneco:v:118:y:2021:i:c:p:32-53.

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  44. Unconventional monetary policy announcements and information shocks in the U.S.. (2021). Scharler, Johann ; Grundler, Daniel ; Breitenlechner, Max.
    In: Journal of Macroeconomics.
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  45. Monetary policy’s rising FX impact in the era of ultra-low rates. (2021). Ferrari, Massimo ; Schrimpf, Andreas ; Kearns, Jonathan.
    In: Journal of Banking & Finance.
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  46. Effects of monetary policy on the exchange rates: A Time-varying analysis. (2021). Zhang, Jiqiang ; Yang, Yang.
    In: Finance Research Letters.
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  47. Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach. (2021). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Economics Letters.
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  48. Breaking the zero lower bound period: The shift across two unconventional policies. (2021). Aksit, Derin .
    In: Economics Letters.
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  49. Combining negative rates, forward guidance and asset purchases: identification and impacts of the ECB’s unconventional policies. (2021). Lemke, Wolfgang ; Altavilla, Carlo ; Rostagno, Massimo ; Guilhem, Arthur Saint ; Motto, Roberto ; Carboni, Giacomo.
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  50. Financial market spillovers of U.S. monetary policy shocks. (2021). Ha, Jongrim.
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  51. The impact of foreign capital flows on long?term interest rates in emerging and advanced economies. (2021). Inoguchi, Masahiro.
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  52. Disentangling the Effects of Uncertainty, Monetary Policy and Leverage Shocks on the Economy. (2021). Serletis, Apostolos ; Dery, Cosmas.
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  53. Does monetary policy impact international market co-movements?. (2020). Pelizzon, Loriana ; Caporin, Massimiliano ; Plazzi, Alberto.
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  54. Exchange rates and the information channel of monetary policy. (2020). Holtemöller, Oliver ; Holtemoller, Oliver ; Kwak, Boreum ; Kriwoluzky, Alexander.
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  55. Estimating the effects of the Eurosystems asset purchase programme at the country level. (2020). Mandler, Martin ; Scharnagl, Michael.
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  56. Stock market evidence on the international transmission channels of US monetary policy surprises. (2020). Nitschka, Thomas ; Maurer, Tim D.
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  57. Gravity Among Central Bank Balance Sheets: Monetary Policy Spill-Over on FX Volatility. (2020). Meszaros, Mercedesz ; Kiss, Gabor David.
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  58. Monetary Policy and Income Inequality in the United States: The Role of Labor Unions. (2020). Kilman, Josefin.
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  59. Sudden Stops and Optimal Foreign Exchange Intervention. (2020). Yu, Changhua ; Davis, Jonathan ; Devereux, Michael B.
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  60. Evolving Monetary Policy in the Aftermath of the Great Recession. (2020). Ortmans, Aymeric.
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  61. Alternative explanation of the money illusion: The effect of unexpected low inflation. (2020). Tsai, I-Chun ; I-Chun Tsai, .
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  62. Shifts in monetary policy and exchange rate dynamics: Is Dornbuschs overshooting hypothesis intact, after all?. (2020). Rüth, Sebastian ; Ruth, Sebastian K.
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  63. Monetary policy transmission in the United Kingdom: A high frequency identification approach. (2020). Vicondoa, Alejandro ; Thwaites, Gregory ; Cesa-Bianchi, Ambrogio.
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  64. Monetary policy and its transmission in a globalised world. (2020). Strasser, Georg ; Stracca, Livio ; Jarociński, Marek ; Jarociski, Marek ; Georgiadis, Georgios ; Dedola, Luca ; Michele Ca, .
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  65. Exchange Rates and the Information Channel of Monetary Policy. (2020). Holtemöller, Oliver ; Kwak, Boreum ; Kriwoluzky, Alexander ; Holtemoller, Oliver.
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  66. The Effect of the China Connect. (2020). Zhou, Sili ; Rogers, John ; Ma, Chang.
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  67. The effect of the China Connect. (2020). Zhou, Sili ; Rogers, John ; Ma, Chang.
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  68. Implementation and Effectiveness of Extended Monetary Policy Tools: Lessons from the Literature. (2020). Yang, Jing ; Witmer, Jonathan ; Priftis, Romanos ; Kozicki, Sharon ; Suchanek, Lena ; Johnson, Grahame.
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  69. Exogenous uncertainty and the identification of structural vector autoregressions with external instruments. (2019). Fanelli, Luca ; Angelini, Giovanni.
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  70. Exogenous uncertainty and the identification of Structural Vector Autoregressions with external instruments. (2019). Fanelli, Luca ; Angelini, Giovanni.
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  71. On the Global Impact of Risk-off Shocks and Policy-put Frameworks. (2019). Kamber, Gunes ; Caballero, Ricardo.
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  72. Uncertainty shocks in emerging economies. (2019). Miescu, Mirela.
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  73. The Effect of the China Connect. (2019). Zhou, Sili ; Rogers, John ; Ma, Chang.
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  74. A Unified Measure of Fed Monetary Policy Shocks. (2019). Rogers, John ; Wu, Wenbin ; Bu, Chunya.
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  75. Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model. (2019). Huber, Florian ; Feldkircher, Martin ; Doppelhofer, Gernot ; Cuaresma, Jesus Crespo.
    In: Journal of the Royal Statistical Society Series A.
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  76. On the global Impact of risk-off shocks and policy-put frameworks. (2019). Kamber, Gunes ; Caballero, Ricardo.
    In: BIS Working Papers.
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  77. Relief Rallies after FOMC Announcements as a Resolution of Uncertainty. (2018). Kurov, Alexander ; Wolfe, Marketa Halova ; Gu, Chen.
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  23. Gourinchas, Pierre‐Olivier, and Aaron Tornell. (2004) “Exchange Rate Puzzles and Distorted Beliefs.” Journal of International Economics, 64, 303–33.

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Cocites

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  1. Identifying structural shocks to volatility through a proxy-MGARCH model. (2021). Polivka, Jeannine ; Fengler, Matthias.
    In: Economics Working Paper Series.
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  2. Policy and Macro Signals as Inputs to Inflation Expectation Formation. (2016). Hubert, Paul ; Maule, Becky .
    In: Sciences Po publications.
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  3. Impact of macro-economic surprises on carry trade activity. (2013). Sushko, Vladyslav ; Hutchison, Michael.
    In: Journal of Banking & Finance.
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  4. Oil Prices, Exchange Rates and Asset Prices. (2013). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
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  5. Oil Prices, Exchange Rates and Asset Prices. (2013). Van Robays, Ine ; Fratzscher, Marcel ; Schneider, Daniel.
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  6. Price and trading response to public information. (2010). Malinowska, Magdalena .
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  7. Intraday volatility responses to monetary policy events. (2009). Lunde, Asger ; Zebedee, Allan .
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  8. The Effects of Economic News on Commodity Prices; Is Gold Just Another Commodity?. (2009). Rossi, Marco ; Roache, Shaun K.
    In: IMF Working Papers.
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  9. Model-based Estimation of High Frequency Jump Diffusions with Microstructure Noise and Stochastic Volatility. (2008). Bos, Charles.
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  10. Exchange Rates and Fundamentals: Footloose or Evolving Relationship?. (2008). Valente, Giorgio ; Sarno, Lucio.
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  11. Anchoring bias in consensus forecasts and its effect on market prices. (2007). Sharpe, Steven ; Campbell, Sean D..
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  12. The Impact of Macroeconomic News on Exchange Rate Volatility. (2007). Laakkonen, Helinä.
    In: Finnish Economic Papers.
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  13. The transmission of emerging market shocks to global equity markets. (2007). Thimann, Christian ; Fratzscher, Marcel ; Cuadro Sáez, Lucía ; Saez, Lucia Cuadro .
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  14. Stock market interactions and the impact of macroeconomic news: Evidence from high frequency data of European futures markets. (2006). Kräussl, Roman ; Canto, Bea ; Kraussl, Roman.
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  15. Intra-Day Seasonality in Activities of the Foreign Exchange Markets: Evidence From the Electronic Broking System. (2006). Ito, Takatoshi ; Hashimoto, Yuko .
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  16. Resolving Macroeconomic Uncertainty in Stock and Bond Markets. (2006). Beber, Alessandro ; Brandt, Michael W..
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  17. Expectations and Exchange Rate Policy. (2006). Engel, Charles ; Devereux, Michael.
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  18. Idiosyncratic volatility, economic fundamentals, and foreign exchange rates. (2006). Guo, Hui.
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  19. Global asset prices and FOMC announcements. (2006). Wongswan, Jon ; Hausman, Joshua.
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  20. Order Flow and Exchange Rate Dynamics in Electronic Brokerage System Data. (2006). Wright, Jonathan ; Chaboud, Alain P. ; Chernenko, Sergey V. ; Iyer, Raj S. ; Howorka, Edward ; Berger, David W. ; Liu, David .
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  21. Does inflation targeting anchor long-run inflation expectations? evidence from long-term bond yields in the U.S., U.K., and Sweden. (2006). Swanson, Eric ; Levin, Andrew ; Gürkaynak, Refet.
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  22. Which news moves the euro area bond market?. (2006). Sebestyén, Szabolcs ; Sebestyen, Szabolcs ; Hansen, Lars Jul ; Andersson, Magnus.
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  23. Expectations and Exchange Rate Policy. (2006). Engel, Charles ; Devereux, Michael.
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  24. Shock Identification of Macroeconomic Forecasts based on Daily Panels. (2005). Fischer, Andreas ; Amstad, Marlene.
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  25. What Defines News in Foreign Exchange Markets?. (2005). Dominguez, Kathryn ; Panthaki, Freyan.
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  26. Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission. (2005). Rigobon, Roberto ; Fratzscher, Marcel ; Ehrmann, Michael.
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  27. Meese-Rogoff Redux: Micro-Based Exchange Rate Forecasting. (2005). Lyons, Richard ; Evans, Martin.
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  28. Do Currency Markets Absorb News Quickly?. (2005). Lyons, Richard ; Evans, Martin.
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  29. Establishing Credibility: Evolving Perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
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  31. Establishing credibility: evolving perceptions of the European Central Bank. (2005). Klein, Michael ; Goldberg, Linda.
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  32. Shock identification of macroeconomic forecasts based on daily panels. (2005). Fischer, Andreas ; Amstad, Marlene.
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  33. The response of global equity indexes to U.S. monetary policy announcements. (2005). Wongswan, Jon.
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  34. Stocks, bonds, money markets and exchange rates: measuring international financial transmission. (2005). Fratzscher, Marcel ; Ehrmann, Michael ; Rigobon, Roberto.
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  35. Were Verbal Efforts to Support the Euro Effective? A High-Frequency Analysis of ECB Statements. (2005). Jansen, David-Jan ; de Haan, Jakob.
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  36. Have markets reacted differently to macroeconomic and monetary policy news since 1997? An empirical analysis of UK intraday trades and prices.. (2004). wetherilt, anne ; Burrows, Oliver .
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  37. The Consequences of ‘In-Work’ Benefit Reform in Britain: New Evidence from Panel Data. (2004). van der Klaauw, Wilbert ; Francesconi, Marco.
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  38. Exchange rate changes and net positions of speculators in the futures market. (2004). Klitgaard, Thomas ; Weir, Laura.
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  39. The high-frequency effects of U.S. macroeconomic data releases on prices and trading activity in the global interdealer foreign exchange market. (2004). Wright, Jonathan ; Chaboud, Alain P. ; Chernenko, Sergey ; Raj S. Krishnasami Iyer, ; Howorka, Edward ; Liu, David .
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  40. Equal size, equal role? interest rate interdependence between the euro area and the United States. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
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  41. The consequences of in-work benefit reform in Britain: new evidence from panel data. (2004). van der Klaauw, Wilbert ; Francesconi, Marco.
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  42. Asset Prices and Exchange Rates. (2004). Rigobon, Roberto ; Pavlova, Anna.
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  43. Exchange rates and fundamentals: new evidence from real-time data. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
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  44. Communication and exchange rate policy. (2004). Fratzscher, Marcel.
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  45. Taking stock: monetary policy transmission to equity markets. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
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  46. Equal size, equal role? Interdependence between the euro area and the United States. (2004). Fratzscher, Marcel ; Ehrmann, Michael.
    In: Working Paper Series.
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  47. Econometrics of testing for jumps in financial economics using bipower variation. (2003). Shephard, Neil ; Barndorff-Nielsen, Ole.
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  48. Inventory Information. (2003). Lyons, Richard ; Evans, Martin ; Cao, Huining.
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  49. What moves sovereign bond markets? The effects of economic news on U.S. and German yields. (2003). Goldberg, Linda ; Leonard, Deborah.
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  50. The high-frequency response of exchange rates and interest rates to macroeconomic announcements. (2003). Wright, Jonathan ; Wang, Shing-Yi ; Rogers, John ; Faust, Jon.
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