Nothing Special   »   [go: up one dir, main page]
create a website
Measuring the effects of U.S. uncertainty and monetary conditions on EMEs macroeconomic dynamics. (2020). Trecroci, Carmine ; Rivolta, Giulia.
In: MPRA Paper.
RePEc:pra:mprapa:99403.

Full description at Econpapers || Download paper

Cited: 3

Citations received by this document

Cites: 56

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand. (2021). Ryan, Michael.
    In: Working Papers in Economics.
    RePEc:wai:econwp:20/11.

    Full description at Econpapers || Download paper

  2. Financial uncertainty and real activity: The good, the bad, and the ugly. (2021). Kima, Richard ; Delrio, Silvia ; Castelnuovo, Efrem ; Caggiano, Giovanni.
    In: European Economic Review.
    RePEc:eee:eecrev:v:136:y:2021:i:c:s0014292121001033.

    Full description at Econpapers || Download paper

  3. Global effects of US uncertainty: real and financial shocks on real and financial markets. (2020). Uribe, Jorge ; Hirs-Garzon, Jorge ; Gomez-Gonzalez, Jose.
    In: Working papers.
    RePEc:rie:riecdt:69.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Ahir H., N. Bloom, and D. Furceri (2018). “The World Uncertainty Index”, available at https://nbloom.people.stanford.edu/research. Ahmed, S., B. Coulibaly and A. Zlate, 2017. “International financial spillovers to emerging market economies: How important are economic fundamentals?”. Journal of International Money and Finance, 76, pp. 133–52.

  2. Alessandri P., Mumtaz H. (2019). "Financial regimes and uncertainty shocks". Journal of Monetary Economics, 101, pp. 31-46.

  3. Ammer, J., De Pooter, M., Erceg, C.J., Kamin, S.B. (2016). “International Spillovers of Monetary Policy”. Tech. Rep. Board of Governors of the Federal Reserve System (US).
    Paper not yet in RePEc: Add citation now

  4. Angelini, G., E. Bacchiocchi, G. Caggiano, and L. Fanelli (2019). “Uncertainty Across Volatility Regimes”. Journal of Applied Econometrics, 34(3), pp. 437-455.

  5. Bańbura, M., D. Giannone and L. Reichlin (2010). “Large Bayesian vector auto regressions”. Journal of Applied Econometrics, 25(1), 71-92.

  6. Bachmann, R., S. Elstner, and E.R. Sims (2013). “Uncertainty and Economic Activity: Evidence from Business Survey Data”. American Economic Journal: Macroeconomics, 5 (2): 217-49.

  7. Baker S.R., Bloom N., Davis S.J. (2016). “Measuring Economic Policy Uncertainty”. The Quarterly Journal of Economics, 131(4), pp. 1593-1636.

  8. Basu, S., and B. Bundick (2017). “Uncertainty Shocks in a Model of Effective Demand”. Econometrica, 85, 3, 937-958.

  9. Bekaert, G., M. Hoerova and M. Lo Duca, 2013. “Risk, uncertainty, and monetary policy”. Journal of Monetary Economics, 60(7), pp. 771–88.

  10. Bernanke, B.S., M. Gertler, S.Gilchrist (1999). “The financial accelerator in a quantitative business cycle framework”. Chapter 21 in Handbook of Macroeconomics, Elsevier, 1C, 1341-1393.
    Paper not yet in RePEc: Add citation now

  11. Bhattarai S., Chatterjee A., Park W.Y. (2019). "Global Spillover Effects of US Uncertainty". Journal of Monetary Economics, in press.

  12. Bloom N. (2009). "The impact of uncertainty shocks". Econometrica 77, pp. 623-685.

  13. Bloom, N. (2014). "Fluctuations in uncertainty". Journal of Economic Perspectives, 28, pp. 153-176.

  14. Bonciani, D., and M. Ricci (2018). “The global effects of global risk and uncertainty”. European Central Bank Working Paper No. 2179.

  15. Borio, C. (2014). “The financial cycle and macroeconomics: what have we learnt?” Journal of Banking and Finance, vol. 45, 182–98.

  16. Borio, C., H. Zhu (2012). “Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?” Journal of Financial Stability, 8, 236–251.

  17. Bruno, V. H.S. Shin (2015). “Capital flows and the risk-taking channel of monetary policy”. Journal of Monetary Economics, 71,119-132.

  18. Bua, G., and C. Trecroci (2019). “International Equity Markets Interdependence: Bigger Shocks or Contagion in the 21st Century?” Review of World Economics, 155(1), 43-69.

  19. Caggiano, G. E. Castelnuovo, J.M. Figueres (2014). “Economic policy uncertainty and unemployment in the United States: A nonlinear approach”. Economics Letters, 151, 31-34.

  20. Caggiano, G., E. Castelnuovo, and J. M. Figueres (2019). “Economic Policy Uncertainty Spillovers in Booms and Busts”. Oxford Bulletin of Economics and Statistics, forthcoming.

  21. Caldara D., Fuentes-Albero C., Gilchrist S., Zakrajzek E. (2016). "The macroeconomic impact of financial and uncertainty shocks". European Economic Review, 88, pp. 185-207.

  22. Caldara, D., C. Fuentes-Albero, S. Gilchrist and E. Zakrajsek (2018). “The macroeconomic impact of financial and uncertainty shocks”. European Economic Review, 88(C), 185-207.
    Paper not yet in RePEc: Add citation now

  23. Carriere-Swallow Y., Cespedes L.F. (2013). "The Impact of Uncertainty Shocks in Emerging Economies". Journal of International Economics, 90, pp. 316-325.

  24. Carriero A., Clark T.E., Marcellino M. (2018a). "Measuring Uncertainty and its Impact on the Economy," Review of Economics and Statistics, 100(5), pp. 799-815.

  25. Carriero A., Clark T.E., Marcellino M. (2018b). "Endogenous Uncertainty". Working paper n. 1805, Federal Reserve Bank of Cleveland.
    Paper not yet in RePEc: Add citation now

  26. Carriero A., Mumtaz H., Theodoridis K., Theophilopoulou A. (2015). "The Impact of Uncertainty Shocks under Measurement Error: A Proxy SVAR Approach". Journal of Money, Credit and Banking, 47(6), pp. 1223-1238.

  27. Castelnuovo, E. (2019). “Domestic and Global Uncertainty: A Survey and Some New Results”. CESifo Working Paper #7900.

  28. Cerutti, E., S. Claessens and A.K. Rose, 2019. "How Important is the Global Financial Cycle? Evidence from Capital Flows," IMF Economic Review, vol 67(1), pages 24-60.

  29. Cesa-Bianchi, A., M. H. Pesaran and A. Rebucci (2019). “Uncertainty and Economic Activity: A Multicountry Perspective”. Forthcoming, Review of Financial Studies.
    Paper not yet in RePEc: Add citation now

  30. Choi S. (2017). “Variability in the effects of uncertainty shocks: new stylized facts from OECD countries”. Journal of Macroeconomics, 53, pp 127-144.

  31. Choi S. (2018). “The impact of US financial uncertainty shocks on emerging market economies: an international credit channel”. Open Economies Review, 29, pp. 89-118.

  32. Coimbra, N., and H. Rey (2018). “Financial Cycles and Credit Growth across Countries”. AEA Papers and Proceedings, 108, 509-12.

  33. Colombo, V. (2013). “Economic policy uncertainty in the US: Does it matter for the Euro Area?”. Economics Letters, 121(1), pp 39-42.

  34. Cuaresma, J.C., F. Huber and L. Onorante (2020). “Fragility and the effect of international uncertainty shocks”. Forthcoming, Journal of International Money and Finance.
    Paper not yet in RePEc: Add citation now

  35. Dedola L., Rivolta G., and Stracca L. (2017). “If the Fed sneezes, who catches a cold?”. Journal of International Economics, 108, pp. S23-S41.

  36. Gertler, M., and Peter Karadi (2015). “Monetary Policy Surprises, Credit Costs, and Economic Activity”. American Economic Journal: Macroeconomics, 7 (1): 44-76.

  37. Giannone, D., M. Lenza, and G. E. Primiceri (2015). “Prior Selection for Vector Autoregressions”. Review of Economics and Statistics, 97, 436–451.

  38. Gilchrist, S., and E. Zakrajšek (2012). “Credit Spreads and Business Cycle Fluctuations”. American Economic Review, 102 (4): 1692-1720.

  39. Gourinchas, P.O. and H. Rey (2017). “Exorbitant Privilege and Exorbitant Duty”. Technical report, London Business School and UC Berkeley.
    Paper not yet in RePEc: Add citation now
  40. Gourinchas, P.O., H. Rey and M. Sauzet (2019). “The International Monetary and Financial System”. Annual Review of Economics, forthcoming.
    Paper not yet in RePEc: Add citation now
  41. Iacoviello, M., and G. Navarro (2019). “Foreign Effects of Higher U.S. Interest Rates”. Journal of International Money and Finance, 95, 232-250.
    Paper not yet in RePEc: Add citation now

  42. Jorda, O., M. Schularick, A.M. Taylor, and F. Ward (2019). “Global Financial Cycles and Risk Premiums”. IMF Economic Review, 67, 109–150.

  43. Jurado K.,Ludvigson S.C., Ng S. (2015) ."Measuring uncertainty". American Economic Review, 105, pp. 1177-1216.

  44. Kiyotaki, N. and J. Moore (2019). “Liquidity, Business Cycles, and Monetary Policy”. Journal of Political Economy, ahead of print.
    Paper not yet in RePEc: Add citation now

  45. Koop G., Pesaran M.H., Potter M. (1996). "Impulse response analysis in nonlinear multivariate models". Journal of Econometrics, 74, pp. 119-147.

  46. Leduc, S. and Z. Liu (2016). “Uncertainty shocks are aggregate demand shocks”. Journal of Monetary Economics, 82, 20-35.

  47. Ludvigson, S.C., Ma S., Ng S., (2019). "Uncertainty and Business Cycles: Exogenous Impulse or Endogenous Response?" American Economic Journal: Macroeconomics, forthcoming.
    Paper not yet in RePEc: Add citation now

  48. Mehrotra, A., R. Moessner and C. Shu (2019). “Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities”. BIS Working Papers No 814.

  49. Mendoza, E.G., (2010). “Sudden Stops, Financial Crises, and Leverage”. American Economic Review, 100 (5): 1941-66.

  50. Miranda-Agrippino, S., and H. Rey (2020). “The Global Financial Cycle After Lehman”. Forthcoming AEA Papers & Proceedings.
    Paper not yet in RePEc: Add citation now
  51. Obstfeld, m. (2020). “Global Dimensions of U.S. Monetary Policy”. Forthcoming, International Journal of Central Banking.
    Paper not yet in RePEc: Add citation now

  52. Pesaran M.H., Shin Y. (1998). "Generalized impulse response analysis in linear multivariate models". Economic Letters, 58, pp. 17-29.

  53. Piffer, M. and M. Podstawski (2018). “Identifying Uncertainty Shocks Using the Price of Gold”. Economic Journal, 128, 616, 3266-3284 Popp A., Zhang F., (2016). "The macroeconomic effects of uncertainty shocks: the role of the financial channel". Journal of Economic Dynamics and Control, 69, pp. 319-349.

  54. Redl, C. (2020). “Uncertainty matters: evidence from close elections”. Journal of International Economics, in press, https://doi.org/10.1016/j.jinteco.2020.103296.

  55. Rey, H., (2015). “Dilemma not trilemma: the global financial cycle and monetary policy independence”. NBER Working Papers #21162.

  56. Stock, James H., and Mark W. Watson. (2018). "Identification and Estimation of dynamic causal effects in macroeconomics using external instruments". The Economic Journal, 128, pp. 917-948

Cocites

Documents in RePEc which have cited the same bibliography

  1. EOn the Effectiveness of Foreign Exchange Reserves during the 2021-22 U.S. Monetary Tightening Cycle.. (2023). Uddin, Gazi Salah ; Saadaoui, Jamel ; Aizenman, Joshua ; Ahmed, Rashad.
    In: Working Papers of BETA.
    RePEc:ulp:sbbeta:2023-13.

    Full description at Econpapers || Download paper

  2. On the Effectiveness of Foreign Exchange Reserves During the 2021-22 U.S. Monetary Tightening Cycle. (2023). Saadaoui, Jamel ; Uddin, Gazi Salah ; Aizenman, Joshua ; Ahmed, Rashad.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:30935.

    Full description at Econpapers || Download paper

  3. Sudden stops and optimal foreign exchange intervention. (2023). Yu, Changhua ; Devereux, Michael B ; Davis, Scott J.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:141:y:2023:i:c:s0022199623000144.

    Full description at Econpapers || Download paper

  4. US Monetary Policy Spillovers to Emerging Markets: the Trade Credit Channel. (2023). London, Mélina ; Silvestrini, Maeva.
    In: Working papers.
    RePEc:bfr:banfra:915.

    Full description at Econpapers || Download paper

  5. Does the Relative Importance of the Push and Pull Factors of Foreign Capital Flows Vary Across Quantiles?. (2022). Yan, Cheng ; Wang, Xichen.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:70:y:2022:i:2:d:10.1057_s41308-021-00151-7.

    Full description at Econpapers || Download paper

  6. Dynamic Stock Dependence and Monetary Variables in the United States (2000- 2016) - A Copula and Neural Network Approach. (2022). Calisto, Edgar Ortiz ; Bucio, Christian ; Sosa, Miriam.
    In: Lecturas de Economía.
    RePEc:lde:journl:y:2022:i:96:p:201-234.

    Full description at Econpapers || Download paper

  7. Asymmetric spillovers in emerging market monetary policy. (2022). Eterovic, Nicolas ; Sweet, Cassandra.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:82:y:2022:i:c:p:650-662.

    Full description at Econpapers || Download paper

  8. Spillovers between Sukuks and Shariah-compliant equity markets. (2022). Balli, Hatice ; de Bruin, Anne ; Ozerballi, Hatice ; Billah, Mabruk.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:72:y:2022:i:c:s0927538x22000208.

    Full description at Econpapers || Download paper

  9. The role of financial stress, oil, gold and natural gas prices on clean energy stocks: Global evidence from extreme quantile approach. (2022). Fu, Zheng ; Chen, Zhiguo ; Sharif, Arshian ; Razi, Ummara.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003063.

    Full description at Econpapers || Download paper

  10. Are higher U.S. interest rates always bad news for emerging markets?. (2022). Yoldas, Emre ; Kamin, Steve ; Hoek, Jasper.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:137:y:2022:i:c:s0022199622000174.

    Full description at Econpapers || Download paper

  11. Short-run disequilibrium adjustment and long-run equilibrium in the international stock markets: A network-based approach. (2022). Li, Youwei ; Stanley, Eugene H ; Pantelous, Athanasios A ; Chen, Yanhua.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:79:y:2022:i:c:s1057521921003161.

    Full description at Econpapers || Download paper

  12. China’s monetary policy and global stock markets: A new cointegration approach with smoothing structural changes. (2022). Chen, Pei-Fen ; Lee, Chingnun ; Hung, Ying-Shu.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:76:y:2022:i:c:p:643-666.

    Full description at Econpapers || Download paper

  13. The Global Transmission of U.S. Monetary Policy. (2022). Ricco, Giovanni ; Hong, Seokki Simon ; Degasperi, Riccardo.
    In: Working Papers.
    RePEc:crs:wpaper:2023-02.

    Full description at Econpapers || Download paper

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

    Full description at Econpapers || Download paper

  15. The Covid-19 shock and the monetary policy response in Colombia. (2022). Romero, Jose Vicente ; Ospina, Juan Jose ; Vargas-Herrera, Hernando.
    In: BIS Papers chapters.
    RePEc:bis:bisbpc:122-06.

    Full description at Econpapers || Download paper

  16. Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets. (2021). Ivrendi, Mehmet ; Yildirim, Zekeriya.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00299-1.

    Full description at Econpapers || Download paper

  17. The COVID-19 shock and long-term interest rates in emerging market economies. (2021). Janus, Jakub.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:43:y:2021:i:c:s154461232100057x.

    Full description at Econpapers || Download paper

  18. Financial spillovers and spillbacks: New evidence from China and G7 countries. (2021). Zhao, Yang ; Shi, Yukun ; Jing, Zhongbo ; Fang, YI.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:184-200.

    Full description at Econpapers || Download paper

  19. Emerging markets sovereign CDS spreads during COVID-19: Economics versus epidemiology news. (2021). Aizenman, Joshua ; Daehler, Timo B ; Jinjarak, Yothin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:100:y:2021:i:c:s0264999321000936.

    Full description at Econpapers || Download paper

  20. Changing patterns of capital flows. (2021). Bank for International Settlements, .
    In: CGFS Papers.
    RePEc:bis:biscgf:66.

    Full description at Econpapers || Download paper

  21. Moving Up the Ladder : An Analysis of IDA Graduation Policy. (2020). Dobronogov, Anton ; Wilson, James Michael ; Knack, Stephen.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:9208.

    Full description at Econpapers || Download paper

  22. Prospects, Risks, and Vulnerabilities in Emerging and Developing Economies : Lessons from the Past Decade. (2020). Ruch, Franz Ulrich.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:9181.

    Full description at Econpapers || Download paper

  23. Inflation targeting and exchange rate volatility in emerging markets. (2020). Carneiro, Francisco G ; Cabral, Rene ; Mollick, Andre Varella.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:2:d:10.1007_s00181-018-1478-8.

    Full description at Econpapers || Download paper

  24. Measuring the effects of U.S. uncertainty and monetary conditions on EMEs macroeconomic dynamics. (2020). Trecroci, Carmine ; Rivolta, Giulia.
    In: MPRA Paper.
    RePEc:pra:mprapa:99403.

    Full description at Econpapers || Download paper

  25. Emerging Markets Sovereign Spreads and Country-Specific Fundamentals During COVID-19. (2020). Daehler, Timo ; Aizenman, Joshua ; Jinjarak, Yothin.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:27903.

    Full description at Econpapers || Download paper

  26. Impacts of conventional and unconventional US monetary policies on global financial markets. (2020). Ono, Shigeki.
    In: International Economics and Economic Policy.
    RePEc:kap:iecepo:v:17:y:2020:i:1:d:10.1007_s10368-019-00456-z.

    Full description at Econpapers || Download paper

  27. When is Bad News Good News? U.S. Monetary Policy, Macroeconomic News, and Financial Conditions in Emerging Markets. (2020). Yoldas, Emre ; Hoek, Jasper ; Kamin, Steven B.
    In: International Finance Discussion Papers.
    RePEc:fip:fedgif:1269.

    Full description at Econpapers || Download paper

  28. Sudden Stops and Optimal Foreign Exchange Intervention. (2020). Yu, Changhua ; Davis, Jonathan ; Devereux, Michael B.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:89034.

    Full description at Econpapers || Download paper

  29. Global uncertainties and portfolio flow dynamics of the BRICS countries. (2020). Gul, Selcuk ; Epni, Ouzhan ; Yilmaz, Muhammed Hasan ; Hacihasanolu, Yavuz Selim.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920301501.

    Full description at Econpapers || Download paper

  30. Risks in emerging markets equities: Time-varying versus spatial risk analysis. (2020). Owusu Junior, Peterson ; Alagidede, Imhotep.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:542:y:2020:i:c:s0378437119319405.

    Full description at Econpapers || Download paper

  31. Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty. (2020). Cooray, Arusha ; Chatziantoniou, Ioannis ; Apergis, Nicholas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301800.

    Full description at Econpapers || Download paper

  32. Gains from anchoring inflation expectations: Evidence from the taper tantrum shock. (2020). Grigoli, Francesco ; Caselli, Francesca ; Gruss, Bertrand ; Bems, Rudolfs.
    In: Economics Letters.
    RePEc:eee:ecolet:v:188:y:2020:i:c:s016517651930415x.

    Full description at Econpapers || Download paper

  33. US ECONOMIC POLICY UNCERTAINTY AND GCC STOCK MARKET PERFORMANCE. (2020). Abdullah, Saeed.
    In: Studies in Business and Economics.
    RePEc:blg:journl:v:15:y:2020:i:1:p:223-242.

    Full description at Econpapers || Download paper

  34. Capital inflows to emerging countries and their sensitivity to the global financial cycle. (2020). Corneli, Flavia ; buono, ines ; di Stefano, Enrica.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1262_20.

    Full description at Econpapers || Download paper

  35. Board Governance, Sustainable Innovation Capability and Corporate Expansion: Empirical Data from Private Listed Companies in China. (2019). Bai, Guiyu ; Xu, Peng.
    In: Sustainability.
    RePEc:gam:jsusta:v:11:y:2019:i:13:p:3529-:d:243394.

    Full description at Econpapers || Download paper

  36. Monetary policy divergence and net capital flows: Accounting for endogenous policy responses. (2019). Zlate, Andrei ; Davis, Scott J.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:94:y:2019:i:c:p:15-31.

    Full description at Econpapers || Download paper

  37. Spillovers and the determinants in Islamic equity markets. (2019). Balli, Faruk ; Hasan, Md Iftekhar ; de Bruin, Anne.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818305023.

    Full description at Econpapers || Download paper

  38. Interest Rate Spillovers from the United States: Expectations, Term Premia and Macro-Financial Vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Shu, Chang.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7896.

    Full description at Econpapers || Download paper

  39. The Impact of US Economic Policy Uncertainty Shock on GCC Stock Market Performance. (2019). Michael, Taillard ; Abdullah, Alqahtani.
    In: Asian Journal of Law and Economics.
    RePEc:bpj:ajlecn:v:10:y:2019:i:2:p:13:n:1.

    Full description at Econpapers || Download paper

  40. Interest rate spillovers from the United States : expectations, term premia and macro-financial vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Shu, Chang.
    In: BOFIT Discussion Papers.
    RePEc:bof:bofitp:2019_020.

    Full description at Econpapers || Download paper

  41. Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities. (2019). Moessner, Richhild ; Mehrotra, Aaron ; Author, Chang Shu.
    In: BIS Working Papers.
    RePEc:bis:biswps:814.

    Full description at Econpapers || Download paper

  42. Effects of Fed Announcements on Emerging Markets: What Determines Financial Market Reactions?. (2018). Mishra, Prachi ; Nguyen, Lam ; NDiaye, Papa.
    In: IMF Economic Review.
    RePEc:pal:imfecr:v:66:y:2018:i:4:d:10.1057_s41308-018-0068-2.

    Full description at Econpapers || Download paper

  43. Monetary Policy Divergence and Net Capital Flows: Accounting for Endogenous Policy Responses. (2018). Zlate, Andrei ; Davis, Jonathan.
    In: Supervisory Research and Analysis Working Papers.
    RePEc:fip:fedbqu:rpa18-5.

    Full description at Econpapers || Download paper

  44. Macroprudential policy and foreign interest rate shocks: A comparison of loan-to-value and capital requirements. (2018). Garbers, Chris ; Liu, Guangling.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:58:y:2018:i:c:p:683-698.

    Full description at Econpapers || Download paper

  45. Foreign ownership and stock market liquidity. (2018). Lee, Jieun ; Chung, Kee H.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:54:y:2018:i:c:p:311-325.

    Full description at Econpapers || Download paper

  46. Explaining Monetary Spillovers: The Matrix Reloaded. (2018). Schrimpf, Andreas ; Kearns, Jonathan ; Xia, Dora.
    In: BIS Working Papers.
    RePEc:bis:biswps:757.

    Full description at Econpapers || Download paper

  47. Financial spillovers, spillbacks, and the scope for international macroprudential policy coordination. (2018). Agenor, Pierre-Richard ; Pereira, Luiz Awazu.
    In: BIS Papers.
    RePEc:bis:bisbps:97.

    Full description at Econpapers || Download paper

  48. Macroprudential policy and foreign interest rate shocks: A comparison of different instruments and regulatory regimes. (2017). Liu, Guangling ; Garbers, Chris.
    In: Working Papers.
    RePEc:sza:wpaper:wpapers291.

    Full description at Econpapers || Download paper

  49. Flow specific capital controls for emerging markets. (2017). Liu, Guangling ; Garbers, Chris.
    In: Working Papers.
    RePEc:sza:wpaper:wpapers288.

    Full description at Econpapers || Download paper

  50. Monetary Policy Divergence, Net Capital Flows, and Exchange Rates: Accounting for Endogenous Policy Responses. (2017). Zlate, Andrei ; Davis, Jonathan.
    In: Globalization Institute Working Papers.
    RePEc:fip:feddgw:328.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2025-01-07 06:31:02 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.