ECB unconventional monetary policy and volatile bank flows: Spillover effects on emerging market economies
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DOI: 10.1016/j.inteco.2022.11.008
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More about this item
Keywords
Unconventional monetary policy spillovers; Shadow short rate; International banking flows; Global financial cycle; Global VAR;All these keywords.
JEL classification:
- E - Macroeconomics and Monetary Economics
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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