Giulia Rivolta
Personal Details
First Name: | Giulia |
Middle Name: | |
Last Name: | Rivolta |
Suffix: | |
RePEc Short-ID: | pri377 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | Dipartimento di Economia, Management e Metodi Quantitativi (DEMM); Università degli Studi di Milano (from RePEc Genealogy) |
Affiliation
Dipartimento di Economia e Finanza
Dipartimenti e Istituti di Scienze Economiche
Università Cattolica del Sacro Cuore
Milano, Italyhttp://dipartimenti.unicatt.it/defin
RePEc:edi:iecatit (more details at EDIRC)
Research output
Jump to: Working papers Articles ChaptersWorking papers
- Gianluca Cafiso & Giulia Rivolta, 2022. "Monetary Interventions and the Rise of Non-Bank Lenders," CESifo Working Paper Series 9949, CESifo.
- Chiara Punzo & Giulia Rivolta, 2022. "Money versus debt financed regime: Evidence from an estimated DSGE model," DISCE - Working Papers del Dipartimento di Economia e Finanza def120, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Gianluca Cafiso & Giulia Rivolta, 2021. "Heterogeneous Loans and the Effect of Monetary Interventions," CESifo Working Paper Series 9194, CESifo.
- Rivolta, Giulia & Trecroci, Carmine, 2020. "Measuring the effects of U.S. uncertainty and monetary conditions on EMEs' macroeconomic dynamics," MPRA Paper 99403, University Library of Munich, Germany.
- Raffaele Miniaci & Paolo Panteghini & Giulia Rivolta, 2018.
"The Estimation of Reaction Functions under Tax Competition,"
CESifo Working Paper Series
6928, CESifo.
- Miniaci Raffaele & Panteghini Paolo M. & Rivolta Giulia, 2022. "The estimation of reaction functions under tax competition," German Economic Review, De Gruyter, vol. 23(2), pages 301-339, May.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017.
"If the Fed sneezes, who catches a cold?,"
Working Paper Series
2050, European Central Bank.
- Luca Dedola & Giulia Rivolta & Livio Stracca, 2016. "If the Fed Sneezes, Who Catches a Cold?," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017. "If the Fed sneezes, who catches a cold?," Journal of International Economics, Elsevier, vol. 108(S1), pages 23-41.
- Giulia RIVOLTA, 2014. "An Event Study Analysis of ECB Unconventional Monetary Policy," Departmental Working Papers 2014-02, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
Articles
- Cafiso, Gianluca & Rivolta, Giulia, 2024. "Conventional monetary interventions through the credit channel and the rise of non-bank institutions," Economic Systems, Elsevier, vol. 48(1).
- Miniaci Raffaele & Panteghini Paolo M. & Rivolta Giulia, 2022.
"The estimation of reaction functions under tax competition,"
German Economic Review, De Gruyter, vol. 23(2), pages 301-339, May.
- Raffaele Miniaci & Paolo Panteghini & Giulia Rivolta, 2018. "The Estimation of Reaction Functions under Tax Competition," CESifo Working Paper Series 6928, CESifo.
- Giulia Rivolta, 2018. "Potential ECB reaction functions with time-varying parameters: an assessment," Empirical Economics, Springer, vol. 55(4), pages 1425-1473, December.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017.
"If the Fed sneezes, who catches a cold?,"
Journal of International Economics, Elsevier, vol. 108(S1), pages 23-41.
- Luca Dedola & Giulia Rivolta & Livio Stracca, 2016. "If the Fed Sneezes, Who Catches a Cold?," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017. "If the Fed sneezes, who catches a cold?," Working Paper Series 2050, European Central Bank.
Chapters
- Luca Dedola & Giulia Rivolta & Livio Stracca, 2016.
"If the Fed Sneezes, Who Catches a Cold?,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2016,
National Bureau of Economic Research, Inc.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017. "If the Fed sneezes, who catches a cold?," Journal of International Economics, Elsevier, vol. 108(S1), pages 23-41.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017. "If the Fed sneezes, who catches a cold?," Working Paper Series 2050, European Central Bank.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.RePEc Biblio mentions
As found on the RePEc Biblio, the curated bibliography of Economics:- Luca Dedola & Giulia Rivolta & Livio Stracca, 2016.
"If the Fed Sneezes, Who Catches a Cold?,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2016,
National Bureau of Economic Research, Inc.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017. "If the Fed sneezes, who catches a cold?," Journal of International Economics, Elsevier, vol. 108(S1), pages 23-41.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017. "If the Fed sneezes, who catches a cold?," Working Paper Series 2050, European Central Bank.
Mentioned in:
Working papers
- Chiara Punzo & Giulia Rivolta, 2022.
"Money versus debt financed regime: Evidence from an estimated DSGE model,"
DISCE - Working Papers del Dipartimento di Economia e Finanza
def120, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
Cited by:
- Valentina Colombo & Alessia Paccagnini, 2024. "Uncertainty and the Federal Reserve’s Balance Sheet Monetary Policy," DISCE - Working Papers del Dipartimento di Economia e Finanza def131, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Russell Davidson & Andrea Monticini, 2023. "Bootstrap Performance with Heteroskedasticity," DISCE - Working Papers del Dipartimento di Economia e Finanza def130, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Gianluca Cafiso & Giulia Rivolta, 2021.
"Heterogeneous Loans and the Effect of Monetary Interventions,"
CESifo Working Paper Series
9194, CESifo.
Cited by:
- Gianluca Cafiso, 2022. "Loans to Different Groups and Economic Activity at Times of Crisis and Growth," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 84(3), pages 594-623, June.
- Rivolta, Giulia & Trecroci, Carmine, 2020.
"Measuring the effects of U.S. uncertainty and monetary conditions on EMEs' macroeconomic dynamics,"
MPRA Paper
99403, University Library of Munich, Germany.
Cited by:
- Michael Ryan, 2020. "An Anchor in Stormy Seas: Does Reforming Economic Institutions Reduce Uncertainty? Evidence from New Zealand," Working Papers in Economics 20/11, University of Waikato.
- Raffaele Miniaci & Paolo Panteghini & Giulia Rivolta, 2018.
"The Estimation of Reaction Functions under Tax Competition,"
CESifo Working Paper Series
6928, CESifo.
- Miniaci Raffaele & Panteghini Paolo M. & Rivolta Giulia, 2022. "The estimation of reaction functions under tax competition," German Economic Review, De Gruyter, vol. 23(2), pages 301-339, May.
Cited by:
- Rosella Levaggi & Paolo M. Panteghini, 2021.
"Public expenditure spillovers: an explanation for heterogeneous tax reaction functions,"
International Tax and Public Finance, Springer;International Institute of Public Finance, vol. 28(3), pages 497-514, June.
- Rosella Levaggi & Paolo Panteghini, 2018. "Public Expenditure Spillovers: An Explanation for Heterogeneous Tax Reaction Functions," CESifo Working Paper Series 7290, CESifo.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017.
"If the Fed sneezes, who catches a cold?,"
Working Paper Series
2050, European Central Bank.
- Luca Dedola & Giulia Rivolta & Livio Stracca, 2016. "If the Fed Sneezes, Who Catches a Cold?," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017. "If the Fed sneezes, who catches a cold?," Journal of International Economics, Elsevier, vol. 108(S1), pages 23-41.
Cited by:
- Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2018.
"Effects of US Quantitative Easing on Emerging Market Economies,"
ADBI Working Papers
803, Asian Development Bank Institute.
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2015. "Effects of US quantitative easing on emerging market economies," Globalization Institute Working Papers 255, Federal Reserve Bank of Dallas.
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2015. "Effects of US Quantitative Easing on Emerging Market Economies," Discussion Papers 2015-26, School of Economics, The University of New South Wales.
- Saroj Bhattarai & Arpita Chatterjee & Woong Yong Park, 2015. "Effects of US quantitative easing on emerging market economies," CAMA Working Papers 2015-47, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
- Bhattarai, Saroj & Chatterjee, Arpita & Park, Woong Yong, 2021. "Effects of US quantitative easing on emerging market economies," Journal of Economic Dynamics and Control, Elsevier, vol. 122(C).
- Krittika Banerjee & Ashima Goyal, 2020.
"Monetary spillovers and real exchange rate misalignments in emerging markets,"
Indira Gandhi Institute of Development Research, Mumbai Working Papers
2020-030, Indira Gandhi Institute of Development Research, Mumbai, India.
- Krittika Banerjee & Ashima Goyal, 2020. "Monetary spillovers and real exchange rate misalignments in emerging markets," International Journal of Emerging Markets, Emerald Group Publishing Limited, vol. 17(2), pages 452-484, October.
- Chiang, Thomas C., 2021. "Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
- De Simone, Francisco Nadal, 2024. "The transmission of U.S. monetary policy to small open economies," Journal of International Money and Finance, Elsevier, vol. 142(C).
- Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2019.
"Capital flows in the euro area and TARGET2 balances,"
Discussion Papers
24/2019, Deutsche Bundesbank.
- Nikolay Hristov & Oliver Hülsewig & Timo Wollmershäuser, 2018. "Capital Flows in the Euro Area and TARGET2 Balances," CESifo Working Paper Series 6877, CESifo.
- Wollmershäuser, Timo, 2018. "Capital Flows in the Euro Area and TARGET2 Balances," VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy 181648, Verein für Socialpolitik / German Economic Association.
- Hristov, Nikolay & Hülsewig, Oliver & Wollmershäuser, Timo, 2020. "Capital flows in the euro area and TARGET2 balances," Journal of Banking & Finance, Elsevier, vol. 113(C).
- Hristov, Nikolay & Huelsewig, Oliver & Wollmershaeuser, Timo, 2020. "Capital flows in the euro area and TARGET2 balances," Munich Reprints in Economics 84737, University of Munich, Department of Economics.
- Simon Lloyd & Ed Manuel & Konstantin Panchev, 2024.
"Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 335-392, March.
- Lloyd, S. & Manuel, E. & Panchev, K., 2021. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," Cambridge Working Papers in Economics 2156, Faculty of Economics, University of Cambridge.
- Lloyd, Simon & Manuel, Ed & Panchev, Konstantin, 2021. "Foreign vulnerabilities, domestic risks: the global drivers of GDP-at-Risk," Bank of England working papers 940, Bank of England.
- Lloyd, S. & Manuel, E. & Panchev, K., 2021. "Foreign Vulnerabilities, Domestic Risks: The Global Drivers of GDP-at-Risk," Janeway Institute Working Papers 2102, Faculty of Economics, University of Cambridge.
- Klug, Thorsten & Mayer, Eric & Schuler, Tobias, 2021.
"The corporate saving glut and the current account in Germany,"
Working Paper Series
2586, European Central Bank.
- Klug, Thorsten & Mayer, Eric & Schuler, Tobias, 2022. "The corporate saving glut and the current account in Germany," Journal of International Money and Finance, Elsevier, vol. 121(C).
- Klug, Thorsten & Mayer, Eric & Schuler, Tobias, 2019. "The Corporate Saving Glut and the Current Account in Germany," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203523, Verein für Socialpolitik / German Economic Association.
- Thorsten Klug & Eric Mayer & Tobias Schuler, 2018. "The Corporate Saving Glut and the Current Account in Germany," ifo Working Paper Series 280, ifo Institute - Leibniz Institute for Economic Research at the University of Munich.
- Klug, Thorsten & Mayer, Eric & Schuler, Tobias, 2019. "The corporate saving glut and the current account in Germany," W.E.P. - Würzburg Economic Papers 100, University of Würzburg, Department of Economics.
- Callum Jones & Mariano Kulish & Daniel M. Rees, 2018.
"International Spillovers of Forward Guidance Shocks,"
IMF Working Papers
2018/114, International Monetary Fund.
- Callum Jones & Mariano Kulish & Daniel M. Rees, 2022. "International spillovers of forward guidance shocks," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 37(1), pages 131-160, January.
- Callum Jones & Mariano Kulish & Daniel Rees, 2020. "International spillovers of forward guidance shocks," BIS Working Papers 870, Bank for International Settlements.
- Jongrim Ha & Inhwan So, 2023. "Which Monetary Shocks Matter in Small Open Economies? Evidence from Canada," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 389-472, June.
- Sushant Acharya & Julien Bengui, 2016.
"Liquidity traps, capital flows,"
Staff Reports
765, Federal Reserve Bank of New York.
- ACHARYA, Suchant & BENGUI, Julien, 2015. "Liquidity traps, capital flows," Cahiers de recherche 2015-09, Universite de Montreal, Departement de sciences economiques.
- Sushant ACHARYA & Julien BENGUI, 2015. "Liquidity Traps, Capital Flows," Cahiers de recherche 14-2015, Centre interuniversitaire de recherche en économie quantitative, CIREQ.
- Julien Bengui & Sushant Acharya, 2016. "Liquidity Traps, Capital Flows," 2016 Meeting Papers 144, Society for Economic Dynamics.
- Acharya, Sushant & Bengui, Julien, 2018. "Liquidity traps, capital flows," Journal of International Economics, Elsevier, vol. 114(C), pages 276-298.
- Alessio Volpicella, 2019.
"SVARs Identification through Bounds on the Forecast Error Variance,"
Working Papers
890, Queen Mary University of London, School of Economics and Finance.
- Alessio Volpicella, 2022. "SVARs Identification Through Bounds on the Forecast Error Variance," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(3), pages 1291-1301, June.
- Kristina Bluwstein & Fabio Canova, 2016.
"Beggar-Thy-Neighbor? The International Effects of ECB Unconventional Monetary Policy Measures,"
International Journal of Central Banking, International Journal of Central Banking, vol. 12(3), pages 69-120, September.
- Canova, Fabio & Bluwstein, Kristina, 2015. "Beggar-thy-neighbor? The international effects of ECB unconventional monetary policy measures," CEPR Discussion Papers 10856, C.E.P.R. Discussion Papers.
- McQuade, Peter & Schmitz, Martin, 2019.
"America First? A US-centric view of global capital flows,"
Research Technical Papers
2/RT/19, Central Bank of Ireland.
- McQuade, Peter & Schmitz, Martin, 2019. "America First? A US-centric view of global capital flows," Working Paper Series 2238, European Central Bank.
- Akbari Dehbaghi, Simin & Arman, Seyed Aziz & Ahangari, Majid, 2020. "The Impact of Domestic and Foreign Monetary Policy on Iran\'s economy: Global Modeling," Journal of Money and Economy, Monetary and Banking Research Institute, Central Bank of the Islamic Republic of Iran, vol. 15(2), pages 151-180, April.
- Friedrich, Christian & Guerin, Pierre & Leiva-León, Danilo, 2021.
"Monetary Policy Independence and the Strength of the Global Financial Cycle,"
CEPR Discussion Papers
16203, C.E.P.R. Discussion Papers.
- Christian Friedrich & Pierre Guérin & Danilo Leiva-Leon, 2020. "Monetary Policy Independence and the Strength of the Global Financial Cycle," Staff Working Papers 20-25, Bank of Canada.
- Julian di Giovanni & John Rogers, 2024.
"The Impact of U.S. Monetary Policy on Foreign Firms,"
IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(1), pages 58-115, March.
- Di Giovanni, Julian & Rogers, John, 2022. "The Impact of U.S. Monetary Policy on Foreign Firms," CEPR Discussion Papers 17682, C.E.P.R. Discussion Papers.
- Julian di Giovanni & John H. Rogers, 2022. "The Impact of U.S. Monetary Policy on Foreign Firms," Staff Reports 1039, Federal Reserve Bank of New York.
- Giovanni Ricco & Riccardo Degasperi & Seokki S. Hong, 2020.
"The Global Transmission of U.S. Monetary Policy,"
Working Papers
814, Economic Research Southern Africa.
- Riccardo Degasperi & Seokki Simon Hong & Giovanni Ricco, 2023. "The Global Transmission of U.S. Monetary Policy," Working Papers 2023-02, Center for Research in Economics and Statistics.
- Ricco, Giovanni & Degasperi, Riccardo & Hong, Simon, 2020. "The Global Transmission of U.S. Monetary Policy," CEPR Discussion Papers 14533, C.E.P.R. Discussion Papers.
- Riccardo Degasperi & Seokki Simon Hong & Giovanni Ricco, 2021. "The global transmission of U.S. monetary policy," Working Papers hal-03373749, HAL.
- Degasperi,Riccardo & Hong, Seokki Simon & Ricco, Giovanni, 2020. "The Global Transmission of U.S. Monetary Policy," The Warwick Economics Research Paper Series (TWERPS) 1257, University of Warwick, Department of Economics.
- Lakdawala, Aeimit, 2021.
"The growing impact of US monetary policy on emerging financial markets: Evidence from India,"
Journal of International Money and Finance, Elsevier, vol. 119(C).
- Lakdawala, Aeimit, 2018. "The growing impact of US monetary policy on emerging financial markets: Evidence from India," Working Papers 2018-9, Michigan State University, Department of Economics.
- Cavallino, Paolo & Sandri, Damiano, 2023.
"The open-economy ELB: Contractionary monetary easing and the trilemma,"
Journal of International Economics, Elsevier, vol. 140(C).
- Sandri, Damiano & Cavallino, Paolo, 2020. "The Open-Economy ELB: Contractionary Monetary Easing and the Trilemma," CEPR Discussion Papers 14683, C.E.P.R. Discussion Papers.
- Bonciani, Dario & Ricci, Martino, 2020.
"The global effects of global risk and uncertainty,"
Bank of England working papers
863, Bank of England.
- Bonciani, Dario & Ricci, Martino, 2018. "The global effects of global risk and uncertainty," Working Paper Series 2179, European Central Bank.
- Katharina Bergant & Francesco Grigoli & Niels‐Jakob Hansen & Damiano Sandri, 2024.
"Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?,"
Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(6), pages 1405-1438, September.
- Sandri, Damiano & Bergant, Katharina & Grigoli, Francesco & Hansen, Niels-Jakob, 2020. "Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?," CEPR Discussion Papers 14948, C.E.P.R. Discussion Papers.
- Katharina Bergant & Mr. Francesco Grigoli & Mr. Niels-Jakob H Hansen & Mr. Damiano Sandri, 2020. "Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?," IMF Working Papers 2020/106, International Monetary Fund.
- Goswami, Mangal & Pontines, Victor & Mohammed, Yassier, 2023.
"Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness,"
International Review of Financial Analysis, Elsevier, vol. 89(C).
- Mangal Goswami & Victor Pontines & Yassier Mohammed, 2022. "Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness," Working Papers wp48, South East Asian Central Banks (SEACEN) Research and Training Centre.
- Lim, Hyunjoon, 2024. "Debt vulnerabilities and house price responses to external shocks," Finance Research Letters, Elsevier, vol. 63(C).
- Bartkiewicz Piotr, 2018. "The Impact of Quantitative Easing on Emerging Markets – Literature Review," Financial Internet Quarterly (formerly e-Finanse), Sciendo, vol. 14(4), pages 67-76, December.
- Silvia Miranda-Agrippino & Tsvetelina Nenova, 2021.
"A Tale of Two Global Monetary Policies,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2021,
National Bureau of Economic Research, Inc.
- Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022. "A Tale of Two Global Monetary Policies," CEPR Discussion Papers 16485, C.E.P.R. Discussion Papers.
- Agrippino, Silvia Miranda & Nenova, Tsvetelina, 2022. "A tale of two global monetary policies," Bank of England working papers 972, Bank of England.
- Miranda-Agrippino, Silvia & Nenova, Tsvetelina, 2022. "A tale of two global monetary policies," Journal of International Economics, Elsevier, vol. 136(C).
- Silvia Miranda-Agrippino & Tsvetelina Nenova, 2021. "A Tale of Two Global Monetary Policies," Discussion Papers 2117, Centre for Macroeconomics (CFM).
- Santiago Camara & Sebastian Ramirez Venegas, 2022.
"The Transmission of US Monetary Policy Shocks: The Role of Investment & Financial Heterogeneity,"
Papers
2209.11150, arXiv.org.
- Santiago Camara & Sebastian Ramirez Venegas, 2023. "The Transmission of US Monetary Policy Shocks The Role of Investment & Financial Heterogeneity," Working Papers 230, Red Nacional de Investigadores en Economía (RedNIE).
- Christian Friedrich & Pierre Guérin, 2016.
"The Dynamics of Capital Flow Episodes,"
Staff Working Papers
16-9, Bank of Canada.
- Christian Friedrich & Pierre Guérin, 2020. "The Dynamics of Capital Flow Episodes," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 52(5), pages 969-1003, August.
- Thomas, Lina, 2023. "The tale of two titans: US and China's distinct impact on the global economy," Finance Research Letters, Elsevier, vol. 58(PC).
- Pinchetti, Marco & Szczepaniak, Andrzej, 2021.
"Global spillovers of the Fed information effect,"
Bank of England working papers
952, Bank of England.
- Marco Pinchetti & Andrzej Szczepaniak, 2024. "Global Spillovers of the Fed Information Effect," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 72(2), pages 773-819, June.
- Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019.
"The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets,"
CESifo Working Paper Series
7955, CESifo.
- Emily Liu & Friederike Niepmann & Tim Schmidt-Eisenlohr, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," International Finance Discussion Papers 1265, Board of Governors of the Federal Reserve System (U.S.).
- Niepmann, Friederike & Schmidt-Eisenlohr, Tim & Liu, Emily, 2019. "The Effect of U.S. Stress Tests on Monetary Policy Spillovers to Emerging Markets," CEPR Discussion Papers 14128, C.E.P.R. Discussion Papers.
- Friederike Niepmann & Tim Schmidt‐Eisenlohr & Emily Liu, 2021. "The effect of US stress tests on monetary policy spillovers to emerging markets," Review of International Economics, Wiley Blackwell, vol. 29(1), pages 165-194, February.
- Banerjee, Ryan & Devereux, Michael B. & Lombardo, Giovanni, 2016.
"Self-oriented monetary policy, global financial markets and excess volatility of international capital flows,"
Journal of International Money and Finance, Elsevier, vol. 68(C), pages 275-297.
- Ryan Niladri Banerjee & Michael B Devereux & Giovanni Lombardo, 2016. "Self-oriented monetary policy, global financial markets and excess volatility of international capital flows," BIS Working Papers 540, Bank for International Settlements.
- Ryan Banerjee & Michael B. Devereux & Giovanni Lombardo, 2015. "Self-Oriented Monetary Policy, Global Financial Markets and Excess Volatility of International Capital Flows," NBER Working Papers 21737, National Bureau of Economic Research, Inc.
- Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg, 2020. "Monetary policy and its transmission in a globalised world," Working Paper Series 2407, European Central Bank.
- Jonathan Kearns & Andreas Schrimpf & Dora Xia, 2018.
"Explaining Monetary Spillovers: The Matrix Reloaded,"
BIS Working Papers
757, Bank for International Settlements.
- Jonathan Kearns & Andreas Schrimpf & Fan Dora Xia, 2023. "Explaining Monetary Spillovers: The Matrix Reloaded," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 55(6), pages 1535-1568, September.
- Schrimpf, Paul & Kearns, Jonathan & XIA, Fan Dora, 2020. "Explaining Monetary Spillovers: The Matrix Reloaded," CEPR Discussion Papers 15006, C.E.P.R. Discussion Papers.
- Jonathan Kearns & Andreas Schrimpf & Fan Dora Xia, 2019. "Explaining Monetary Spillovers: The Matrix Reloaded," RBA Research Discussion Papers rdp2019-03, Reserve Bank of Australia.
- Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Feldkircher, Martin & Huber, Florian, 2018.
"Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model,"
Working Papers in Economics
2018-6, University of Salzburg.
- Crespo Cuaresma, Jesus & Doppelhofer, Gernot & Feldkircher, Martin & Huber, Florian, 2018. "Spillovers from US monetary policy: Evidence from a time-varying parameter GVAR model," Discussion Paper Series in Economics 31/2018, Norwegian School of Economics, Department of Economics.
- Potjagailo, Galina, 2017. "Spillover effects from Euro area monetary policy across Europe: A factor-augmented VAR approach," Journal of International Money and Finance, Elsevier, vol. 72(C), pages 127-147.
- Wongi Kim & Kyunghun Kim, 2022. "Effect of news and noise shocks of US monetary policy on economic fluctuations in emerging market economies," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 55(4), pages 1862-1893, November.
- Rafael Cezar & Eric Monnet, 2021.
"Capital Controls and Foreign Reserves against External Shocks: Combined or Alone?,"
Working papers
849, Banque de France.
- Rafael Cezar & Eric Monnet, 2023. "Capital controls and foreign reserves against external shocks: Combined or alone?," PSE-Ecole d'économie de Paris (Postprint) halshs-04409575, HAL.
- Rafael Cezar & Eric Monnet, 2023. "Capital controls and foreign reserves against external shocks: Combined or alone?," Post-Print halshs-04409575, HAL.
- Cezar, Rafael & Monnet, Eric, 2023. "Capital controls and foreign reserves against external shocks: Combined or alone?," Journal of International Money and Finance, Elsevier, vol. 137(C).
- Margaux MacDonald & Michal Ksawery Popiel, 2016.
"Unconventional Monetary Policy In A Small Open Economy,"
Working Paper
1367, Economics Department, Queen's University.
- Margaux MacDonald & Michał Ksawery Popiel, 2020. "Unconventional Monetary Policy in a Small Open Economy," Open Economies Review, Springer, vol. 31(5), pages 1061-1115, November.
- Ms. Margaux MacDonald & Michał Ksawery Popiel, 2017. "Unconventional Monetary Policy in a Small Open Economy," IMF Working Papers 2017/268, International Monetary Fund.
- Santiago Camara, 2021. "Spillovers of US Interest Rates: Monetary Policy & Information Effects," Papers 2111.08631, arXiv.org, revised Feb 2023.
- Ca' Zorzi, Michele & Dedola, Luca & Georgiadis, Georgios & Jarociński, Marek & Stracca, Livio & Strasser, Georg, 2021. "Making waves – Fed spillovers are stronger and more encompassing than the ECB’s," Research Bulletin, European Central Bank, vol. 83.
- Juncal Cunado & David Gabauer & Rangan Gupta & Chien-Chiang Lee, 2022. "On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data," Working Papers 202212, University of Pretoria, Department of Economics.
- Yin, Zhichao & Peng, Hongfeng & Xiao, Weiguo & Xiao, Zumian, 2022. "Capital control and monetary policy coordination: Tobin tax revisited," Research in International Business and Finance, Elsevier, vol. 59(C).
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"Emerging Market Corporate Leverage and Global Financial Conditions,"
IMF Working Papers
2016/243, International Monetary Fund.
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- Camehl, Annika & von Schweinitz, Gregor, 2023. "What explains international interest rate co-movement?," IWH Discussion Papers 3/2023, Halle Institute for Economic Research (IWH), revised 2023.
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"International spillovers of quantitative easing,"
Journal of International Economics, Elsevier, vol. 126(C).
- Marcin Kolasa & Grzegorz Wesołowski, 2019. "International spillovers of quantitative easing," NBP Working Papers 309, Narodowy Bank Polski.
- Kolasa, Marcin & Wesołowski, Grzegorz, 2018. "International spillovers of quantitative easing," Working Paper Series 2172, European Central Bank.
- Gai, Prasanna & Tong, Eric, 2022. "Information spillovers of US monetary policy," Journal of Macroeconomics, Elsevier, vol. 72(C).
- Magdalena Grothe, 2023. "Monetary Policy Spillovers to Polish Financial Markets," Gospodarka Narodowa. The Polish Journal of Economics, Warsaw School of Economics, issue 2, pages 1-10.
- Falk Bräuning & Viacheslav Sheremirov, 2023. "The Transmission Mechanisms of International Business Cycles: International Trade and the Foreign Effects of US Monetary Policy," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 71(1), pages 300-325, March.
- Broos, Menno & Ghalanos, Michalis & Kennedy, Bernard & Landbeck, Alexander & Lerner, Christina & Menezes, Paula & Schiavone, Alessandro & Tilley, Thomas & Viani, Francesca & Reinhardt, Dennis & Metzem, 2016. "Dealing with large and volatile capital flows and the role of the IMF," Occasional Paper Series 180, European Central Bank.
- Horvath, Jaroslav & Zhong, Jiansheng, 2019. "Unemployment dynamics in emerging countries: Monetary policy and external shocks," Economic Modelling, Elsevier, vol. 76(C), pages 31-49.
- Walerych, Małgorzata & Wesołowski, Grzegorz, 2021. "Fed and ECB monetary policy spillovers to Emerging Market Economies," Journal of Macroeconomics, Elsevier, vol. 70(C).
- Jongrim Ha, 2021. "Financial market spillovers of U.S. monetary policy shocks," Review of International Economics, Wiley Blackwell, vol. 29(5), pages 1221-1274, November.
- Jesús Crespo Cuaresma & Gernot Doppelhofer & Martin Feldkircher & Florian Huber, 2019. "Spillovers from US monetary policy: evidence from a time varying parameter global vector auto‐regressive model," Journal of the Royal Statistical Society Series A, Royal Statistical Society, vol. 182(3), pages 831-861, June.
- Stann, Carsten M. & Grigoriadis, Theocharis, 2019. "Monetary policy transmission to Russia & Eastern Europe," Discussion Papers 2019/6, Free University Berlin, School of Business & Economics.
- Michele Ca’ Zorzi & Luca Dedola & Georgios Georgiadis & Marek Jarocinski & Livio Stracca & Georg Strasser, 2023. "Making Waves: Monetary Policy and Its Asymmetric Transmission in a Globalized World," International Journal of Central Banking, International Journal of Central Banking, vol. 19(2), pages 95-144, June.
- Dées, Stéphane & Galesi, Alessandro, 2021.
"The Global Financial Cycle and US monetary policy in an interconnected world,"
Journal of International Money and Finance, Elsevier, vol. 115(C).
- Stéphane Dées & Alessandro Galesi, 2019. "The global financial cycle and us monetary policy in an interconnected world," Working Papers 1942, Banco de España.
- Stéphane Dées & Alessandro Galesi, 2019. "The Global Financial Cycle and US Monetary Policy in an Interconnected World," Working papers 744, Banque de France.
- Stéphane Dées & Alessandro Galesi, 2021. "The Global Financial Cycle and Us Monetary Policy in An Interconnected World," Post-Print hal-03777416, HAL.
- Ying Chen & Xiaoqian Shen & Li Wang, 2021. "The Heterogeneity Research of the Impact of EPU on Environmental Pollution: Empirical Evidence Based on 15 Countries," Sustainability, MDPI, vol. 13(8), pages 1-13, April.
- Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2020.
"Capital Flows in Risky Times: Risk-on/Risk-off and Emerging Market Tail Risk,"
NBER Working Papers
27927, National Bureau of Economic Research, Inc.
- Anusha Chari & Karlye Dilts Stedman & Christian T. Lundblad, 2020. "Capital Flows in Risky Times: Risk-On / Risk-Off and Emerging Market Tail Risk," Research Working Paper RWP 20-08, Federal Reserve Bank of Kansas City.
- Jarociński, Marek, 2022.
"Central bank information effects and transatlantic spillovers,"
Journal of International Economics, Elsevier, vol. 139(C).
- Jarociński, Marek, 2020. "Central bank information effects and transatlantic spillovers," Working Paper Series 2482, European Central Bank.
- Walerych, Małgorzata & Wesołowski, Grzegorz, 2020. "When the Fed sneezes, the whole world catches the cold, when the ECB - only Europe," MPRA Paper 100899, University Library of Munich, Germany.
- Nihar Shah, 2022. "Doubly heterogeneous monetary spillovers," International Finance, Wiley Blackwell, vol. 25(2), pages 126-150, August.
- Luigi Bonatti & Andrea Fracasso & Roberto Tamborini, 2021. "Monetary and Fiscal Spillovers Across the Atlantic: The Role of Financial Markets," DEM Working Papers 2021/09, Department of Economics and Management.
- Falk Bräuning & Viacheslav Sheremirov, 2021. "The Transmission Mechanisms of International Business Cycles: Output Spillovers through Trade and Financial Linkages," Working Papers 21-13, Federal Reserve Bank of Boston.
- Roevekamp, Ingmar, 2019. "US monetary policy and the pricing of American Depositary Receipts," Finance Research Letters, Elsevier, vol. 29(C), pages 418-424.
- Bazot, Guillaume & Monnet, Eric & Morys, Matthias, 2019. "Taming the gobal financial cycle: Central banks and the sterilization of capital flows in the first era of globalization," IBF Paper Series 03-19, IBF – Institut für Bank- und Finanzgeschichte / Institute for Banking and Financial History, Frankfurt am Main.
- Thomas, Lina, 2023. "Ripple effect: Disentangling the global impact web of US monetary policy," Finance Research Letters, Elsevier, vol. 58(PB).
- James Cloyne & Patrick Hürtgen & Alan M. Taylor, 2022.
"Global Monetary and Financial Spillovers: Evidence from a New Measure of Bundesbank Policy Shocks,"
NBER Working Papers
30485, National Bureau of Economic Research, Inc.
- Taylor, Alan M. & Cloyne, James & Hürtgen, Patrick, 2022. "Global Monetary and Financial Spillovers: Evidence from a New Measure of Bundesbank Policy Shocks," CEPR Discussion Papers 17587, C.E.P.R. Discussion Papers.
- Cloyne, James S. & Hürtgen, Patrick & Taylor, Alan M., 2022. "Global monetary and financial spillovers: Evidence from a new measure of Bundesbank policy shocks," Discussion Papers 34/2022, Deutsche Bundesbank.
- Myunghyun Kim, 2022.
"Transmission of U.S. Monetary Policy to Commodity Exporters and Importers,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 43, pages 152-167, January.
- Myunghyun Kim, 2021. "Code and data files for "Transmission of U.S. Monetary Policy to Commodity Exporters and Importers"," Computer Codes 19-14, Review of Economic Dynamics.
- Myunghyun Kim, 2018. "Transmission of U.S. Monetary Policy to Commodity Exporters and Importers," Working Papers 2018-43, Economic Research Institute, Bank of Korea.
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019.
"International Bank Lending Channel of Monetary Policy,"
IMF Working Papers
2019/234, International Monetary Fund.
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International bank lending channel of monetary policy," Working Papers 1938, Banco de España.
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International Bank Lending Channel of Monetary Policy," Working papers 2019rwp-145, Yonsei University, Yonsei Economics Research Institute.
- Albrizio, Silvia & Choi, Sangyup & Furceri, Davide & Yoon, Chansik, 2020. "International bank lending channel of monetary policy," Journal of International Money and Finance, Elsevier, vol. 102(C).
- Silvia Albrizio & Sangyup Choi & Davide Furceri & Chansik Yoon, 2019. "International Bank Lending Channel of Monetary Policy," GRU Working Paper Series GRU_2019_017, City University of Hong Kong, Department of Economics and Finance, Global Research Unit.
- Maryam Mirfatah & Vasco J. Gabriel & Paul Levine, 2021. "Imperfect Exchange Rate Pass-through: Empirical Evidence and Monetary Policy Implications," School of Economics Discussion Papers 0321, School of Economics, University of Surrey.
- Inoue, Tomoo & Okimoto, Tatsuyoshi, 2022.
"International spillover effects of unconventional monetary policies of major central banks,"
International Review of Financial Analysis, Elsevier, vol. 79(C).
- Tomoo Inoue & Tatsuyoshi Okimoto, 2020. "International Spillover Effects of Unconventional Monetary Policies of Major Central Banks," Working Papers hal-02938960, HAL.
- Michael Pfarrhofer & Anna Stelzer, 2019. "The international effects of central bank information shocks," Papers 1912.03158, arXiv.org.
- Chen, Yong & Liu, Dingming & Zhuang, Ziguan, 2023. "The spillover effects of China's monetary policy shock: Evidence from B&R countries," Emerging Markets Review, Elsevier, vol. 55(C).
- Eterovic, Dalibor & Sweet, Cassandra & Eterovic, Nicolas, 2022. "Asymmetric spillovers in emerging market monetary policy," International Review of Economics & Finance, Elsevier, vol. 82(C), pages 650-662.
- Tomoo Inoue & Tatsuyoshi Okimoto, 2022. "How does unconventional monetary policy affect the global financial markets?," Empirical Economics, Springer, vol. 62(3), pages 1013-1036, March.
- Max Hanisch, 2017. "US Monetary Policy and the Euro Area," Discussion Papers of DIW Berlin 1701, DIW Berlin, German Institute for Economic Research.
- Alejandro Vicondoa, 2017.
"Monetary News, U.S. Interest Rate and Business Cycles in Emerging Economies,"
Documentos de Trabajo
503, Instituto de Economia. Pontificia Universidad Católica de Chile..
- Vicondoa, Alejandro, 2016. "Monetary News, U.S. Interest Rate and Business Cycles in Emerging Economies," Economics Working Papers ECO2016/10, European University Institute.
- Don H. Kim & Marcelo Ochoa, 2021. "International Yield Spillovers," Finance and Economics Discussion Series 2021-001, Board of Governors of the Federal Reserve System (U.S.).
- Bonga-Bonga, Lumengo & Mpoha, Salifya, 2024. "Spillover effects from China and the United States to Key Regional Emerging Markets: A dynamic analysis," International Review of Financial Analysis, Elsevier, vol. 91(C).
- Dario Caldara & Francesco Ferrante & Matteo Iacoviello & Andrea Prestipino & Albert Queraltó, 2023.
"The International Spillovers of Synchronous Monetary Tightening,"
International Finance Discussion Papers
1384, Board of Governors of the Federal Reserve System (U.S.).
- Caldara, Dario & Ferrante, Francesco & Iacoviello, Matteo & Prestipino, Andrea & Queralto, Albert, 2024. "The international spillovers of synchronous monetary tightening," Journal of Monetary Economics, Elsevier, vol. 141(C), pages 127-152.
- Monnet, Eric & Puy, Damien, 2021.
"One Ring to Rule Them All? New Evidence on World Cycles,"
CEPR Discussion Papers
15958, C.E.P.R. Discussion Papers.
- Eric Monnet & Mr. Damien Puy, 2019. "One Ring to Rule Them All? New Evidence on World Cycles," IMF Working Papers 2019/202, International Monetary Fund.
- Dahlhaus, Tatjana & Vasishtha, Garima, 2020. "Monetary policy news in the US: Effects on emerging market capital flows," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Carsten M. Stann & Theocharis N. Grigoriadis, 2020. "Monetary Policy Transmission to Russia and Eastern Europe," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(2), pages 303-353, June.
- Carlos Caceres & Mr. Yan Carriere-Swallow & Bertrand Gruss, 2016. "Global Financial Conditions and Monetary Policy Autonomy," IMF Working Papers 2016/108, International Monetary Fund.
- Hanisch, Max, 2019. "US monetary policy and the euro area," Journal of Banking & Finance, Elsevier, vol. 100(C), pages 77-96.
- Monnet, Eric & bazot, guillaume & Morys, Matthias, 2019. "Taming the Global Financial Cycle: Central Banks and the Sterilization of Capital Flows in the First Era of Globalization (1891," CEPR Discussion Papers 13895, C.E.P.R. Discussion Papers.
- Dr. Gregor Bäurle & Dr. Matthias Gubler & Diego R. Känzig, 2017.
"International inflation spillovers - the role of different shocks,"
Working Papers
2017-07, Swiss National Bank.
- Gregor Bäurle & Matthias Gubler & Diego R. Känzig, 2021. "International Inflation Spillovers: The Role of Different Shocks," International Journal of Central Banking, International Journal of Central Banking, vol. 17(1), pages 191-230, March.
- Hanna Armelius & Christoph Bertsch & Isaiah Hull & Xin Zhang, 2019.
"Spread the Word: International Spillovers from Central Bank Communication,"
BIS Working Papers
824, Bank for International Settlements.
- Armelius, Hanna & Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2018. "Spread the Word: International Spillovers from Central Bank Communication," Working Paper Series 357, Sveriges Riksbank (Central Bank of Sweden).
- Armelius, Hanna & Bertsch, Christoph & Hull, Isaiah & Zhang, Xin, 2020. "Spread the Word: International spillovers from central bank communication," Journal of International Money and Finance, Elsevier, vol. 103(C).
- Iacoviello, Matteo & Navarro, Gaston, 2019.
"Foreign effects of higher U.S. interest rates,"
Journal of International Money and Finance, Elsevier, vol. 95(C), pages 232-250.
- Matteo Iacoviello & Gaston Navarro, 2018. "Foreign Effects of Higher U.S. Interest Rates," International Finance Discussion Papers 1227, Board of Governors of the Federal Reserve System (U.S.).
- Wenni Lei & Dongzhou Mei & Mi Zhang, 2024. "Global Spillovers of China's Monetary Policy," China & World Economy, Institute of World Economics and Politics, Chinese Academy of Social Sciences, vol. 32(3), pages 1-30, May.
- Demir, Ishak, 2019.
"International Spillovers of U.S. Monetary Policy,"
LEAF Working Paper Series
19-02, University of Lincoln, Lincoln International Business School, Lincoln Economics and Finance Research Group (LEAF).
- Demir, Ishak, 2019. "International Spillovers of U.S. Monetary Policy," EconStor Preprints 193968, ZBW - Leibniz Information Centre for Economics.
- Cesa Bianchi, Ambrogio & Sokol, Andrej, 2017.
"Financial shocks, credit spreads and the international credit channel,"
Bank of England working papers
693, Bank of England.
- Cesa-Bianchi, Ambrogio & Sokol, Andrej, 2022. "Financial shocks, credit spreads, and the international credit channel," Journal of International Economics, Elsevier, vol. 135(C).
- Gonzalez-Aguado, Eugenia, 2022. "Interest Rate Shocks and the Composition of Sovereign Debt," TSE Working Papers 22-1379, Toulouse School of Economics (TSE).
- Santiago Camara, 2021. "US Spillovers of US Monetary Policy: Information effects & Financial Flows," Papers 2108.01026, arXiv.org, revised May 2024.
- Goczek, Łukasz & Witkowski, Bartosz, 2023. "Spillover effects of the unconventional monetary policy of the European Central Bank," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 82-104.
- Katharina Bergant & Francesco Grigoli & Niels-Jakob Hansen & Katharina Damiano Sandri, 2023.
"Dampening global financial shocks: can macroprudential regulation help (more than capital controls)?,"
BIS Working Papers
1097, Bank for International Settlements.
- Sandri, Damiano & Bergant, Katharina & Grigoli, Francesco & Hansen, Niels-Jakob, 2020. "Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?," CEPR Discussion Papers 14948, C.E.P.R. Discussion Papers.
- Katharina Bergant & Mr. Francesco Grigoli & Mr. Niels-Jakob H Hansen & Mr. Damiano Sandri, 2020. "Dampening Global Financial Shocks: Can Macroprudential Regulation Help (More than Capital Controls)?," IMF Working Papers 2020/106, International Monetary Fund.
- Rövekamp, Ingmar, 2019. "US Monetary Policy and the Stability of Currency Pegs," VfS Annual Conference 2019 (Leipzig): 30 Years after the Fall of the Berlin Wall - Democracy and Market Economy 203525, Verein für Socialpolitik / German Economic Association.
- Herrala, Risto & Orlandi, Fabrice, 2020. "Win-win? Assessing the global impact of the Chinese economy," BOFIT Discussion Papers 4/2020, Bank of Finland Institute for Emerging Economies (BOFIT).
- Lee, Seungyoon & Bowdler, Christopher, 2020. "US monetary policy and global banking flows," Journal of International Money and Finance, Elsevier, vol. 103(C).
- ter Ellen, Saskia & Jansen, Edvard & Midthjell, Nina Larsson, 2020.
"ECB Spillovers and domestic monetary policy effectiveness in small open economies,"
European Economic Review, Elsevier, vol. 121(C).
- Saskia Ter Ellen & Edvard Jansen & Nina Larsson Midthjell, 2018. "ECB spillovers and domestic monetary policy effectiveness in small open economies," Working Paper 2018/9, Norges Bank.
- Yves, Togba Boboy & Yoon, Seong-Min, 2018. "Swing in the Fed’s balance sheet policy and spillover effects on emerging Asian countries," MPRA Paper 87141, University Library of Munich, Germany.
- Corbo, Vesna & Di Casola, Paola, 2022. "Drivers of consumer prices and exchange rates in small open economies," Journal of International Money and Finance, Elsevier, vol. 122(C).
- Zekeriya Yildirim & Mehmet Ivrendi, 2021. "Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-38, December.
- Nicolas Eterovic & Dalibor Eterovic, 2022. "Stocks, Bonds and the US Dollar - Measuring Domestic and International Market Developments in an Emerging Market," Working Papers Central Bank of Chile 964, Central Bank of Chile.
- Saba Ndayezhin Danladi, 2022. "Spillover Effects of US Monetary Policy and Macreconomic Conditions in Nigeria: Evidence from Time-Varying Parameter Structural Vector Autoregression (TVP-SVAR)," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), vol. 0(2), pages 101-120.
- Andrej Sokol & Ambrogio Cesa-Bianchi, 2017. "The International Credit Channel of U.S. Monetary Policy and Financial Shocks," 2017 Meeting Papers 724, Society for Economic Dynamics.
- Julio Carrillo, 2017.
"Inquiry on the Transmission of U.S. Aggregate Shocks to Mexico: A SVAR Approach,"
2017 Meeting Papers
1509, Society for Economic Dynamics.
- Carrillo, Julio A. & Elizondo, Rocio & Hernández-Román, Luis G., 2020. "Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach," Journal of International Money and Finance, Elsevier, vol. 104(C).
- Ṣebnem Kalemli-Özcan, 2019. "U.S. Monetary Policy and International Risk Spillovers," NBER Working Papers 26297, National Bureau of Economic Research, Inc.
- Bonciani, Dario & Ricci, Martino, 2020. "The international effects of global financial uncertainty shocks," Journal of International Money and Finance, Elsevier, vol. 109(C).
- Dahlhaus, Tatjana & Vasishtha, Garima, 2021. "Reprint: Monetary policy news in the US: Effects on emerging market capital flows," Journal of International Money and Finance, Elsevier, vol. 114(C).
- Myunghyun Kim, 2024. "Population Aging and International Monetary Transmission," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 56(1), pages 279-304, February.
- Choi, Woo Jin, 2020. "Effects of US Monetary Policy on Gross Capital Flows: Cases in Korea," KDI Journal of Economic Policy, Korea Development Institute (KDI), vol. 42(4), pages 59-90.
- Annette Meinusch, 2017. "When the Fed sneezes - Spillovers from U.S. Monetary Policy to Emerging Markets," MAGKS Papers on Economics 201730, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Beutel, Johannes & Emter, Lorenz & Metiu, Norbert & Prieto, Esteban & Schüler, Yves, 2022. "The global financial cycle and macroeconomic tail risks," Discussion Papers 43/2022, Deutsche Bundesbank.
- Kalemli-Özcan, Sebnem, 2019. "US Monetary Policy and International Risk Spillovers," CEPR Discussion Papers 14053, C.E.P.R. Discussion Papers.
- Vicondoa, Alejandro, 2019. "Monetary news in the United States and business cycles in emerging economies," Journal of International Economics, Elsevier, vol. 117(C), pages 79-90.
- William Gatt & Germano Ruisi, 2022. "The spillover of euro area shocks to the Maltese economy," CBM Working Papers WP/03/2022, Central Bank of Malta.
- Roevekamp, Ingmar, 2021. "The impact of US monetary policy on managed exchange rates and currency peg regimes," Journal of International Money and Finance, Elsevier, vol. 110(C).
- Paul Rudel & Peter Tillmann, 2018. "News Shock Spillovers: How the Euro Area Responds to Expected Fed Policy," MAGKS Papers on Economics 201832, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Rivolta, Giulia & Trecroci, Carmine, 2020. "Measuring the effects of U.S. uncertainty and monetary conditions on EMEs' macroeconomic dynamics," MPRA Paper 99403, University Library of Munich, Germany.
- Doojav, Gan-Ochir & Purevdorj, Munkhbayar & Batjargal, Anand, 2024. "The macroeconomic effects of exchange rate movements in a commodity-exporting developing economy," International Economics, Elsevier, vol. 177(C).
- Giulia RIVOLTA, 2014.
"An Event Study Analysis of ECB Unconventional Monetary Policy,"
Departmental Working Papers
2014-02, Department of Economics, Management and Quantitative Methods at Università degli Studi di Milano.
Cited by:
- Klara Halova & Roman Horvath, 2015. "International Spillovers of ECB’s Unconventional Monetary Policy: The Effect on Central and Eastern Europe," Working Papers 351, Leibniz Institut für Ost- und Südosteuropaforschung (Institute for East and Southeast European Studies).
- Giannone, Domenico & Altavilla, Carlo & Lenza, Michele, 2014.
"The financial and macroeconomic effects of OMT announcements,"
Working Paper Series
1707, European Central Bank.
- Michele Lenza, 2015. "The financial and macroeconomic effects of OMT announcements," Research Bulletin, European Central Bank, vol. 22, pages 12-16.
- Carlo Altavilla & Domenico Giannone & Michèle Lenza, 2014. "The Financial and Macroeconomic Effects of OMT Announcements," Working Papers ECARES ECARES 2014-31, ULB -- Universite Libre de Bruxelles.
- Carlo Altavilla & Domenico Giannone & Michele Lenza, 2014. "The Financial and Macroeconomic Effects of the OMT Announcements," CSEF Working Papers 352, Centre for Studies in Economics and Finance (CSEF), University of Naples, Italy.
- Carlo Altavilla & Domenico Giannone & Michele Lenza, 2016. "The Financial and Macroeconomic Effects of the OMT Announcements," International Journal of Central Banking, International Journal of Central Banking, vol. 12(3), pages 29-57, September.
- Giannone, Domenico & Lenza, Michele & Altavilla, Carlo, 2014. "The Financial and Macroeconomic Effects of OMT Announcements," CEPR Discussion Papers 10025, C.E.P.R. Discussion Papers.
- Jäger, Jannik & Grigoriadis, Theocharis, 2016. "Soft budget constraints, European Central Banking and the financial crisis," Discussion Papers 2016/7, Free University Berlin, School of Business & Economics.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2015.
"The Effectiveness of The ECB’s Asset Purchase Programs Of 2009 To 2012,"
Working Papers
199, Bank of Greece.
- Gibson, Heather D. & Hall, Stephen G. & Tavlas, George S., 2016. "The effectiveness of the ECB's asset purchase programs of 2009 to 2012," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 45-57.
- Heather D. Gibson & Stephen G. Hall & George S. Tavlas, 2015. "The Effectiveness of the ECB’s Asset Purchase Programs of 2009 to 2012," Discussion Papers in Economics 15/24, Division of Economics, School of Business, University of Leicester.
Articles
- Miniaci Raffaele & Panteghini Paolo M. & Rivolta Giulia, 2022.
"The estimation of reaction functions under tax competition,"
German Economic Review, De Gruyter, vol. 23(2), pages 301-339, May.
See citations under working paper version above.
- Raffaele Miniaci & Paolo Panteghini & Giulia Rivolta, 2018. "The Estimation of Reaction Functions under Tax Competition," CESifo Working Paper Series 6928, CESifo.
- Giulia Rivolta, 2018.
"Potential ECB reaction functions with time-varying parameters: an assessment,"
Empirical Economics, Springer, vol. 55(4), pages 1425-1473, December.
Cited by:
- Poledna, Sebastian & Miess, Michael Gregor & Hommes, Cars & Rabitsch, Katrin, 2023. "Economic forecasting with an agent-based model," European Economic Review, Elsevier, vol. 151(C).
- Anindya S. Chakrabarti & Sudarshan Kumar, 2020. "A computational algorithm to analyze unobserved sequential reactions of the central banks: inference on complex lead–lag relationship in evolution of policy stances," Journal of Computational Social Science, Springer, vol. 3(1), pages 33-54, April.
- Chakrabarti, Anindya S. & Kumar, Sudarshan, 2019. "A computational algorithm to analyze unobserved sequential reactions of the central banks: Inference on complex lead-lag relationship in evolution of policy stances," IIMA Working Papers WP 2019-06-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017.
"If the Fed sneezes, who catches a cold?,"
Journal of International Economics, Elsevier, vol. 108(S1), pages 23-41.
- Luca Dedola & Giulia Rivolta & Livio Stracca, 2016. "If the Fed Sneezes, Who Catches a Cold?," NBER Chapters, in: NBER International Seminar on Macroeconomics 2016, National Bureau of Economic Research, Inc.
See citations under working paper version above.- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017. "If the Fed sneezes, who catches a cold?," Working Paper Series 2050, European Central Bank.
Chapters
- Luca Dedola & Giulia Rivolta & Livio Stracca, 2016.
"If the Fed Sneezes, Who Catches a Cold?,"
NBER Chapters, in: NBER International Seminar on Macroeconomics 2016,
National Bureau of Economic Research, Inc.
- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017. "If the Fed sneezes, who catches a cold?," Journal of International Economics, Elsevier, vol. 108(S1), pages 23-41.
See citations under working paper version above.Sorry, no citations of chapters recorded.- Dedola, Luca & Rivolta, Giulia & Stracca, Livio, 2017. "If the Fed sneezes, who catches a cold?," Working Paper Series 2050, European Central Bank.
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 6 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-MON: Monetary Economics (5) 2017-05-07 2020-04-20 2021-08-16 2022-10-10 2022-12-12. Author is listed
- NEP-CBA: Central Banking (4) 2017-05-07 2020-04-20 2021-08-16 2022-10-10
- NEP-MAC: Macroeconomics (3) 2018-04-09 2020-04-20 2021-08-16
- NEP-BAN: Banking (2) 2022-10-10 2022-12-12
- NEP-FDG: Financial Development and Growth (2) 2020-04-20 2022-10-10
- NEP-DGE: Dynamic General Equilibrium (1) 2022-12-12
- NEP-IFN: International Finance (1) 2017-05-07
- NEP-ISF: Islamic Finance (1) 2021-08-16
- NEP-OPM: Open Economy Macroeconomics (1) 2017-05-07
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