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Estimating the impacts of U.S. LSAPs on emerging market economies’ local currency bond markets

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Cited by:

  1. Irma Alonso & Pedro Serrano & Antoni Vaello-Sebastià, 2021. "The impact of heterogeneous unconventional monetary policies on the expectations of market crashes," Working Papers 2127, Banco de España.
  2. Georgiadis, Georgios, 2016. "Determinants of global spillovers from US monetary policy," Journal of International Money and Finance, Elsevier, vol. 67(C), pages 41-61.
  3. Abuelfadl, Moustafa & Yamani, Ehab, 2021. "Currency news and international bond markets," The North American Journal of Economics and Finance, Elsevier, vol. 58(C).
  4. Kose, M. Ayhan & Arteta, Carlos & Stocker, Marc & Taskin, Temel, 2016. "Negative Interest Rate Policies: Sources and Implications," CEPR Discussion Papers 11433, C.E.P.R. Discussion Papers.
  5. Belke, Ansgar & Dubova, Irina & Volz, Ulrich, 2017. "Bond Yield Spillovers from Major Advanced Economies to Emerging Asia," GLO Discussion Paper Series 41, Global Labor Organization (GLO).
  6. Park, Donghyun & Ramayandi, Arief & Shin, Kwanho, 2014. "Capital Flows During Quantitative Easing and Aftermath: Experiences of Asian Countries," ADB Economics Working Paper Series 409, Asian Development Bank.
  7. Georgiadis, Georgios & Gräb, Johannes, 2016. "Global financial market impact of the announcement of the ECB's asset purchase programme," Journal of Financial Stability, Elsevier, vol. 26(C), pages 257-265.
  8. Kpughur Moses Tule & Osana Jackson Odonye & Udoma Johnson Afangideh & Godday Uwawunkonye Ebuh & Elijah Abasifreke Paul Udoh & Augustine Ujunwa, 2019. "Assessing the spillover effects of U.S. monetary policy normalization on Nigeria sovereign bond yield," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-16, December.
  9. Brana, Sophie & Prat, Stéphanie, 2016. "The effects of global excess liquidity on emerging stock market returns: Evidence from a panel threshold model," Economic Modelling, Elsevier, vol. 52(PA), pages 26-34.
  10. Lin, Mucai & Niu, Linlin, 2021. "Echo over the great wall: Spillover effects of QE announcements on Chinese yield curve," Journal of International Money and Finance, Elsevier, vol. 111(C).
  11. Bergant, Katharina & Fidora, Michael & Schmitz, Martin, 2018. "International capital flows at the security level – evidence from the ECB’s asset purchase programme," ECMI Papers 13926, Centre for European Policy Studies.
  12. Hangyu Lee, 2014. "International Interest Rate Shocks and Monetary Policy in a Small Open Economy," Korean Economic Review, Korean Economic Association, vol. 30, pages 217-246.
  13. Yildirim, Zekeriya, 2016. "Global financial conditions and asset markets: Evidence from fragile emerging economies," Economic Modelling, Elsevier, vol. 57(C), pages 208-220.
  14. Hernández Vega Marco A., 2018. "Does Monetary Policy in Advanced Economies Have Differentiated Effects on Portfolio Flows to Emerging Economies?," Working Papers 2018-27, Banco de México.
  15. Jerome H. Powell, 2013. "Advanced economy monetary policy and emerging market economies," Proceedings, Federal Reserve Bank of San Francisco, issue Nov, pages 1-17.
  16. Kenourgios, Dimitris & Drakonaki, Emmanouela & Dimitriou, Dimitrios, 2019. "ECB’s unconventional monetary policy and cross-financial-market correlation dynamics," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  17. Cenedese, Gino & Elard, Ilaf, 2021. "Unconventional monetary policy and the portfolio choice of international mutual funds," Journal of International Money and Finance, Elsevier, vol. 115(C).
  18. Mr. Jiaqian Chen & Mr. Tommaso Mancini-Griffoli & Ms. Ratna Sahay, 2014. "Spillovers from United States Monetary Policy on Emerging Markets: Different This Time?," IMF Working Papers 2014/240, International Monetary Fund.
  19. Richhild Moessner, 2015. "International spillovers from US forward guidance to equity markets," Applied Economics, Taylor & Francis Journals, vol. 47(42), pages 4549-4560, September.
  20. Emanuel Kohlscheen & Phurichai Rungcharoenkitkul, 2015. "Changing financial intermediation: implications for monetary policy transmission," BIS Papers chapters, in: Bank for International Settlements (ed.), What do new forms of finance mean for EM central banks?, volume 83, pages 65-78, Bank for International Settlements.
  21. Isah, Kazeem O. & Raheem, Ibrahim D., 2019. "The hidden predictive power of cryptocurrencies and QE: Evidence from US stock market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
  22. Moumita Paul & Kalluru Siva Reddy, 2022. "US QE and the Indian Bond Market," Journal of Quantitative Economics, Springer;The Indian Econometric Society (TIES), vol. 20(1), pages 137-157, March.
  23. Carlos Góes & Herman Kamil & Phil De Imus & Ms. Mercedes Garcia-Escribano & Mr. Roberto Perrelli & Mr. Shaun K. Roache & Jeremy Zook, 2017. "Spillovers from U.S. Monetary Policy Normalization on Brazil and Mexico’s Sovereign Bond Yields," IMF Working Papers 2017/050, International Monetary Fund.
  24. Anusha Chari & Karlye Dilts Stedman & Christian Lundblad, 2017. "Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows," NBER Working Papers 23474, National Bureau of Economic Research, Inc.
  25. Eric Fischer, 2020. "Monetary Surprises and Global Financial Flows: A Case Study of Latin America," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 19(2), pages 189-225, August.
  26. Kyoungsoo Yoon & Christophe Hurlin, 2014. "Cross-country-heterogeneous and Time-varying Effects of Unconventional Monetary Policies in AEs on Portfolio Inflows to EMEs," Working Papers 2014-5, Economic Research Institute, Bank of Korea.
  27. Tillmann, Peter, 2016. "Unconventional monetary policy and the spillovers to emerging markets," Journal of International Money and Finance, Elsevier, vol. 66(C), pages 136-156.
  28. Kim, Soyoung & Shin, Hyun Song, 2021. "Offshore EME bond issuance and the transmission channels of global liquidity," Journal of International Money and Finance, Elsevier, vol. 112(C).
  29. Michał Ledóchowski & Piotr Żuk, 2020. "What drives portfolio capital inflows into emerging market economies? The role of the Fed’s and ECB’s balance sheet policies," NBP Working Papers 333, Narodowy Bank Polski.
  30. Ledóchowski, Michał & Żuk, Piotr, 2022. "What drives portfolio capital inflows into emerging market economies? The role of the Fed's and ECB's balance sheet policies," Emerging Markets Review, Elsevier, vol. 51(PB).
  31. Ahmed, Shaghil & Zlate, Andrei, 2014. "Capital flows to emerging market economies: A brave new world?," Journal of International Money and Finance, Elsevier, vol. 48(PB), pages 221-248.
  32. Dimitris Malliaropulos & Petros Migiakis, 2018. "Quantitative easing and sovereign bond yields: a global perspective," Working Papers 253, Bank of Greece.
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