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Taper Tantrums: QE, its Aftermath and Emerging Market Capital Flows

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Cited by:

  1. Calomiris, Charles W. & Larrain, Mauricio & Schmukler, Sergio L., 2021. "Capital inflows, equity issuance activity, and corporate investment," Journal of Financial Intermediation, Elsevier, vol. 46(C).
  2. 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.
  3. Bruno Thiago Tomio, 2019. "Carry trade in developing and developed countries : a Granger-causality analysis with the Toda-Yamamo to approach," Post-Print halshs-03131073, HAL.
  4. Jeffrey Frankel, 2021. "Systematic Managed Floating," World Scientific Book Chapters, in: Steven J Davis & Edward S Robinson & Bernard Yeung (ed.), THE ASIAN MONETARY POLICY FORUM Insights for Central Banking, chapter 5, pages 160-221, World Scientific Publishing Co. Pte. Ltd..
  5. Burger, John D. & Warnock, Francis E. & Warnock, Veronica Cacdac, 2018. "Currency matters: Analyzing international bond portfolios," Journal of International Economics, Elsevier, vol. 114(C), pages 376-388.
  6. Bortz Pablo Gabriel & Michelena Gabriel & Toledo Fernando, 2018. "Foreign debt, conflicting claims and income policies in a Kaleckian model of growth and distribution," Journal of Globalization and Development, De Gruyter, vol. 9(1), pages 1-22, June.
  7. Cesa-Bianchi, Ambrogio & Ferrero, Andrea & Rebucci, Alessandro, 2018. "International credit supply shocks," Journal of International Economics, Elsevier, vol. 112(C), pages 219-237.
  8. PANAGIOTIS Anastasiadis & EFTHIMIOS Katsaros & ANASTASIOS-TAXIARCHIS KOUTSIOUKIS, 2020. "Performance-Risk Nexus Of Global Low-Rated Etfs During The Qe-Tapering Period," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 15(1), pages 194-211, April.
  9. Balcilar, Mehmet & Ozdemir, Zeynel Abidin & Ozdemir, Huseyin & Wohar, Mark E., 2020. "Transmission of US and EU Economic Policy Uncertainty Shock to Asian Economies in Bad and Good Times," IZA Discussion Papers 13274, Institute of Labor Economics (IZA).
  10. Charles W. Calomiris & Harry Mamaysky, 2019. "Monetary Policy and Exchange Rate Returns: Time-Varying Risk Regimes," NBER Working Papers 25714, National Bureau of Economic Research, Inc.
  11. Albertazzi, Ugo & Barbiero, Francesca & Marqués-Ibáñez, David & Popov, Alexander & Rodriguez d’Acri, Costanza & Vlassopoulos, Thomas, 2020. "Monetary policy and bank stability: the analytical toolbox reviewed," Working Paper Series 2377, European Central Bank.
  12. Ines Buono & Flavia Corneli & Enrica Di Stefano, 2024. "Capital inflows to emerging countries and their sensitivity to the global financial cycle," International Finance, Wiley Blackwell, vol. 27(1), pages 17-34, April.
  13. Ricardo J. Caballero & Alp Simsek, 2020. "A Model of Fickle Capital Flows and Retrenchment," Journal of Political Economy, University of Chicago Press, vol. 128(6), pages 2288-2328.
  14. Tomas Williams & Sergio Schmukler & Mauricio Larrain & Charles Calomiris, 2019. "Search for Yield in Large International Corporate Bonds: Investor Behavior and Firm Responses," Working Papers 2019-15, The George Washington University, Institute for International Economic Policy.
  15. Lodge, David & Manu, Ana-Simona, 2022. "EME financial conditions: Which global shocks matter?," Journal of International Money and Finance, Elsevier, vol. 120(C).
  16. Kathryn M. E. Dominguez, 2020. "Revisiting Exchange Rate Rules," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 68(3), pages 693-719, September.
  17. 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.
  18. Chari, Anusha & Dilts-Stedman, Karlye & Forbes, Kristin, 2022. "Spillovers at the extremes: The macroprudential stance and vulnerability to the global financial cycle," Journal of International Economics, Elsevier, vol. 136(C).
  19. Karolyi, G. Andrew & McLaren, Kirsty J., 2017. "Racing to the exits: International transmissions of funding shocks during the Federal Reserve's taper experiment," Emerging Markets Review, Elsevier, vol. 32(C), pages 96-115.
  20. Konstantin Makrelov & Rob Davies & Laurence Harris, 2021. "The impact of capital flow reversal shocks in South Africa: a stock- and-flow-consistent analysis," International Review of Applied Economics, Taylor & Francis Journals, vol. 35(3-4), pages 475-501, July.
  21. Agur, Itai & Chan, Melissa & Goswami, Mangal & Sharma, Sunil, 2019. "On international integration of emerging sovereign bond markets," Emerging Markets Review, Elsevier, vol. 38(C), pages 347-363.
  22. Bruno Thiago Tomio, 2020. "Carry trade in developing and developed countries: A Granger causality analysis with the Toda-Yamamoto appr," Economics Bulletin, AccessEcon, vol. 40(3), pages 2154-2164.
  23. Buch, Claudia M. & Bussierè, Matthieu & Goldberg, Linda & Hills, Robert, 2019. "The international transmission of monetary policy," Journal of International Money and Finance, Elsevier, vol. 91(C), pages 29-48.
  24. Linda S. Goldberg & Signe Krogstrup, 2018. "International Capital Flow Pressures," NBER Working Papers 24286, National Bureau of Economic Research, Inc.
  25. Fabiani, Josefina & Fidora, Michael & Setzer, Ralph & Westphal, Andreas & Zorell, Nico, 2021. "Sudden stops and asset purchase programmes in the euro area," Working Paper Series 2597, European Central Bank.
  26. Jerome H. Powell, 2018. "Monetary Policy Influences on Global Financial Conditions and International Capital Flows : a speech at \"Challenges for Monetary Policy and the GFSN in an Evolving Global Economy\" Eighth H," Speech 1000, Board of Governors of the Federal Reserve System (U.S.).
  27. Ammer, John & Claessens, Stijn & Tabova, Alexandra & Wroblewski, Caleb, 2019. "Home country interest rates and international investment in U.S. bonds," Journal of International Money and Finance, Elsevier, vol. 95(C), pages 212-227.
  28. Soohyon Kim, 2018. "Determinants of Capital Flows in the Korean Bond Market," Working Papers 2018-44, Economic Research Institute, Bank of Korea.
  29. Assoumou-Ella, Giscard & Bastidon, Cécile & Bonijoly, Bastien, 2022. "Fed tapering announcements: Impact on Middle Eastern and African financial markets," Research in International Business and Finance, Elsevier, vol. 59(C).
  30. Stephanie E. Curcuru & Steven B. Kamin & Canlin Li & Marius del Giudice Rodriguez, 2018. "International Spillovers of Monetary Policy : Conventional Policy vs. Quantitative Easing," International Finance Discussion Papers 1234, Board of Governors of the Federal Reserve System (U.S.).
  31. Afanasyev, Dmitriy O. & Fedorova, Elena & Ledyaeva, Svetlana, 2021. "Strength of words: Donald Trump's tweets, sanctions and Russia's ruble," Journal of Economic Behavior & Organization, Elsevier, vol. 184(C), pages 253-277.
  32. Liu, Pan & Vedenov, Dmitry & Power, Gabriel J., 2020. "Commodity financialization and sector ETFs: Evidence from crude oil futures," Research in International Business and Finance, Elsevier, vol. 51(C).
  33. Li, Dongkun & Chen, Xiaohong & Wohlfarth, Paul, 2022. "Public participation, investment networks, and China's outward FDI: Evidence from 58 countries along the belt and road," Emerging Markets Review, Elsevier, vol. 51(PB).
  34. Galatis Nikolaos & Nitsi Ekaterini & Theloura Chrysoula, 2020. "Investigating Financial Performance of Low-and High-Rated ETFs During the QE-Tapering," HOLISTICA – Journal of Business and Public Administration, Sciendo, vol. 11(1), pages 107-123, April.
  35. Piotr Bartkiewicz, 2021. "The evolution of the Polish government bond market," Public Sector Economics, Institute of Public Finance, vol. 45(1), pages 149-169.
  36. Carrillo Julio A. & Elizondo Rocío & Rodríguez-Pérez Cid Alonso & Roldán-Peña Jessica, 2018. "What Determines the Neutral Rate of Interest in an Emerging Economy?," Working Papers 2018-22, Banco de México.
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