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Explaining Monetary Spillovers: The Matrix Reloaded

Citations

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Cited by:

  1. Ferrari, Massimo & Kearns, Jonathan & Schrimpf, Andreas, 2021. "Monetary policy’s rising FX impact in the era of ultra-low rates," Journal of Banking & Finance, Elsevier, vol. 129(C).
  2. Mehrotra, Aaron & Moessner, Richhild & Shu, Chang, 2019. "Interest rate spillovers from the United States: expectations, term premia and macro-financial vulnerabilities," BOFIT Discussion Papers 20/2019, Bank of Finland Institute for Emerging Economies (BOFIT).
  3. 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.
  4. Jong Chil Son & Hail Park, 2019. "U.S. Interest Rate and Household Debt Sustainability: The Case of Korea," Sustainability, MDPI, vol. 11(14), pages 1-16, July.
  5. Hubert, Paul & Labondance, Fabien, 2021. "The signaling effects of central bank tone," European Economic Review, Elsevier, vol. 133(C).
  6. Bekaert, Geert & Hoerova, Marie & Xu, Nancy, 2023. "Risk, Monetary Policy and Asset Prices in a Global World," CEPR Discussion Papers 18229, C.E.P.R. Discussion Papers.
  7. 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.
  8. 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.
  9. repec:zbw:bofitp:2019_020 is not listed on IDEAS
  10. Nihar Shah, 2022. "Doubly heterogeneous monetary spillovers," International Finance, Wiley Blackwell, vol. 25(2), pages 126-150, August.
  11. 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.
  12. Ceballos, Luis & Romero, Damian, 2022. "International portfolio bond spillovers," Economics Letters, Elsevier, vol. 220(C).
  13. 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.
  14. Phurichai Rungcharoenkitkul & Fabian Winkler, 2021. "The natural rate of interest through a hall of mirrors," BIS Working Papers 974, Bank for International Settlements.
  15. 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).
  16. 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.).
  17. Gai, Prasanna & Tong, Eric, 2022. "Information spillovers of US monetary policy," Journal of Macroeconomics, Elsevier, vol. 72(C).
  18. Bank for International Settlements, 2019. "Unconventional monetary policy tools: a cross-country analysis," CGFS Papers, Bank for International Settlements, number 63, October –.
  19. 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.
  20. Mody, Ashoka & Nedeljkovic, Milan, 2024. "Central bank policies and financial markets: Lessons from the euro crisis," Journal of Banking & Finance, Elsevier, vol. 158(C).
  21. Shambaugh, Jay C. & Zhou, Hang, 2024. "Interest rates across the world: Global, regional, and idiosyncratic factors," Journal of Banking & Finance, Elsevier, vol. 163(C).
  22. 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.).
  23. Jörg Bibow, 2019. "Zur US Dollar Hegemonie: Ein Blick zurück - und in die Zukunft," FMM Working Paper 48-2019, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute.
  24. Badics, Milan Csaba & Huszar, Zsuzsa R. & Kotro, Balazs B., 2023. "The impact of crisis periods and monetary decisions of the Fed and the ECB on the sovereign yield curve network," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
  25. Hou, Ai Jun & Khrashchevskyi, Ian & Suardi, Sandy & Xu, Caihong, 2024. "Spillover effects of monetary policy and information shocks," Finance Research Letters, Elsevier, vol. 62(PA).
  26. Zehri, Chokri & Madjd-Sadjadi, Zagros & Saleh Iben Ammar, Latifa, 2024. "Asymmetric impacts of U.S. monetary policy on emerging markets: Contagion and macroeconomic determinants," The Journal of Economic Asymmetries, Elsevier, vol. 29(C).
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