Monetary Policy Spillovers in the First Age of Financial Globalisation: A Narrative VAR Approach 188441913

Financial Globalisation, Monetary Policy Spillovers and Macro-Modelling: Tales from 1001 Shocks

SSRN Electronic Journal ◽

10.2139/ssrn.2993183 ◽

2017 ◽

Author(s):

Georgios Georgiadis ◽

Martina Jancokova

Keyword(s):

Monetary Policy ◽

Monetary Policy Spillovers ◽

Financial Globalisation

Download Full-text

Financial globalisation, monetary policy spillovers and macro-modelling: Tales from 1001 shocks

Journal of Economic Dynamics and Control ◽

10.1016/j.jedc.2020.104025 ◽

2020 ◽

Vol 121 ◽

pp. 104025

Author(s):

Georgios Georgiadis ◽

Martina Jančoková

Keyword(s):

Monetary Policy ◽

Monetary Policy Spillovers ◽

Financial Globalisation

Download Full-text

Financial Globalisation, Monetary Policy Spillovers and Macro-modelling: Tales from 1001 Shocks

10.24149/gwp314 ◽

2017 ◽

Vol 2017 (314) ◽

Cited By ~ 4

Author(s):

Georgios Georgiadis ◽

◽

Martina Jančoková ◽

Keyword(s):

Monetary Policy ◽

Monetary Policy Spillovers ◽

Financial Globalisation

Download Full-text

Channels of US Monetary Policy Spillovers to International Bond Markets: Advanced vs. Emerging Market Economies

SSRN Electronic Journal ◽

10.2139/ssrn.2684921 ◽

2015 ◽

Author(s):

Elias Albagli ◽

Luis Ceballos ◽

Sebastian Claro ◽

Damian Camilo Romero

Keyword(s):

Monetary Policy ◽

Emerging Market ◽

Emerging Market Economies ◽

Bond Markets ◽

Market Economies ◽

Monetary Policy Spillovers ◽

Us Monetary Policy

Download Full-text

International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression

International Review of Financial Analysis ◽

10.1016/j.irfa.2019.101382 ◽

2019 ◽

Vol 65 ◽

pp. 101382 ◽

Cited By ~ 8

Author(s):

Nikolaos Antonakakis ◽

David Gabauer ◽

Rangan Gupta

Keyword(s):

Monetary Policy ◽

Vector Autoregression ◽

Time Varying ◽

Parameter Vector ◽

Time Varying Parameter ◽

International Monetary Policy ◽

Monetary Policy Spillovers

Download Full-text

Monetary Policy Spillovers and the Trilemma in the New Normal: Periphery Country Sensitivity to Core Country Conditions

10.3386/w21128 ◽

2015 ◽

Cited By ~ 30

Author(s):

Joshua Aizenman ◽

Menzie Chinn ◽

Hiro Ito

Keyword(s):

Monetary Policy ◽

New Normal ◽

Core Country ◽

Monetary Policy Spillovers

Download Full-text

International monetary policy spillovers: Linkages between U.S. and South American yield curves

International Review of Economics & Finance ◽

10.1016/j.iref.2021.07.007 ◽

2021 ◽

Author(s):

Igor Bastos Cavaca ◽

Roberto Meurer

Keyword(s):

Monetary Policy ◽

South American ◽

Yield Curves ◽

International Monetary Policy ◽

Monetary Policy Spillovers

Download Full-text

International Monetary Policy Spillovers

Open Economies Review ◽

10.1007/s11079-018-9505-0 ◽

2018 ◽

Vol 30 (1) ◽

pp. 87-104 ◽

Cited By ~ 2

Author(s):

Dennis Nsafoah ◽

Apostolos Serletis

Keyword(s):

Monetary Policy ◽

International Monetary Policy ◽

Monetary Policy Spillovers

Download Full-text

Monetary Policy Spillovers Under COVID-19: Evidence from lending by U.S. Foreign Bank Subsidiaries

Journal of International Money and Finance ◽

10.1016/j.jimonfin.2021.102550 ◽

2021 ◽

pp. 102550

Author(s):

Mark M. Spiegel

Keyword(s):

Monetary Policy ◽

Foreign Bank ◽

Monetary Policy Spillovers

Download Full-text

International monetary policy spillovers to emerging economies in Sub-Saharan Africa: A Global VAR Analysis

Scientific African ◽

10.1016/j.sciaf.2021.e00976 ◽

2021 ◽

pp. e00976

Author(s):

Mohammed M. Tumala ◽

Afees A. Salisu ◽

Ngozi V. Atoi ◽

Baba N. Yaaba

Keyword(s):

Monetary Policy ◽

Emerging Economies ◽

Sub Saharan Africa ◽

Var Analysis ◽

International Monetary Policy ◽

Global Var ◽

Sub Saharan ◽

Monetary Policy Spillovers

Download Full-text