Tracing out Monetary Policy Shocks through Credit Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.3931472 ◽

2021 ◽

Author(s):

Stefan Walz

Keyword(s):

Monetary Policy ◽

Credit Risk ◽

Risk Premia ◽

Monetary Policy Shocks ◽

Policy Shocks

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Monetary Policy Shocks and Variance Risk Premia

SSRN Electronic Journal ◽

10.2139/ssrn.3300244 ◽

2018 ◽

Author(s):

Asad Dossani

Keyword(s):

Monetary Policy ◽

Risk Premia ◽

Monetary Policy Shocks ◽

Policy Shocks ◽

Variance Risk

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The Short-Run Effect of Monetary Policy Shocks on Credit Risk: An Analysis of the Euro Area

SSRN Electronic Journal ◽

10.2139/ssrn.3324126 ◽

2019 ◽

Author(s):

Chi Hyun Kim ◽

Lars Other

Keyword(s):

Monetary Policy ◽

Credit Risk ◽

Euro Area ◽

Monetary Policy Shocks ◽

Policy Shocks ◽

Short Run ◽

Effect Of Monetary Policy

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Euro Area Banking and Monetary Policy Shocks in the QE Era: A Structural Credit Risk and Vector-autoregression Approach

SSRN Electronic Journal ◽

10.2139/ssrn.3780502 ◽

2021 ◽

Author(s):

Alain Ntumba Kabundi ◽

Francisco Nadal De Simone

Keyword(s):

Monetary Policy ◽

Credit Risk ◽

Euro Area ◽

Vector Autoregression ◽

Monetary Policy Shocks ◽

Policy Shocks

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Monetary Policy Shocks and Risk Premia in the Interbank Market

The B E Journal of Macroeconomics ◽

10.2202/1935-1690.2147 ◽

2011 ◽

Vol 11 (1) ◽

Cited By ~ 8

Author(s):

Asger M Wingender

Keyword(s):

Monetary Policy ◽

Risk Premia ◽

Interbank Market ◽

Monetary Policy Shocks ◽

Policy Shocks

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The impact of unconventional monetary policy shocks on the crude oil futures market

The Journal of Energy Markets ◽

10.21314/jem.2018.171 ◽

2018 ◽

Author(s):

Tarek Chebbi

Keyword(s):

Monetary Policy ◽

Crude Oil ◽

Futures Market ◽

Unconventional Monetary Policy ◽

Monetary Policy Shocks ◽

Oil Futures ◽

Policy Shocks ◽

Crude Oil Futures ◽

The Impact

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Are the Effects of Monetary Policy Shocks in the US Different During Financial Crises? - A Threshold VAR Approach

SSRN Electronic Journal ◽

10.2139/ssrn.2319701 ◽

2013 ◽

Author(s):

Jasmine Zheng

Keyword(s):

Monetary Policy ◽

Financial Crises ◽

Monetary Policy Shocks ◽

The Us ◽

Policy Shocks

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Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns

SSRN Electronic Journal ◽

10.2139/ssrn.2687157 ◽

2015 ◽

Cited By ~ 1

Author(s):

Sudheer Chava ◽

Alex C. Hsu

Keyword(s):

Monetary Policy ◽

Cross Section ◽

Financial Constraints ◽

Equity Returns ◽

Monetary Policy Shocks ◽

Policy Shocks ◽

The Cross

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Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil

SSRN Electronic Journal ◽

10.2139/ssrn.3479470 ◽

2019 ◽

Author(s):

Rafael Burjack ◽

Ritong Qu ◽

Allan Timmermann

Keyword(s):

Monetary Policy ◽

Economic Uncertainty ◽

Monetary Policy Shocks ◽

Policy Shocks ◽

Transmission Of Monetary Policy

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Uncertainty-Dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation

SSRN Electronic Journal ◽

10.2139/ssrn.3134156 ◽

2018 ◽

Cited By ~ 2

Author(s):

Efrem Castelnuovo ◽

Giovanni Pellegrino

Keyword(s):

Monetary Policy ◽

New Keynesian ◽

Monetary Policy Shocks ◽

Policy Shocks

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(Un)expected Monetary Policy Shocks and Term Premia

Journal of Applied Econometrics ◽

10.1002/jae.2872 ◽

2021 ◽

Author(s):

Martin Kliem ◽

Alexander Meyer‐Gohde

Keyword(s):

Monetary Policy ◽

Monetary Policy Shocks ◽

Policy Shocks ◽

Term Premia

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