Results 111 to 120 of about 46,625 (259)
Journal of Financial Research, EarlyView.Abstract I analyze differences between the core and extended trading sessions in the high‐frequency reaction of equity markets to potential news. Using presidential tweets as unanticipated, potentially market‐stirring events, I find that volatility increases and liquidity deteriorates within fractions of a second after a tweet.
Stefan Scharnowski
wiley +1 more source
Monetary policy implementation: common goals but different practices [PDF]
While the goals that guide monetary policy in different countries are very similar, central banks diverge in their methods of implementing policy. This study of the policy frameworks of four central banks—the Federal Reserve, the European Central Bank ...
Antoine Martin, Marlene Amstad
core +1 more source
The interest rate pass-through in the euro area during the sovereign debt crisis [PDF]
, 2015 We investigate the pass-through of monetary policy to bank lending rates in the euro area before and during the sovereign debt crisis. We make the following contributions.
Eickmeier, Sandra +2 more
core
Unconventional Monetary Policy in Vietnam
Engineering and Technology JournalIn The Context of Economic Integration and Increasing Financial Instability, The Application Of Unconventional Monetary policy (UMP) has become an essential approach for many central banks worldwide, including Vietnam. This study explores the theoretical foundation of unconventional monetary policy, its implementation in Vietnam, and its effectiveness ...
Phan Thi, Linh, PhD. +3 more
openaire +1 more source
Heterogeneous Effects of Monetary Policy Shocks: Evidence from the Czech Labor Market
Journal of Money, Credit and Banking, EarlyView.Abstract Using unique contract‐level data from the Czech labor market, we investigate how monetary policy shocks, identified by the high‐frequency surprises in interest rate futures, affect the distribution of wages and hours worked. Consistent with existing literature, our findings indicate that low‐wage groups are more impacted by these shocks than ...
MONIKA JUNICKE +3 more
wiley +1 more source
Gravity Among Central Bank Balance Sheets: Monetary Policy Spill-Over on FX Volatility
Econometric Research in Finance, 2020 Following the subprime crisis, most of the European central banks implemented several unconventional monetary instruments. As a result of the late quantitative easing, there was a shift from stimulating lending to the immediate stimulation of the ...
Gábor Dávid Kiss +1 more
doaj
Housing market dynamics under a pegged exchange rate – a study of Hong Kong
International Journal of Strategic Property Management, 2018 This study explores the major determinants of prices and rents of properties in the mass housing market and in the luxury housing market of Hong Kong.
Ka Hung Yu, Eddie Chi Man Hui
doaj +1 more source
Effectiveness of the ECB programme of asset purchases: Where do we stand?
, 2016 The ECB has engaged in several forms of unconventional monetary policy since 2007. This report documents empirically that the implemented measures were effective.
Bernoth, Kerstin +3 more
core
The current state of financial (dis)integration in the euro area: in-depth analysis [PDF]
, 2016 The sovereign bond crisis which started in 2010 caused a major disruption in euro area financial markets. The rise of credit risk led banks from the “core” of the euro area to stop lending to the euro-area “periphery”.
Koutroumpis, Panagiotis +1 more
core
Real Effects of Exchange Rate Depreciation: The Roles of Bank Loan Supply and Interbank Markets
Journal of Money, Credit and Banking, EarlyView.Abstract Using matched bank–firm‐level data and estimating difference‐in‐differences regressions around the 2014 depreciation of the euro, we show that exchange rate depreciations can lead to higher loan supply by raising banks' net worth. We focus on a new channel, interbank lending from large banks with high net dollar exposure to small banks without
THORSTEN BECK +3 more
wiley +1 more source