Central bank announcements of asset purchases and the impact on global financial and commodity markets
By Reuven Glick, S. Leduc. 2012
250 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/598cbc7beae64e8f8e3b50ed44b4d97c45eefdd0
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In Economics and Econometrics
In Finance
Citations in the corpus
- A High Frequency Assessment of the ECB Securities Markets Programme (2017, unknown): “Glick and Leduc (2011), left no doubt about the parameters of the purchases.”
- The impact of the ECB's conventional and unconventional monetary policies on stock markets (2016, background): “6 Wright (2012), Glick and Leduc (2012), and Rogers et al. (2014) use intraday interest rate futures and take the first principal component of the changes in yields on two-, five-, ten-, and 30-year U.”
- International channels of the Fed’s unconventional monetary policy (2013, unknown): “11The events we consider were also studied by Gagnon et al. (2011), Neely (2013), Bauer and Rudebusch (2013b), Krishnamurthy and Vissing-Jorgensen (2011), Glick and Leduc (2012), and Rosa (2012).”
- The Impact of the Federal Reserve's Large-Scale Asset Purchase Programs on Corporate Credit Risk (2013, unknown): “Consistent with this evidence, Greenwood and Vayanos [2010a], Gagnon, Raskin, Remache, and Sack [2011], Krishnamurthy and Vissing-Jorgensen [2011], and Hamilton and Wu [2012] also show that Treasury supply factors have important effects on Treasury yields and the associated term premiums at lower fr”