Unconventional monetary policy and the spillovers to emerging markets
By Peter Tillmann. 2016
175 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/74b3aa3e2dab60c663801a0143c4e01156845cb3
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- David Gabauer
- Rangan Gupta
- Nikolaos Antonakakis
- Michael Hachula
- P. Anaya
- C. Offermanns
- Elie Bouri
- George Filis
In Finance
- David Gabauer
- Rangan Gupta
- Michael Hachula
- Nikolaos Antonakakis
- P. Anaya
- C. Offermanns
- George Filis
- Elie Bouri
Citations in the corpus
- International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression (2019, background): “…pursued unconventional monetary policies such as Quantitative Easing which involves a multitude of measures like large-scale asset purchases, maturity extension programs, and efforts of forward guidance 3 in order to manage expectations of a prolonged period of low policy rates (Tillmann, 2016).”
- Financial markets under the global pandemic of COVID-19 (2020, unknown): “The US’ policies may introduce further uncertainty into the global markets and create trouble for emerging economies (Chen et al., 2016; Tillmann, 2016).”
- Spillovers of U.S. unconventional monetary policy to emerging markets: The role of capital flows (2017, methodology): “Other studies use high frequency frameworks and event study approaches (International Monetary Fund, 2013, Fratzscher et al., 2013, Rai and Suchanek, 2014), or VAR models with aggregated capital flows (Tillmann, 2014, Dahlhaus and Vasishtha, 2014).”