What explains international interest rate co-movement?
A Camehl, G von Schweinitz - 2023 - econstor.eu
We show that global supply and demand shocks are important drivers of interest rate co-
movement across seven advanced economies. Beyond that, local structural shocks transmit …
movement across seven advanced economies. Beyond that, local structural shocks transmit …
The economic impact of yield curve compression: Evidence from euro area forward guidance and unconventional monetary policy
R Goodhead - European Economic Review, 2024 - Elsevier
Unconventional monetary policies have now been part of the toolkit of developed economy
central banks for well over a decade. The question of how their effects have changed over …
central banks for well over a decade. The question of how their effects have changed over …
[PDF][PDF] Has Globalization Changed the International Transmission of US Monetary Policy?
M Boeck, L Mori - 2023 - mboeck11.github.io
We estimate a time-varying parameter vector autoregression to examine the evolution of
international spillovers of US monetary policy in light of increasing globalization in real and …
international spillovers of US monetary policy in light of increasing globalization in real and …
[HTML][HTML] Active Driver or Passive Victim–On the Role of International Monetary Policy Transmission
A Camehl, G von Schweinitz - Journal of International Money and …, 2021 - iwh-halle.de
We provide new insights into determinants of international interest rates spillovers across
seven advanced economies. To disentangle and quantify their respective importance, we …
seven advanced economies. To disentangle and quantify their respective importance, we …