Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets

Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets

Abstract This study investigates the international spillover effects of US unconventional monetary policy (UMP)—frequently called large-scale asset purchases or quantitative easing (QE)—on advanced and emerging market economies, using structural vector autoregressive models with high-frequency daily...

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Bibliographic Details
Main Authors: Zekeriya Yildirim, Mehmet Ivrendi
Format: Article
Language:English
Published: SpringerOpen 2021-11-01
Series:Financial Innovation
Subjects:
US unconventional monetary policy
Quantitative easing
Interest rate spreads
Emerging markets
Financial spillovers
SVAR
Online Access:https://doi.org/10.1186/s40854-021-00299-1

Internet

https://doi.org/10.1186/s40854-021-00299-1

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