An event study of COVID‐19 central bank quantitative easing in advanced and emerging economies
Year of publication: |
2022
|
---|---|
Authors: | Rebucci, Alessandro ; Hartley, Jonathan S. ; Jiménez, Daniel |
Published in: |
Essays in honor of M. Hashem Pesaran : prediction and macro modeling. - Bingley, U.K. : Emerald Publishing Limited, ISBN 978-1-80262-063-4. - 2022, p. 291-322
|
Subject: | Bond yields | Central Banks | COVID‐19 | event study | exchangerates | GVAR | monetary policy | swap lines | quantitative easing | Geldpolitik | Monetary policy | Zentralbank | Central bank | Quantitative Lockerung | Quantitative easing | Schwellenländer | Emerging economies | Ereignisstudie | Event study | Ankündigungseffekt | Announcement effect | Wirkungsanalyse | Impact assessment | Swap | Öffentliche Anleihe | Public bond | Zinspolitik | Interest rate policy | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Anleihe | Bond | Zinsstruktur | Yield curve |
-
An event study of COVID-19 central bank quantitative easing in advanced and emerging economies
Hartley, Jonathan, (2020)
-
An assessment of unconventional monetary policy during COVID-19 pandemic in India
Rao, D. Tripati, (2023)
-
The yield and market function effects of the reserve bank of Australia's bond purchases
Finlay, Richard, (2022)
- More ...
-
The Financial Fragility of For-Profit Hospitals : Evidence from the Covid-19 Pandemic
Bai, Ge, (2022)
-
The financial fragility of for-profit hospitals : evidence from the COVID-19 pandemic
Bai, Ge, (2021)
-
The Financial Fragility of For-profit Hospitals : Evidence from the COVID-19 Pandemic
Bai, Ge, (2021)
- More ...