Curcuru, Stephanie E.; Pooter, Michiel de; Eckerd, George - 2018
policy communications by the FOMC and the ECB. The identification of policy-related co-movements following FOMC announcements … ECB announcements, which is nearly identical to the spillover from U.S. yields to German Bund yields following FOMC …-crisis period, but that there is little difference in the spillover impact of conventional versus unconventional monetary policy …