Hauzenberger, Niko; Huber, Florian; Zörner, Thomas - 2023
markets. This has important implications for the conduct of monetary policy, as central bank policies may diverge across …-linear multivariate time series model to shed light on how the US monetary policy stance affects the conduct of monetary policy in the … quantities such as government bond yields and inflation swaps to euro area monetary policy shocks change with the US policy …