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Price discovery and liquidity recovery : forex market reactions to macro announcements

Yamada, Masahiro; Itō, Takatoshi - In: Journal of international money and finance 120 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013417335

The relationship between inflation rates in advanced economies

Álvarez González, Luis Julián; Gómez Loscos, Ana; …

common monetary policy. Also, the comovement of inflation is found to be a phenomenon that tends to be more visible in the …

Persistent link: https://www.econbiz.de/10012524475

Financial shocks, comovement and credit frictions

Finocchiaro, Daria; Mendicino, Caterina - In: Economics letters 143 (2016), pp. 20-23

Persistent link: https://www.econbiz.de/10011616822

Monetary policy and the relative price of durable goods

Cantelmo, Alessandro; Melina, Giovanni - 2015

In a VAR model of the US, the response of the relative price of durables to a monetary contraction is either flat or mildly positive. It significantly falls only if narrowly defined as the ratio between new house and nondurables prices. These findings survive three identification strategies and...

Persistent link: https://www.econbiz.de/10010515460

Does monetary policy impact market integration? : evidence from developed and emerging markets

Caporin, Massimiliano; Pelizzon, Loriana; Plazzi, Alberto - 2017

This paper shows that FED policy announcements lead to a significant increase in international co-movement in the cross … co-movement, even in the Eurozone …

Persistent link: https://www.econbiz.de/10011874674

Understanding international long-term interest rate comovement

Chin, Michael; De Graeve, Ferre; Filippeli, Thomai; … - 2018

empirical results. (1) Comovement arises due to nominal fluctuations, not through real rates or term premia. (2) The cause of … comovement is the central bank of the small open economy accommodating foreign inflation trends, rather than systematically …

Persistent link: https://www.econbiz.de/10011887034