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How do financial markets react to monetary policy signals?. (2020). Altavilla, Carlo ; Motto, Roberto.
In: Research Bulletin.
RePEc:ecb:ecbrbu:2020:0073:.

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  1. The market liquidity of interest rate swaps. (2024). Frieden, Immo ; Scheicher, Martin ; Boudiaf, Ismael Alexander.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:2024147.

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  2. The market liquidity of interest rate swaps. (2024). Scheicher, Martin ; Boudiaf, Ismael Alexander ; Frieden, Immo.
    In: ESRB Working Paper Series.
    RePEc:srk:srkwps:20240.

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  3. Real-time price discovery via verbal communication: Method and application to Fedspeak. (2022). Grotteria, Marco ; Gomez-Cram, Roberto.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:143:y:2022:i:3:p:993-1025.

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  1. Monetary Policy Shocks: Data or Methods?. (2024). Walker, Todd ; Matthes, Christian ; Jacobson, Margaret ; Brennan, Connor M.
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  2. Chronicle of a death foretold: does higher volatility anticipate corporate default?. (2022). Ampudia, Miguel ; Busetto, Filippo ; Fornari, Fabio.
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  3. A structural investigation of quantitative easing. (2021). Strobel, Felix ; Boehl, Gregor ; Bohl, Gregor ; Goy, Gavin.
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  4. Taylor Rule Yield Curve. (2021). Nakajima, Jouchi ; Mineyama, Tomohide ; Hattori, Masazumi.
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  5. How have the European central bank’s monetary policies been affecting financial markets in CEE-3 countries?. (2021). Grabowski, Wojciech ; Stawasz-Grabowska, Ewa.
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  6. The Dynamic Effects of the ECB s Asset Purchases: a Survey-Based Identification. (2021). Nguyen, Benoît ; Lhuissier, Stéphane.
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  7. The Exchange Rate Insulation Puzzle. (2021). Schmidt, Sebastian ; Müller, Gernot ; Kuester, Keith ; Corsetti, Giancarlo.
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  8. Does monetary policy impact international market co-movements?. (2020). Plazzi, Alberto ; Pelizzon, Loriana ; Caporin, Massimiliano.
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  9. A structural investigation of quantitative easing. (2020). Strobel, Felix ; Boehl, Gregor ; Goy, Gavin ; Bohl, Gregor.
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  10. Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers. (2020). Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlo.
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  11. Monetary policy surprises and exchange rate behavior. (2020). Lee, Sang Seok ; Kısacıkoğlu, Burçin ; Kara, Hakan ; Gürkaynak, Refet ; Gurkaynak, Refet S ; Kisacikolu, Burin.
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  12. Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates. (2020). Schiman, Stefan ; Badinger, Harald.
    In: Department of Economics Working Papers.
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  13. ECB Announcements and Stock Market Volatility. (2020). Neugebauer, Frederik.
    In: WHU Working Paper Series - Economics Group.
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  14. Measuring Monetary Policy with Residual Sign Restrictions at Known Shock Dates. (2020). Schiman, Stefan ; Badinger, Harald.
    In: WIFO Working Papers.
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  15. Monetary policy disconnect. (2020). Winterberg, Hannah ; Ranaldo, Angelo ; Ballensiefen, Benedikt.
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  16. Banking supervision, monetary policy and risk-taking: Big data evidence from 15 credit registers. (2020). Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlo.
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  17. ECB Monetary Policy and Bank Default Risk. (2020). Vander Vennet, Rudi ; Soenen, Nicolas.
    In: Working Papers of Faculty of Economics and Business Administration, Ghent University, Belgium.
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  18. Macroprudential policy, monetary policy and Eurozone bank risk. (2020). Vander Vennet, Rudi ; Meuleman, Elien.
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  19. Monetary Policy Surprises and Exchange Rate Behavior. (2020). Lee, Sang Seok ; Kısacıkoğlu, Burçin ; Kara, Hakan ; Gürkaynak, Refet ; Gurkaynak, Refet S ; Kisacikolu, Burin.
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  20. Distributional consequences of conventional and unconventional monetary policy. (2020). Kolasa, Marcin ; Brzoza-Brzezina, Michal ; Bielecki, Marcin.
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  21. Financial Markets and Dissent in the ECB€™s Governing Council. (2020). Tillmann, Peter.
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  24. One Money, Many Markets: Monetary Transmission and Housing Financing in the Euro Area. (2020). Mann, Samuel ; Duarte, Joao ; Corsetti, Giancarlo.
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  25. Monetary Policy Surprises, Central Bank Information Shocks, and Economic Activity in a Small Open Economy. (2020). Laséen, Stefan.
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  26. Household balance sheet channels of monetary policy: A back of the envelope calculation for the euro area. (2020). Tristani, Oreste ; Slacalek, Jiri ; Violante, Giovanni L.
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  27. Central bank information effects and transatlantic spillovers. (2020). Jarociński, Marek ; Jarociski, Marek.
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  29. Heterogeneity in corporate debt structures and the transmission of monetary policy. (2020). Holm-Hadulla, Fédéric ; Thurwachter, Claire.
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  30. Banking supervision, monetary policy and risk-taking: big data evidence from 15 credit registers. (2020). Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlo.
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  31. How do financial markets react to monetary policy signals?. (2020). Altavilla, Carlo ; Motto, Roberto.
    In: Research Bulletin.
    RePEc:ecb:ecbrbu:2020:0073:.

    Full description at Econpapers || Download paper

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  38. Monetary Policy Surprises and Exchange Rate Behavior. (2020). Kısacıkoğlu, Burçin ; Kara, Hakan ; Gürkaynak, Refet ; Gurkaynak, Refet S ; Kisacikoglu, Burcin .
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  39. The effects of conventional and unconventional monetary policy : identification through the yield curve. (2020). Nelimarkka, Jaakko ; Kortela, Tomi.
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  40. The interaction between macroprudential policy and monetary policy: overview. (2020). Styrin, Konstantin ; Sowerbutts, Rhiannon ; Sinha, Sonalika ; Reinhardt, Dennis ; Meunier, Baptiste ; Lloyd, Simon ; Hills, Robert ; de Haan, Jakob ; Cao, Jin ; Bussiere, Matthieu ; Pedrono, Justine ; Shina, Sonalika.
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  41. Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2020). Pfarrhofer, Michael ; Hauzenberger, Niko.
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  42. Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy. (2019). Pfarrhofer, Michael ; Niko, Hauzenberger.
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  44. Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne.
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  45. Monetary policy announcements and expectations: Evidence from german firms. (2019). Müller, Gernot ; Enders, Zeno ; Muller, Gernot J ; Hunnekes, Franziska.
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  46. A tale of two decades: the ECB’s monetary policy at 20. (2019). Rostagno, Massimo ; Lemke, Wolfgang ; Altavilla, Carlo ; Motto, Roberto ; Yiangou, Jonathan ; Carboni, Giacomo ; Guilhem, Arthur Saint.
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  47. Monetary policy shocks and the health of banks. (2019). Uhlig, Harald ; Jung, Alexander.
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  48. Systemic Bank Risk and Monetary Policy. (2019). Faia, Ester ; Karau, Soeren.
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  49. Banking Supervision, Monetary Policy and Risk-Taking: Big Data Evidence from 15 Credit Registers. (2019). Smets, Frank ; Peydro, Jose-Luis ; Boucinha, Miguel ; Altavilla, Carlo.
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  50. Quantitative Easing and the Term Premium as a Monetary Policy Instrument. (2019). Vaccaro-Grange, Etienne.
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