- Adrian, T., A. Estrella, and H.S. Shin. 2019. Risk-taking channel of monetary policy. Financial Management 48 (3): 725–738.
Paper not yet in RePEc: Add citation now
Ahmed, S., and A. Zlate. 2014. Capital flows to emerging market economies: A brave new world? Journal of International Money and Finance 48: 221–248.
Avdjiev, S., and G. Hale. 2019. Us monetary policy and fluctuations of international bank lending. Journal of International Money and Finance 95: 251–268.
- Baele, L., G. Bekaert, K. Inghelbrecht, and M. Wei. 2019. Flights to safety. The Review of Financial Studies 33 (2): 689–746.
Paper not yet in RePEc: Add citation now
Baker, S.R., N. Bloom, and S.J. Davis. 2016. Measuring economic policy uncertainty. The Quarterly Journal of Economics 131 (4): 1593–1636.
Bauer, M. D. and E. T. Swanson. 2022. A reassessment of monetary policy surprises and high-frequency identification. In: NBER working paper series (p. 29939).
Bekaert, G., and M. Hoerova. 2016. What do asset prices have to say about risk appetite and uncertainty? Journal of Banking & Finance 67: 103–118.
Bekaert, G., E.C. Engstrom, and N.R. Xu. 2022. The time variation in risk appetite and uncertainty. Management Science 68 (6): 3975–4004.
Bekaert, G., M. Hoerova, and M. Lo Duca. 2013. Risk, uncertainty and monetary policy. Journal of Monetary Economics 60 (7): 771–788.
Benigno, G., P. Benigno, and S. Nisticò. 2012. Risk, monetary policy, and the exchange rate. NBER Macroeconomics Annual 26 (1): 247–309.
Bjørnland, H.C. 2009. Monetary policy and exchange rate overshooting: Dornbusch was right after all. Journal of International Economics 79 (1): 64–77.
Borio, C., and H. Zhu. 2012. Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? Journal of Financial Stability 8 (4): 236–251.
- Bowman, D., J.M. Londono, and H. Sapriza. 2015. U.S. unconventional monetary policy and transmission to emerging market economies. Journal of International Money and Finance 55 (C): 27–59.
Paper not yet in RePEc: Add citation now
- Boz, E., G. Gopinath, and M. Plagborg-Møller. 2017. Global trade and the dollar. In: Working paper 23988. National Bureau of Economic Research.
Paper not yet in RePEc: Add citation now
Breitenlechner, M., G. Georgiadis, and B. Schumann. 2022. What goes around comes around: How large are spillbacks from us monetary policy? Journal of Monetary Economics 131: 45–60.
Bruno, V., and H.S. Shin. 2015a. Capital flows and the risk-taking channel of monetary policy. Journal of Monetary Economics 71 (C): 119–132.
Bruno, V., and H.S. Shin. 2015b. Cross-border banking and global liquidity. Review of Economic Studies 82 (2): 535–564.
Bruno, V., and H.S. Shin. 2017. Global dollar credit and carry trades: A firm-level analysis. Review of Financial Studies 30 (3): 703–749.
Cai, Y., S. Camara, and N. Capel. 2021. It’s not always about the money, sometimes it’s about sending a message: Evidence of Informational Content in Monetary Policy Announcements. Working Paper. arXiv.org .
- Camara, S. 2021. Spillovers of US interest rates: Monetary policy & information effects. arXiv.org .
Paper not yet in RePEc: Add citation now
Cesa-Bianchi, A., A. Ferrero, and A. Rebucci. 2018. International credit supply shocks. Journal of International Economics 112 (C): 219–237.
Cesa-Bianchi, A., and A. Sokol. 2022. Financial shocks, credit spreads, and the international credit channel. Journal of International Economics 135: 103543.
Chen, J., T. M. Griffoli, and R. Sahay. 2014. Spillovers from United States monetary policy on emerging markets; different this time? IMF working papers, 14/240.
Cieslak, A., and A. Schrimpf. 2019. Non-monetary news in central bank communication. Journal of International Economics 118 (C): 293–315.
Cieslak, A., and A. Vissing-Jorgensen. 2020. The economics of the fed put. The Review of Financial Studies 34 (9): 4045–4089.
- Cochrane, J.H., and M. Piazzesi. 2002. The fed and interest rates—A high-frequency identification. American Economic Review 92 (2): 90–95.
Paper not yet in RePEc: Add citation now
Dedola, L., G. Rivolta, and L. Stracca. 2017. If the fed sneezes, who catches a cold? Journal of International Economics 108 (S1): 23–41.
- Degasperi, R., S. S. Hong, and G. Ricco. 2020. The global transmission of U.S. monetary policy. The Warwick economics research paper series (TWERPS) 1257. University of Warwick, Department of Economics.
Paper not yet in RePEc: Add citation now
Di Giovanni, J., & Hale, G. 2022. Stock market spillovers via the global production network: Transmission of US monetary policy. The Journal of Finance, 77(6): 3373–3421.
Drechsler, I., and A. Yaron. 2011. What’s vol got to do with it. Review of Financial Studies 24 (1): 1–45.
Eichenbaum, M., and C.L. Evans. 1995. Some empirical evidence on the effects of shocks to monetary policy on exchange rates*. The Quarterly Journal of Economics 110 (4): 975–1009.
Farhi, E., and I. Werning. 2014. Dilemma not trilemma? Capital controls and exchange rates with volatile capital flows. IMF Economic Review 62 (4): 569–605.
Farrant, K., and G. Peersman. 2006. Is the exchange rate a shock absorber or a source of shocks? New empirical evidence. Journal of Money, Credit and Banking 38 (4): 939–961.
- Faust, J., and J.H. Rogers. 2003. Monetary policy’s role in exchange rate behavior. Journal of Monetary Economics 50 (7): 1403–1424.
Paper not yet in RePEc: Add citation now
Fogli, A., and F. Perri. 2015. Macroeconomic volatility and external imbalances. Journal of Monetary Economics 69: 1–15.
- Franz, T. 2020. Central bank information shocks and exchange rates. In Deutsche Bundesbank discussion papers.
Paper not yet in RePEc: Add citation now
Fratzscher, M., M.L. Duca, and R. Straub. 2018. On the international spillovers of US quantitative easing. Economic Journal 128 (608): 330–377.
Fry, R., and A. Pagan. 2011. Sign restrictions in structural vector autoregressions: A critical review. Journal of Economic Literature 49 (4): 938–960.
Gerko, E., and H. Rey. 2017. Monetary policy in the capitals of capital. Journal of the European Economic Association 15 (4): 721–745.
- Giacomini, R., and T. Kitagawa. 2021. Robust Bayesian inference for set-identified models. Econometrica 89 (4): 1519–1556.
Paper not yet in RePEc: Add citation now
Gilchrist, S., and E. Zakrajsek. 2012. Credit spreads and business cycle fluctuations. American Economic Review 102 (4): 1692–1720.
Glick, R., and S. Leduc. 2018. Unconventional monetary policy and the dollar: Conventional signs, unconventional magnitudes. International Journal of Central Banking 14 (5): 103–152.
Goldberg, L., and C. Tille. 2009. Macroeconomic interdependence and the international role of the dollar. Journal of Monetary Economics 56 (7): 990–1003.
- Gopinath, G. 2015. The international price system. In NBER working paper series, 21646.
Paper not yet in RePEc: Add citation now
Gürkaynak, R. S., B. Sack, and E. Swanson. 2005. Do actions speak louder than words? the response of asset prices to monetary policy actions and statements. International Journal of Central Banking 1(1).
Gürkaynak, R.S., A.H. Kara, B. Kısacıkoğlu, and S.S. Lee. 2021. Monetary policy surprises and exchange rate behavior. Journal of International Economics 130: 103443 (NBER International Seminar on Macroeconomics 2020).
Hausman, J., and J. Wongswan. 2011. Global asset prices and FOMC announcements. Journal of International Money and Finance 30 (3): 547–571.
Hoek, J., S. Kamin, and E. Yoldas. 2022. Are higher us interest rates always bad news for emerging markets? Journal of International Economics 137: 103585.
Inoue, A., and B. Rossi. 2019. The effects of conventional and unconventional monetary policy on exchange rates. Journal of International Economics 118 (C): 419–447.
- Jarociński, M. 2022. Central bank information effects and transatlantic spillovers. Journal of International Economics 139 (C): 103683.
Paper not yet in RePEc: Add citation now
Jarociński, M., and P. Karadi. 2020. Deconstructing monetary policy surprises-the role of information shocks. American Economic Journal: Macroeconomics 12 (2): 1–43.
- Jordá, Ó. 2005. Estimation and inference of impulse responses by local projections. American Economic Review 95 (1): 161–182.
Paper not yet in RePEc: Add citation now
Jurado, K., S.C. Ludvigson, and S. Ng. 2015. Measuring uncertainty. American Economic Review 105 (3): 1177–1216.
Kalemli-Ozcan, S., E. Papaioannou, and F. Perri. 2013. Global banks and crisis transmission. Journal of International Economics 89 (2): 495–510.
Kekre, R., and M. Lenel. 2022. Monetary policy, redistribution, and risk premia. Econometrica 90 (5): 2249–2282.
Kim, S., and N. Roubini. 2000. Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach. Journal of Monetary Economics 45 (3): 561–586.
Kollmann, R. 2016. International business cycles and risk sharing with uncertainty shocks and recursive preferences. Journal of Economic Dynamics and Control 72: 115–124.
Kuttner, K.N. 2001. Monetary policy surprises and interest rates: Evidence from the fed funds futures market. Journal of Monetary Economics 47 (3): 523–544.
Lilley, A., Maggiori, M., Neiman, B., & Schreger, J. 2022. Exchange rate reconnect. Review of Economics and Statistics, 104(4): 845–855.
Lunsford, K.G. 2020. Policy language and information effects in the early days of federal reserve forward guidance. American Economic Review 110 (9): 2899–2934.
Mertens, K., and M.O. Ravn. 2013. The dynamic effects of personal and corporate income tax changes in the United States. American Economic Review 103 (4): 1212–1247.
Miranda-Agrippino, S., and G. Ricco. 2021. The transmission of monetary policy shocks. American Economic Journal: Macroeconomics 13 (3): 74–107.
- Miranda-Agrippino, S., and H. Rey. 2020. U.S. monetary policy and the global financial cycle. Review of Economic Studies 87 (6): 2754–2776.
Paper not yet in RePEc: Add citation now
Miranda-Agrippino, S., and T. Nenova. 2022. A tale of two global monetary policies. Journal of International Economics 136 (C): 103606.
Nakamura, E., and J. Steinsson. 2018. High-frequency identification of monetary non-neutrality: The information effect. The Quarterly Journal of Economics 133 (3): 1283–1330.
Neely, C.J. 2015. Unconventional monetary policy had large international effects. Journal of Banking & Finance 52 (C): 101–111.
Passari, E., and H. Rey. 2015. Financial flows and the international monetary system. Economic Journal 125 (584): 675–698.
- Rey, H. 2013. Dilemma not trilemma: The global cycle and monetary policy independence. In Proceedings—Economic policy symposium—Jackson Hole (pp. 1–2).
Paper not yet in RePEc: Add citation now
Rey, H. 2016. International channels of transmission of monetary policy and the Mundellian trilemma. IMF Economic Review 64 (1): 6–35.
Rogers, J.H., C. Scotti, and J.H. Wright. 2018. Unconventional monetary policy and international risk premia. Journal of Money, Credit and Banking 50 (8): 1827–1850.
Romer, D.H., and C.D. Romer. 2000. Federal reserve information and the behavior of interest rates. American Economic Review 90 (3): 429–457.
Rubio-Ramírez, J.F., D.F. Waggoner, and T. Zha. 2010. Structural vector autoregressions: Theory of identification and algorithms for inference. Review of Economic Studies 77 (2): 665–696.
- Stavrakeva, V. and J. Tang. 2015. Exchange rates and monetary policy. In Federal reserve bank of Boston working papers (15-16).
Paper not yet in RePEc: Add citation now
- Stavrakeva, V. and J. Tang. 2019. The dollar during the great recession: US monetary policy signaling and the flight to safety. In CEPR discussion papers (14034).
Paper not yet in RePEc: Add citation now
- Stock, J. H. and M. W. Watson. 2012. Disentangling the channels of the 2007-2009 recession. In Brookings papers on economic activity.
Paper not yet in RePEc: Add citation now
- Zanetti, F. and W. Li. 2016. The effect of monetary policy shocks in the United Kingdom: An external instruments approach. In Economics series working papers.
Paper not yet in RePEc: Add citation now