Measuring Information Effects of Monetary Policy: New Evidence from the VIX Futures Market

2020 ◽  
Author(s):  
T. Niklas Kroner
Keyword(s):  
Monetary Policy ◽  
Futures Market ◽  
Information Effects ◽  
Vix Futures ◽  
New Evidence

scholarly journals Financial development and the effectiveness of monetary policy: New evidence from Malaysia

2019 ◽  
Vol 24 (2) ◽  
pp. 21-39
Author(s):  
Danie Eirieswanty Kamal Basa ◽  
◽  
Zulkefly Abdul Karim ◽  
Mohd Azlan Shah Zaidi ◽  
◽  
...  
Keyword(s):  
Monetary Policy ◽  
Financial Development ◽  
New Evidence ◽  
Effectiveness Of Monetary Policy

scholarly journals Monetary Policy and the Oil Futures Market

2012 ◽  
Author(s):  
Sandra Eickmeier ◽  
Marco Jacopo Lombardi
Keyword(s):  
Monetary Policy ◽  
Futures Market ◽  
Oil Futures

TRANSMISSION OF MONETARY POLICY SHOCKS: DO INPUT–OUTPUT INTERACTIONS MATTER?

2019 ◽  
Vol 24 (8) ◽  
pp. 1881-1903
Author(s):  
Aarti Singh ◽  
Stefano Tornielli Di Crestvolant
Keyword(s):  
Monetary Policy ◽  
Spillover Effects ◽  
Intermediate Goods ◽  
Input Output ◽  
Monetary Policy Shocks ◽  
Vector Autoregressive ◽  
Policy Shocks ◽  
Monetary Policy Shock ◽  
New Evidence ◽  
Transmission Of Monetary Policy

We examine whether input–output interactions among industries impact the transmission of monetary policy shocks through the economy. Using vector autoregressive (VAR) methods we find evidence of heterogeneity in the output response to a monetary policy shock in both finished goods industries and intermediate goods industries. While output responses in finished goods industries can be related to heterogeneity in industry characteristics, this relationship is not so obvious for intermediate goods industries. For the intermediate goods industries in our sample, we find new evidence of demand-spillover effects that impact the transmission of monetary policy via input–output linkages.

Financial Globalization and Monetary Policy Discipline: A Survey With New Evidence from Financial Remoteness

2009 ◽  
Vol 56 (1) ◽  
pp. 198-221 ◽  
Author(s):  
Mark M Spiegel
Keyword(s):  
Monetary Policy ◽  
Financial Globalization ◽  
New Evidence

New Evidence on Targets for Monetary Policy

1987 ◽  
Vol 53 (3) ◽  
pp. 591 ◽  
Author(s):  
Alok K. Bohara ◽  
Michael G. Bradley ◽  
Robert F. McNown
Keyword(s):  
Monetary Policy ◽  
New Evidence
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