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Tracing out Monetary Policy Shocks through Credit Risk Premia
SSRN Electronic Journal
◽
10.2139/ssrn.3931472
◽
2021
◽
Author(s):
Stefan Walz
Keyword(s):
Monetary Policy
◽
Credit Risk
◽
Risk Premia
◽
Monetary Policy Shocks
◽
Policy Shocks
Download Full-text
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Monetary Policy Shocks and Variance Risk Premia
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The Short-Run Effect of Monetary Policy Shocks on Credit Risk: An Analysis of the Euro Area
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◽
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Euro Area Banking and Monetary Policy Shocks in the QE Era: A Structural Credit Risk and Vector-autoregression Approach
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◽
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Monetary Policy Shocks and Risk Premia in the Interbank Market
The B E Journal of Macroeconomics
◽
10.2202/1935-1690.2147
◽
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◽
Vol 11
(1)
◽
Cited By ~ 8
Author(s):
Asger M Wingender
Keyword(s):
Monetary Policy
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◽
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◽
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The impact of unconventional monetary policy shocks on the crude oil futures market
The Journal of Energy Markets
◽
10.21314/jem.2018.171
◽
2018
◽
Author(s):
Tarek Chebbi
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Monetary Policy
◽
Crude Oil
◽
Futures Market
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Unconventional Monetary Policy
◽
Monetary Policy Shocks
◽
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◽
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◽
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◽
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Are the Effects of Monetary Policy Shocks in the US Different During Financial Crises? - A Threshold VAR Approach
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Monetary Policy
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Financial Constraints, Monetary Policy Shocks, and the Cross-Section of Equity Returns
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Monetary Policy
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Financial Constraints
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Equity Returns
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Monetary Policy Shocks
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Fluctuations in Economic Uncertainty and Transmission of Monetary Policy Shocks: Evidence Using Daily Surveys from Brazil
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2019
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Rafael Burjack
◽
Ritong Qu
◽
Allan Timmermann
Keyword(s):
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Economic Uncertainty
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Uncertainty-Dependent Effects of Monetary Policy Shocks: A New Keynesian Interpretation
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◽
10.2139/ssrn.3134156
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◽
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◽
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Monetary Policy
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New Keynesian
◽
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(Un)expected Monetary Policy Shocks and Term Premia
Journal of Applied Econometrics
◽
10.1002/jae.2872
◽
2021
◽
Author(s):
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◽
Alexander Meyer‐Gohde
Keyword(s):
Monetary Policy
◽
Monetary Policy Shocks
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◽
Term Premia
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