Spillovers of US unconventional monetary policy: quantitative easing, spreads, and international financial markets

Abstract This study investigates the international spillover effects of US unconventional monetary policy (UMP)—frequently called large-scale asset purchases or quantitative easing (QE)—on advanced and emerging market economies, using structural vector autoregressive models with high-frequency daily...

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Bibliographic Details
Main Authors: Zekeriya Yildirim, Mehmet Ivrendi
Format: article
Language:EN
Published: SpringerOpen 2021
Subjects:
Online Access:https://doaj.org/article/943d0329f4a64166b73e588e1ab438f2
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