Matches in SemOpenAlex for { <https://semopenalex.org/work/W3124352938> ?p ?o ?g. }
Showing items 1 to 100 of
100
with 100 items per page.
- W3124352938 endingPage "46" @default.
- W3124352938 startingPage "24" @default.
- W3124352938 abstract "Previous research has established that the Federal Reserve's large scale asset purchases (LSAPs) significantly influenced international bond yields. We use dynamic term structure models to uncover to what extent signaling and portfolio balance channels caused these declines. For the U.S. and Canada, the evidence supports the view that LSAPs had substantial signaling effects. For Australian and German yields, signaling effects were present but likely more moderate, and portfolio balance effects appear to have played a relatively larger role than in the U.S. and Canada. Portfolio balance effects were small for Japanese yields and signaling effects basically nonexistent. These findings about LSAP channels are consistent with predictions based on interest rate dynamics during normal times: Signaling effects tend to be large for countries with strong yield responses to conventional U.S. monetary policy surprises, and portfolio balance effects are consistent with the degree of substitutability across international bonds, as measured by the covariance between foreign and U.S. bond returns." @default.
- W3124352938 created "2021-02-01" @default.
- W3124352938 creator A5082876696 @default.
- W3124352938 creator A5087413520 @default.
- W3124352938 date "2014-06-01" @default.
- W3124352938 modified "2023-10-14" @default.
- W3124352938 title "International channels of the Fed's unconventional monetary policy" @default.
- W3124352938 cites W1544291764 @default.
- W3124352938 cites W1577018397 @default.
- W3124352938 cites W1663622626 @default.
- W3124352938 cites W1977902245 @default.
- W3124352938 cites W1989532041 @default.
- W3124352938 cites W1992827070 @default.
- W3124352938 cites W2035728379 @default.
- W3124352938 cites W2055828703 @default.
- W3124352938 cites W2134182509 @default.
- W3124352938 cites W2140234860 @default.
- W3124352938 cites W2142397873 @default.
- W3124352938 cites W2144153592 @default.
- W3124352938 cites W2178649350 @default.
- W3124352938 cites W3094108936 @default.
- W3124352938 cites W3121195771 @default.
- W3124352938 cites W3122257378 @default.
- W3124352938 cites W3123647737 @default.
- W3124352938 cites W3124438330 @default.
- W3124352938 cites W3124933125 @default.
- W3124352938 cites W3125524825 @default.
- W3124352938 cites W3125977952 @default.
- W3124352938 doi "https://doi.org/10.1016/j.jimonfin.2013.12.007" @default.
- W3124352938 hasPublicationYear "2014" @default.
- W3124352938 type Work @default.
- W3124352938 sameAs 3124352938 @default.
- W3124352938 citedByCount "198" @default.
- W3124352938 countsByYear W31243529382013 @default.
- W3124352938 countsByYear W31243529382014 @default.
- W3124352938 countsByYear W31243529382015 @default.
- W3124352938 countsByYear W31243529382016 @default.
- W3124352938 countsByYear W31243529382017 @default.
- W3124352938 countsByYear W31243529382018 @default.
- W3124352938 countsByYear W31243529382019 @default.
- W3124352938 countsByYear W31243529382020 @default.
- W3124352938 countsByYear W31243529382021 @default.
- W3124352938 countsByYear W31243529382022 @default.
- W3124352938 countsByYear W31243529382023 @default.
- W3124352938 crossrefType "journal-article" @default.
- W3124352938 hasAuthorship W3124352938A5082876696 @default.
- W3124352938 hasAuthorship W3124352938A5087413520 @default.
- W3124352938 hasBestOaLocation W31243529382 @default.
- W3124352938 hasConcept C10138342 @default.
- W3124352938 hasConcept C106159729 @default.
- W3124352938 hasConcept C126285488 @default.
- W3124352938 hasConcept C162324750 @default.
- W3124352938 hasConcept C168031717 @default.
- W3124352938 hasConcept C175025494 @default.
- W3124352938 hasConcept C176230804 @default.
- W3124352938 hasConcept C2780821815 @default.
- W3124352938 hasConcept C38652104 @default.
- W3124352938 hasConcept C41008148 @default.
- W3124352938 hasConcept C556758197 @default.
- W3124352938 hasConcept C69738904 @default.
- W3124352938 hasConcept C71924100 @default.
- W3124352938 hasConcept C76178495 @default.
- W3124352938 hasConcept C99508421 @default.
- W3124352938 hasConceptScore W3124352938C10138342 @default.
- W3124352938 hasConceptScore W3124352938C106159729 @default.
- W3124352938 hasConceptScore W3124352938C126285488 @default.
- W3124352938 hasConceptScore W3124352938C162324750 @default.
- W3124352938 hasConceptScore W3124352938C168031717 @default.
- W3124352938 hasConceptScore W3124352938C175025494 @default.
- W3124352938 hasConceptScore W3124352938C176230804 @default.
- W3124352938 hasConceptScore W3124352938C2780821815 @default.
- W3124352938 hasConceptScore W3124352938C38652104 @default.
- W3124352938 hasConceptScore W3124352938C41008148 @default.
- W3124352938 hasConceptScore W3124352938C556758197 @default.
- W3124352938 hasConceptScore W3124352938C69738904 @default.
- W3124352938 hasConceptScore W3124352938C71924100 @default.
- W3124352938 hasConceptScore W3124352938C76178495 @default.
- W3124352938 hasConceptScore W3124352938C99508421 @default.
- W3124352938 hasLocation W31243529381 @default.
- W3124352938 hasLocation W31243529382 @default.
- W3124352938 hasLocation W31243529383 @default.
- W3124352938 hasOpenAccess W3124352938 @default.
- W3124352938 hasPrimaryLocation W31243529381 @default.
- W3124352938 hasRelatedWork W1490523589 @default.
- W3124352938 hasRelatedWork W1551896853 @default.
- W3124352938 hasRelatedWork W1571724187 @default.
- W3124352938 hasRelatedWork W2001763532 @default.
- W3124352938 hasRelatedWork W2028566877 @default.
- W3124352938 hasRelatedWork W2298913500 @default.
- W3124352938 hasRelatedWork W2773632143 @default.
- W3124352938 hasRelatedWork W3124265526 @default.
- W3124352938 hasRelatedWork W3125893372 @default.
- W3124352938 hasRelatedWork W2141037555 @default.
- W3124352938 hasVolume "44" @default.
- W3124352938 isParatext "false" @default.
- W3124352938 isRetracted "false" @default.
- W3124352938 magId "3124352938" @default.
- W3124352938 workType "article" @default.