When the Fed sneezes - Spillovers from U.S. Monetary Policy to Emerging Markets

This paper aims to shed light on the role mean and volatility spillovers of U.S. monetary policy played for asset markets of several emerging market economies in a period from January 2000 to October 2014. We employ multi- variate GARCH models in which we distinguish between a conventional and a...

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Bibliographic Details

Published in:	MAGKS - Joint Discussion Paper Series in Economics (Band 30-2017)
Main Author:	Meinusch, Annette
Format:	Article
Language:	English
Published:	Philipps-Universität Marburg 2017
Subjects:	monetary policy spillovers multivariate GARCH Wirtschaft unconventional monetary policy emerging markets quantitative easing Economics
Online Access:	PDF Full Text
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