U.S. Monetary Policy Shock Spillovers

U.S. Monetary Policy Shock Spillovers: Evidence from Firm-Level Data

U.S. monetary policy shocks have larger effects on investment for firms that are more leveraged (balance sheet channel), for firms that have a ...

U.S. Monetary Policy Spillovers to Emerging Markets: Both Shocks ...

We show that higher U.S. interest rates arising from stronger U.S. demand generate modestly positive spillovers to activity in emerging markets with stronger ...

U.S. Monetary Policy Spillovers to Middle East and Central Asia

Using a sample of 16 ME & CA countries, we find that when interest rates increase, the two shocks have opposite spillovers on the region.

Determinants of global spillovers from US monetary policy

The associated growing importance of spillovers from shocks in other economies has given impetus to academics and practitioners alike to devote more efforts to ...

Spillovers from US Monetary Shocks: Role of Policy Drivers and ...

An increase in US interest rates driven by demand shocks engenders a positive spillover to economic activity in the near term.

The Fed - International Spillovers of Tighter Monetary Policy

Central banks around the world are tightening monetary policy in response to a global surge in inflation not seen since the 1970s. This ...

Information spillovers of US monetary policy - ScienceDirect.com

US monetary and information shocks tend to offset each other, softening the net spillovers to the world economy.

What shapes spillovers from monetary policy shocks in the United ...

In this paper, we focus on the asymmetric effects of US monetary policy shocks on macro-financial outcomes in emerging market economies (EMEs). We shed light on ...

U.S. Monetary Policy and International Risk Spillovers

As clear from the regression re- sults, capital flows move with those shocks to risk premia, which is captured by policy rate differentials that encompass ...

U.S. Monetary Policy Shock Spillovers: Evidence from Firm-Level Data

U.S. monetary policy shocks have larger effects on investment for firms that are more leveraged (balance sheet channel), for firms that have a higher share of ...

Spillover Effects of US Monetary Policy on Emerging Markets Amidst ...

This paper examines the impact of US monetary policy tightening on emerging markets, distinguishing between direct and indirect spillover effects.

The Impact of U.S. Monetary Policy on Foreign Firms

The empirical literature on cross-border spillovers of monetary policy shocks is voluminous. Most of this research, including early papers on the Global ...

Output Spillovers from U.S. Monetary Policy: The Role of ...

Abstract. We estimate that U.S. monetary policy has sizable spillover effects on global economic activity. In response to a surprise increase in the federal ...

NBER WORKING PAPER SERIES U.S. MONETARY POLICY AND ...

are much more insulated from U.S. monetary policy driven risk shocks than EMEs with managed floats in a world of international risk spillovers. In section II, I ...

Spillovers from US Monetary Shocks: Role of Policy Drivers a

Abstract ... The drivers of US monetary policy matter for the nature of spillovers. ... Spillovers from US monetary policy shocks also depend on the state of the ...

Channels of US monetary policy spillovers to international bond ...

We document significant US monetary policy (MP) spillovers to international bond markets. Our methodology identifies US MP shocks as the ...

US monetary policy, international risk spillovers, and policy options

The effects of the shifts in US monetary policy on countries' financial and real outcomes materialise through what I call 'risk spillovers' in a ...

US Monetary Policy Spillovers to Emerging Markets: the Trade ...

We analyze the effects of exogenous US monetary policy shocks on trade credit towards emerging markets, using a proprietary database on trade credit amounts.

Spillover impact of the U.S. monetary policy shock on China's ...

The increase in the nominal interest rate in the United States has a negative spillover effect on China's economy through international capital flow channel, ...

Financial market spillovers of U.S. monetary policy shocks - Ha - 2021

Finally, a set of counterfactual experiments reveal that the international transmission of U.S. monetary policy shocks operate through several ...