The financial market effects of unwinding the Federal Reserve's balance sheet
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Publication:6106646
DOI10.1016/J.JEDC.2022.104582zbMath1518.91267MaRDI QIDQ6106646
Victor J. Valcarcel, A. Lee Smith
Publication date: 3 July 2023
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
monetary policyevent studystructural VARbalance sheetliquidity effectfinancial conditionsannouncement effect
Cites Work
- Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models
- Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum
- A Preferred‐Habitat Model of the Term Structure of Interest Rates
- Time Varying Structural Vector Autoregressions and Monetary Policy
- Time Consistency and Duration of Government Debt: A Model of Quantitative Easing
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