This paper studies the transmission of US monetary shocks across the globe by employing a
high-frequency identification of policy shocks and large VAR techniques, in conjunction with …

This paper provides a dataset on the currency composition of the international investment
position for a group of 50 countries for the period 1990-2017. It improves available data …

Using daily data over the period August 5, 2013–September 27, 2019, this study
investigates the dynamic spillovers between international monetary policies across four …

Spillovers from US monetary policy entail spillbacks to the domestic economy. Applying
counterfactual analyses in a Bayesian proxy structural vector-autoregressive model we find …

This paper analyses the role of the global financial cycle in determining domestic economic
cycles, defined as business and credit cycle, of India and Indonesia, two key open lower …

This paper aims to investigate the economic risk contagion among major economies in the
world by utilizing an innovative spillover analysis method accompanied with data from …

We quantify the causal link between exchange rate movements and sovereign risk of 16
major emerging market economies (EMEs) by means of structural vector autoregressive …

We evaluate the effect of China's monetary policy shocks on corporate real investment. We
propose a new approach to identify China's monetary policy shocks using high-frequency …

In this paper, we examine whether financial spillovers from the European Central Bank's
monetary policy have consequences for the effectiveness of domestic monetary policy in …

The paper develops a global vector auto‐regressive model with time varying parameters
and stochastic volatility to analyse whether international spillovers of US monetary policy …