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Financial market effects of macroeconomic policies
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International spillovers of conventional versus new monetary policy
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Three essays in empirical finance
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Is the Taylor Rule still an adequate representation of monetary policy in macroeconomic models?
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Bond market stimulus
firm-level evidence from 2020-21 -
A framework for assessing policy space in ASEAN+3 economies and the combat against COVID-19 pandemic
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Financial markets and ECB monetary policy communication - a second QE surprise
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Quantitative easing and corporate innovation
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Effects of foreign and domestic central bank government bond purchases in a small open economy DSGE model
evidence from Sweden before and during the coronavirus pandemic -
On the empirical relevance of the exchange rate as a shock absorber at the zero lower bound
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Mixing QE and interest rate policies at the effective lower bound
micro evidence from the Euro Area -
Impact of RBI's monetary policy announcements on government bond yields
evidence from the pandemic -
Essays in empirical finance
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Spillover effects of ECB policies in a SoE framework
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Assessing unconventional monetary policy in Japan using market operation-based monetary policy indices
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What does the yield curve control policy do?
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Monetary policy and bank-type resilience in Germany from 1999 to 2022
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Financial markets effects of ECB unconventional monetary policy announcements
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International liquidity
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Mixing QE and interest rate policies at the effective lower bound
micro evidence from the euro area -
Unconventional monetary policy or automatic stabilizers?
a financial post-Keynesian comparison -
Using functional shocks to assess conventional and unconventional monetary policy in Canada
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Unconventional monetary policy in a currency union with segmentation in the market for government debt
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The effect of central bank liquidity injections on bank credit supply