Macroeconomic shocks and unconventional monetary policy : impacts on emerging markets /
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| Edition: | First edition. |
|---|---|
| Imprint: | Oxford, United Kingdom ; New York, NY, United States : Oxford University Press, 2019. ©2019 |
| Description: | 1 online resource. |
| Language: | English |
| Subject: | |
| Format: | E-Resource Book |
| URL for this record: | http://pi.lib.uchicago.edu/1001/cat/bib/11929602 |
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| 245 | 0 | 0 | |a Macroeconomic shocks and unconventional monetary policy : |b impacts on emerging markets / |c edited by Naoyuki Yoshino, Pornpinun Chantapacdepong, Matthias Helble. |
| 250 | |a First edition. | ||
| 264 | 1 | |a Oxford, United Kingdom ; |a New York, NY, United States : |b Oxford University Press, |c 2019. | |
| 264 | 4 | |c ©2019 | |
| 300 | |a 1 online resource. | ||
| 336 | |a text |b txt |2 rdacontent |0 http://id.loc.gov/vocabulary/contentTypes/txt | ||
| 337 | |a computer |2 rdamedia |0 http://id.loc.gov/vocabulary/mediaTypes/c | ||
| 338 | |a online resource |2 rdacarrier |0 http://id.loc.gov/vocabulary/carriers/cr | ||
| 504 | |a Includes bibliographical references and index. | ||
| 505 | 0 | |a Cover; Macroeconomic Shocks and Unconventional Monetary Policy: Impacts on Emerging Markets; Copyright; Contents; List of Figures; List of Tables; List of Contributors; Part I: Overview: The Empirics of Spillovers; 1: An Overview of the Issues and the Book; 1.1 Introduction; 1.2 Book Structure and Overview; 1.2.1 Overview: The Empirics of Financial and Trade Spillovers; 1.3 Mechanism Driving Financial Spillovers: Price-Oriented and Quantity-Oriented; 1.4 Case Studies of the Implications of Spillovers on Real Economies during the 2007-8 Financial Crisis | |
| 505 | 8 | |a 1.5 Implications for Monetary Policy and Macroprudential Policy1.6 Lessons Learned and Directions for Future Research; References; 2: Capital Flow Surges and Consequences; 2.1 Introduction; 2.2 Macroeconomic Imbalances; 2.2.1 Macroeconomic Imbalances by Type of Inflow; 2.3 Financial Vulnerabilities; 2.3.1 Financial Vulnerabilities by Type of Inflow; 2.4 Crisis Likelihood; 2.4.1 Crisis Likelihood by Type of Inflow; 2.5 Conclusions; APPENDIX 2.1; References; Part 2: Mechanism Driving Financial Spillovers during the Recent Crisis: Price-Oriented and Quantity-Oriented | |
| 505 | 8 | |a 3: Uncertainty about Federal Reserve Policy and its Transmission to Emerging Economies: Evidence from Twitter3.1 Introduction; 3.2 Measuring Policy Uncertainty with Twitter Data; 3.3 The Empirical Model; 3.4 Results; 3.4.1 The Responses to Uncertainty Shocks; 3.4.2 The Contribution of Uncertainty Shocks; 3.4.3 Robustness; 3.4.3.1 INCLUDING POLICY EVENTS; 3.4.3.2 WEIGHTING TWEETS BY NUMBER OF FOLLOWERS; 3.4.3.3 CONTROLLING FOR MACROECONOMIC FUNDAMENTALS; 3.5 Policy Implications; 3.6 Conclusions; APPENDIX 3.1; References | |
| 505 | 8 | |a 4: Spillover Effects of Japan's Quantitative and Qualitative Easing on East Asian Economies4.1 Introduction; 4.2 The Estimation; 4.3 Estimation Results; 4.3.1 Structural Breaks; 4.3.2 Effects of the Yen's Depreciation; 4.3.3 Effects of the United States Quantitative Easing; 4.3.4 Other Effects; 4.4 Why Did Japan's QQE Have a Smaller Beggar-Thy-Neighbour Effect?; 4.5 Robustness; 4.6 Alternative Reasons; 4.6.1 Japan's Exports; 4.6.2 Exchange Rates in East Asian Economies; 4.7 Concluding Remarks; References | |
| 505 | 8 | |a 5: Volatility Contagion across the Equity Markets of Developed and Emerging Market Economies5.1 Introduction; 5.2 Variance Risk Premium (VRP); 5.2.1 Definition of VRP; 5.2.2 Data; 5.2.3 VRP Estimates; 5.2.4 Cross-equity Market Correlations of VRP; 5.3 Equity Fund Flow Data, and Global and Local Factors; 5.4 Quantitative Analysis on a Cross-equity Market Spillover Channel for VRP; 5.4.1 Univariate OLS Analysis; 5.4.2 2SLS Regression Analysis; 5.5 Conclusion; APPENDIX 5.1; References; 6: Spillovers of the United States' Unconventional Monetary Policy to Emerging Asia: The Bank Lending Channel | |
| 588 | |a Description based on online resource; title from digital title page (viewed on August 27, 2019). | ||
| 650 | 0 | |a Monetary policy |z Asia. |0 http://id.loc.gov/authorities/subjects/sh2010102247 | |
| 650 | 0 | |a Economic stabilization |z Asia. | |
| 650 | 0 | |a Financial crises |z Asia. |0 http://id.loc.gov/authorities/subjects/sh2008103790 | |
| 650 | 0 | |a Financial crises |x Effect of monetary policy on |z Asia. | |
| 651 | 0 | |a Asia |x Economic policy. |0 http://id.loc.gov/authorities/subjects/sh2007100830 | |
| 700 | 1 | |a Yoshino, Naoyuki, |d 1950- |e editor. |0 http://id.loc.gov/authorities/names/nr92018361 | |
| 700 | 1 | |a Chantapacdepong, Pornpinun, |e editor. |0 http://id.loc.gov/authorities/names/ns2015001424 | |
| 700 | 1 | |a Helble, Matthias, |e editor. |0 http://id.loc.gov/authorities/names/nb2012009501 | |
| 710 | 2 | |a UPSO eCollections (University Press Scholarship Online) |p U Chicago Economics & Finance OSO Sep 19-May 20. | |
| 776 | 0 | 8 | |i Print version: |a Yoshino, Naoyuki |t Macroeconomic Shocks and Unconventional Monetary Policy : Impacts on Emerging Markets |d Oxford : Oxford University Press USA - OSO,c2019 |z 9780198838104 |
| 856 | 4 | 0 | |3 Economics & Finance |u https://universitypressscholarship.com/view/10.1093/oso/9780198838104.001.0001/oso-9780198838104 |y University Press Scholarship Online |
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| 928 | |t Library of Congress classification |a HG1202 .M33 2019 |l Online |c UC-FullText |u https://universitypressscholarship.com/view/10.1093/oso/9780198838104.001.0001/oso-9780198838104 |z University Press Scholarship Online |m Economics & Finance: |g ebooks |i 11415643 | ||