Zobrazeno 1 - 10
of 16
pro vyhledávání: '"Aeimit Lakdawala"'
Publikováno v:
Indian Economic Review.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::04c45cbfef5375b4f351f0d71da70b38
https://doi.org/10.1007/s41775-023-00171-2
https://doi.org/10.1007/s41775-023-00171-2
Publikováno v:
Federal Reserve Bank of Boston Research Department Working Papers.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::6ebb33f39690bb1201a72e7a4e834cc2
https://doi.org/10.29412/res.wp.2022.19
https://doi.org/10.29412/res.wp.2022.19
This paper investigates the role of monetary policy uncertainty for the transmission of FOMC actions to financial markets using a novel model-free measure of uncertainty based on derivative prices. We document a systematic pattern in monetary policy
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ade9bf4ba57e69ae0dcc27735eefbcfb
http://wrap.warwick.ac.uk/164200/1/WRAP-Market-based-monetary-policy-uncertainty-Mueller-2022.pdf
http://wrap.warwick.ac.uk/164200/1/WRAP-Market-based-monetary-policy-uncertainty-Mueller-2022.pdf
Autor:
Aeimit Lakdawala, Timothy Moreland
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::009a5af5d69f35e5e449d20bcae10c48
https://doi.org/10.2139/ssrn.4255980
https://doi.org/10.2139/ssrn.4255980
Autor:
Aeimit Lakdawala, Timothy Moreland
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::2b625e5830e3260b3cc7a9d9b1711d3e
https://doi.org/10.2139/ssrn.4017967
https://doi.org/10.2139/ssrn.4017967
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f9aa02171fc7f88a2e50a4554528dade
https://doi.org/10.2139/ssrn.4245158
https://doi.org/10.2139/ssrn.4245158
Autor:
Rajeswari Sengupta, Aeimit Lakdawala
Publikováno v:
SSRN Electronic Journal.
We present new measures of monetary policy shocks for India using high-frequency data, creating a publicly available event study dataset as a byproduct. In addition to capturing surprises to the Reserve Bank of India's (RBI) policy rate, our shocks s
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::d785f0c3b3bca5a63edece2a7c42a5ce
https://doi.org/10.2139/ssrn.3905642
https://doi.org/10.2139/ssrn.3905642
Publikováno v:
Journal of Economic Dynamics and Control. 93:131-153
Interbank markets have been at the core of the international transmission of recent financial crises, including the euro area sovereign debt crisis. This paper studies the transmission of shocks in a two-country DSGE model where government bonds are
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ea413cdc0dcc83f1b287677612de5040
https://doi.org/10.1016/j.jedc.2018.01.035
https://doi.org/10.1016/j.jedc.2018.01.035
Autor:
Aeimit Lakdawala
Publikováno v:
Journal of International Money and Finance. 119:102478
Much research has been devoted to studying the international spillover effects of US monetary policy. However, a lot of the focus has been on the recent unconventional monetary policies undertaken by the Federal Reserve. Combining high frequency fina
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::981d7375fa68f03b419a2826a6a64297
https://doi.org/10.1016/j.jimonfin.2021.102478
https://doi.org/10.1016/j.jimonfin.2021.102478
Autor:
Shu Wu, Aeimit Lakdawala
Publikováno v:
European Economic Review. 100:364-389
In this paper, we show how the degree of central bank credibility influences the level, slope and curvature of the term structure of interest rates. In an estimated structural model, we find that historical yield curve data are best matched by the Fe
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::87076c6f6f5dd7cbab273740875d98bc
https://doi.org/10.1016/j.euroecorev.2017.08.012
https://doi.org/10.1016/j.euroecorev.2017.08.012