Zobrazeno 1 - 10
of 15
pro vyhledávání: '"Norbert Metiu"'
Autor:
Norbert Metiu, Esteban Prieto
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::79136bd7c31ce4ef8a6452dea09bbf7b
https://doi.org/10.2139/ssrn.4381311
https://doi.org/10.2139/ssrn.4381311
Autor:
Norbert Metiu, Esteban Prieto
Publikováno v:
SSRN Electronic Journal.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3ac8c76f75b8ee4f6dfefa5e91cdde34
https://doi.org/10.2139/ssrn.4391261
https://doi.org/10.2139/ssrn.4391261
Publikováno v:
SSRN Electronic Journal.
We study the effects of central bank communication about financial stability on individuals' expectations and risk-taking. Using a randomized information experiment, we show that communication causally affects individuals' beliefs and investment beha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::71757954e010e806bf34cd1f708e600e
https://doi.org/10.2139/ssrn.3813658
https://doi.org/10.2139/ssrn.3813658
Publikováno v:
SSRN Electronic Journal.
We use the COVID-19 pandemic as a natural experiment to estimate the effects of a global disaster shock on economic activity, international trade, and financial markets. To identify the shock, we exploit cross-country variation in the timing and inte
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0c8ad609e1bc731c2c5fea663540dffe
https://doi.org/10.2139/ssrn.3766835
https://doi.org/10.2139/ssrn.3766835
Publikováno v:
SSRN Electronic Journal.
We study the international transmission of shocks to global financial conditions on macroeconomic tail risks in advanced and emerging economies. We show that contractionary financial and monetary policy shocks originating in the U.S. cause elevated d
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c21758d1db5ffde666426a69fd6b9608
https://doi.org/10.2139/ssrn.3623953
https://doi.org/10.2139/ssrn.3623953
Autor:
Norbert Metiu
Publikováno v:
Journal of International Economics. 133:103536
This paper investigates the international effects of U.S. trade protection. Using micro-level data on anti-dumping, countervailing duties, and safeguards, I develop a new measure of U.S. trade policy announcement shocks for the period 1988–2015 tha
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::ea76f8784682f75ed306d7f1a174fdb4
https://doi.org/10.1016/j.jinteco.2021.103536
https://doi.org/10.1016/j.jinteco.2021.103536
Autor:
Norbert Metiu, Barbara Meller
Publikováno v:
Journal of Banking & Finance. 82:98-111
This paper proposes a simple econometric procedure to test for the synchronization of credit cycles. Using a century of data for 14 advanced economies, we find that credit cycle synchronization dropped in the early 1920s from initially relatively hig
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::62cc949d3e55214001b7bd9cad5ed377
https://doi.org/10.1016/j.jbankfin.2017.05.011
https://doi.org/10.1016/j.jbankfin.2017.05.011
Publikováno v:
Journal of Banking & Finance. 72:67-80
This paper investigates whether credit constraints in the US economy amplify the international propagation of US financial shocks. We model the dynamics of the US economy jointly with global macroeconomic and financial variables using a threshold vec
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::0a3ae4e54b4fc187c731778a46288bac
https://doi.org/10.1016/j.jbankfin.2016.07.008
https://doi.org/10.1016/j.jbankfin.2016.07.008
Autor:
Norbert Metiu
Publikováno v:
Economics Letters. 144:92-97
I investigate the industry-level responses of U.S. stock returns to unanticipated changes in bank lending standards, exploiting cross-industry variation in the levels of dependence on external finance. I document that, on average, cumulative stock re
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c128c284c8e53085db350f475a24fd28
https://doi.org/10.1016/j.econlet.2016.04.023
https://doi.org/10.1016/j.econlet.2016.04.023
Publikováno v:
SSRN Electronic Journal.
We document that expansionary monetary policy shocks are less effective at stimulating output and investment in periods of high volatility compared to periods of low volatility, using a regime-switching vector autoregression. Exogenous policy changes
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::49328d7fe9d908ca4162c5807f312d5a
https://doi.org/10.2139/ssrn.2786821
https://doi.org/10.2139/ssrn.2786821