... by Fassas et al. (2019) , who argue that investors tend to take more risks during the QE period. Quantitative easing Shadow rates Realized volatility Stock market Risk premium Data-rich environment FAVAR model C32 C38 E44 E58 G1 G41 Over the last decade...

... their yields by 9.2 bp in the long run. Asset purchase programme PSPP Quantitative easing Unconventional monetary policy E52 E58 G12 Under Article 127(1) of the Treaty on the Functioning of the European Union (EU), the primary objective of the European System of Central Banks...

... only Monetary policy transmission Monetary policy spillover Foreign bank Foreign bank credit E52 E58 F62 This paper explores the role of foreign banks in transmitting global monetary policy in the Indian context. This study is significant in the context of a tremendous increase...

... South Africa Developing economy Economic growth Financial development Asymmetric causality Threshold cointegration C32 E51 E58 G21 G23 G28 South Africa’s financial services sector is considered to be one of the most sophisticated and well-developed within the African continent; both...