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A Regime-Switching SVAR Analysis of Quantitative Easing. (2013). Koeda, Junko ; Hayashi, Fumio.
In: CARF F-Series.
RePEc:cfi:fseres:cf322.

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Cited: 9

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  1. Regime shifts in the effects of Japan’s unconventional monetary policies. (2020). Okimoto, Tatsuyoshi ; Miyao, Ryuzo.
    In: Manchester School.
    RePEc:bla:manchs:v:88:y:2020:i:6:p:749-772.

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  2. The Macroeconomic Effects of Japans Unconventional Monetary Policies. (2017). Okimoto, Tatsuyoshi ; MIYAO, Ryuzo ; Tatsuyoshi, Okimoto ; Ryuzo, MIYAO .
    In: Discussion papers.
    RePEc:eti:dpaper:17065.

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  3. The impact of monetary policy on corporate bonds under regime shifts. (2017). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:80:y:2017:i:c:p:176-202.

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  4. Finding stability in a time of prolonged crisis: Unconventional policy rules for Japan. (2016). Yoshino, Naoyuki ; McNelis, Paul.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:27:y:2016:i:c:p:122-136.

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  5. The Impact of Monetary Policy on Corporate Bonds under Regime Shifts. (2015). Guidolin, Massimo ; Orlov, Alexei G ; Pedio, Manuela.
    In: Working Papers.
    RePEc:igi:igierp:562.

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  6. Japanese Fiscal Policy under the Zero Lower Bound of Nominal Interest Rates: Time-Varying Parameters Vector Autoregression. (2015). Morita, Hiroshi.
    In: Discussion Paper Series.
    RePEc:hit:hituec:627.

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  7. Japanese monetary policy and international spillovers. (2015). Dekle, Robert ; Hamada, Koichi.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:52:y:2015:i:c:p:175-199.

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  8. Understanding the Impact of Monetary Policy Shocks on the Corporate Bond Market in Good and Bad Times: A Markov Switching Model. (2014). Guidolin, Massimo ; Pedio, Manuela ; Orlov, Alexei G.
    In: BAFFI CAREFIN Working Papers.
    RePEc:baf:cbafwp:cbafwp1623.

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References

References cited by this document

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  3. Financial Integration in the European Union: an Analysis of ECB’s role. (2013). Veronese Passarella, Marco.
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  4. To the problem of turbulence in quantitative easing transmission channels and transactions network channels at quantitative easing policy implementation by central banks. (2013). Ledenyov, Dimitri.
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  8. Currency intervention and the global portfolio balance effect: Japanese lessons. (2012). Ueda, Kazuo ; McCauley, Robert ; Gerlach-Kristen, Petra.
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  10. Real effects of Quantitative Easing at the Zero-Lower Bound: Structural VAR-based evidence from Japan. (2011). Schenkelberg, Heike ; Watzka, Sebastian.
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  11. The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross-Country Analysis. (2011). Peersman, Gert ; Hofmann, Boris ; Gambacorta, Leonardo.
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  12. Monetary policy trade-offs in a portfolio model with endogenous asset supply. (2011). Schüder, Stefan ; Schuder, Stefan .
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