
Unforeseen Events Wait Lurking : Estimating Policy Spillovers From U.S. to Foreign Asset Prices »
Journal Issue
Volume/Issue: 2011/183
Series: IMF Working Papers
Author(s): Tamim Bayoumi , and Trung Bui
Publisher: INTERNATIONAL MONETARY FUND
Publication Date: 01 August 2011
DOI: http://dx.doi.org/10.5089/9781462309290.001
ISBN: 9781462309290
Keywords: Event studies, policy announcements, interntational asset price transmission, bond yields, bond, foreign bond, equity prices, commodity prices, International Policy Coordination and Transmission, Corporate Finance and Governance: Government Policy and Regulation,
Event studies are used to analyze the impact of U.S. financial, fiscal, and monetary policies from US to foreign asset prices across a range of G20 countries and Switzerland. The initial announcement that the Admin...