Auflistung LIF-SAFE Working Papers nach Autor "Plazzi, Alberto"
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Does Monetary Policy Impact International Market Co-Movements?
Caporin, Massimiliano; Pelizzon, Loriana; Plazzi, Alberto (2020-05-11)We show that FED policy announcements lead to a significant increase in international comovements in the cross-section of equity and in particular sovereign CDS markets. The relaxation of unconventionary monetary policies ...