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   Articles with "zero lower" as a keyword



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The Zero Lower Bound and Economic Determinants of the Volatility Surface in the Interest Cap Markets

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recommendations! Published in 2017 at "Journal of Futures Markets"

DOI: 10.1002/fut.21829

Abstract: We address an important yet unanswered question: What would be the economic determinants of the implied volatility during the zero lower bound periods? To answer this question, we examine time variations of the cap market… read more here.

Keywords: zero lower; implied volatility; volatility; markets zero ... See more keywords
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Breaking the zero lower bound period: The shift across two unconventional policies

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recommendations! Published in 2020 at "Economics Letters"

DOI: 10.1016/j.econlet.2020.109673

Abstract: Abstract The impact of unconventional monetary policies on asset prices can be broken into two distinct time periods in the US. While the impact of large-scale asset purchases was substantial on stock prices and the… read more here.

Keywords: shift; zero lower; bound period; breaking zero ... See more keywords

Fiscal policy interventions at the zero lower bound

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recommendations! Published in 2018 at "Journal of Economic Dynamics and Control"

DOI: 10.1016/j.jedc.2018.01.048

Abstract: We build on a New Keynesian Dynamic Stochastic General Equilibrium (DSGE) model to explore the macroeconomic consequences of fiscal expansionary shocks during the economic crisis of 2008 in the eurozone. In this setting, we find… read more here.

Keywords: fiscal policy; policy; zero lower; policy interventions ... See more keywords

Aggregate effects of minimum wage regulation at the zero lower bound

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recommendations! Published in 2019 at "Journal of Monetary Economics"

DOI: 10.1016/j.jmoneco.2018.11.001

Abstract: Abstract The Fair Minimum Wage Act of 2007 increased the U.S. nominal minimum wage by 41%, just as interest rates hit the zero lower bound. I study the interaction of these events in a parsimonious… read more here.

Keywords: aggregate; minimum wage; lower bound; wage ... See more keywords

Uncertainty at the Zero Lower Bound

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recommendations! Published in 2017 at "American Economic Journal: Macroeconomics"

DOI: 10.1257/mac.20140253

Abstract: When the policy rate is at the zero lower bound (ZLB), an increase in uncertainty regarding the future path of exogenous shocks alters the conditional expectations of relevant prices facing households and firms. Accordingly, an… read more here.

Keywords: zero lower; uncertainty; policy rate; lower bound ... See more keywords

Fiscal policy coordination in a monetary union at the zero lower bound

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recommendations! Published in 2017 at "Economie Et Statistique"

DOI: 10.24187/ecostat.2017.494t.1919

Abstract: [eng] Following the 2008 Financial Crisis, Euro Area governments faced adverse economic environments: high ratios of public debt to GDP, depressed outputs and the prospect of monetary policy hitting the zero lower bound (ZLB). This… read more here.

Keywords: fiscal policy; policy; zero lower; zlb ... See more keywords

Uncertainties, Employment and the Zero Lower Bound

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recommendations! Published in 2024 at "International Journal of Energy Economics and Policy"

DOI: 10.32479/ijeep.15752

Abstract: The purpose of this paper is to study the response of aggregate and sectoral employment in the United States to shocks and uncertainties in the oil and macro markets. To estimate the actual dataset, we… read more here.

Keywords: uncertainties employment; employment; zero lower; lower bound ... See more keywords