We construct a new measure of uncertainty about Federal Reserve policy actions and their
consequences, a monetary policy uncertainty (MPU) index. We evaluate the information …

Uncertainty about future policy rates plays a crucial role for the transmission of monetary
policy to financial markets. We demonstrate this using event studies of FOMC …

Much research has been devoted to studying the international spillover effects of US
monetary policy. However, a lot of the focus has been on the recent unconventional …

This paper examines potential interactions between financial stability and the monetary
policy strategies and tools considered in the Federal Reserve's review of monetary policy …

This paper investigates how monetary policy shock affects the stock market of the United
States (US) conditional on states of investor sentiment. In this regard, we use a recently …

This paper uses an event study analysis to assess how stock prices in the Philippines have
reacted to domestic monetary-policy changes using data at a daily frequency from 2017 to …

This article examines the relationship between the unconventional monetary policies and
precious metal futures markets by employing an asymmetric conditional volatility …

At the conclusion of its July 2019 meeting, the Federal Open Market Committee (FOMC)
announced its decision to lower the target range for the federal funds rate by 25 basis points …

I investigate the global spillover effects of US monetary policy uncertainty in these three
essays. In the first chapter, I focus on the impact of uncertainty on the macroeconomic activity …