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The Fed and the Stock Market: An Identification Based on Intraday Futures Data

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  • D’Amico, Stefania
  • Farka, Mira

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File URL: http://pubs.amstat.org/doi/abs/10.1198/jbes.2009.08019
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Bibliographic Info

Article provided by American Statistical Association in its journal Journal of Business and Economic Statistics.

Volume (Year): 29 (2011)
Issue (Month): 1 ()
Pages: 126-137

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Handle: RePEc:bes:jnlbes:v:29:i:1:y:2011:p:126-137

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Cited by:
  1. Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013. "Risk, uncertainty and monetary policy," Working Paper Series 1565, European Central Bank.
  2. Drienko, Jozef & Sault, Stephen J., 2013. "The intraday impact of company responses to exchange queries," Journal of Banking & Finance, Elsevier, vol. 37(12), pages 4810-4819.
  3. Reuven Glick & Sylvain Leduc, 2013. "The effects of unconventional and conventional U.S. monetary policy on the dollar," Working Paper Series 2013-11, Federal Reserve Bank of San Francisco.
  4. Jordi Gali & Luca Gambetti, 2014. "The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence," NBER Working Papers 19981, National Bureau of Economic Research, Inc.
  5. Kilian, Lutz, 2011. "Structural Vector Autoregressions," CEPR Discussion Papers 8515, C.E.P.R. Discussion Papers.
  6. Eijffinger, Sylvester C W & Mahieu, Ronald J & Raes, Louis, 2011. "Can the Fed talk the hind legs off the stock market?," CEPR Discussion Papers 8450, C.E.P.R. Discussion Papers.
  7. Mandler, Martin, 2006. "Are there gains from including monetary aggregates and stock market indices in the monetary policy reaction function? A simulation study of recent U.S. monetary policy," MPRA Paper 2318, University Library of Munich, Germany.
  8. Pitschner, Stefan, 2013. "Using Financial Markets To Estimate the Macro Effects of Monetary Policy:," Working Paper Series 267, Sveriges Riksbank (Central Bank of Sweden).
  9. Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2012. "Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072)," Discussion Paper 2012-012, Tilburg University, Center for Economic Research.
  10. Jordi Galí & Luca Gambetti, 2013. "The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence," Working Papers 724, Barcelona Graduate School of Economics.
  11. Diez, Federico J. & Presno, Ignacio, 2013. "Domestic and foreign announcements on unconventional monetary policy and exchange rates," Public Policy Brief, Federal Reserve Bank of Boston.
  12. Raes, L.B.D. & Eijffinger, S.C.W. & Mahieu, R.J., 2011. "Can the Fed Talk the Hind Legs off the Stock Market? (replaced by CentER DP 2012-012)," Discussion Paper 2011-072, Tilburg University, Center for Economic Research.

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