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U.S. monetary policy indicators and international stock returns: 1970-2001

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  • Mann, Thomas
  • Atra, Robert J.
  • Dowen, Richard
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    File URL: http://www.sciencedirect.com/science/article/B6W4W-4C1CCFV-3/2/b46a8d5f239f3b4cbcdcd742be64b146
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    Bibliographic Info

    Article provided by Elsevier in its journal International Review of Financial Analysis.

    Volume (Year): 13 (2004)
    Issue (Month): 4 ()
    Pages: 543-558

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    Handle: RePEc:eee:finana:v:13:y:2004:i:4:p:543-558

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    Web page: http://www.elsevier.com/locate/inca/620166

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    References

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    1. Conover, C. Mitchell & Jensen, Gerald R. & Johnson, Robert R., 1999. "Monetary environments and international stock returns," Journal of Banking & Finance, Elsevier, vol. 23(9), pages 1357-1381, September.
    2. Bonser-Neal, Catherine & Roley, V Vance & Sellon, Gordon H, Jr, 1998. "Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data," The Journal of Business, University of Chicago Press, vol. 71(2), pages 147-77, April.
    3. Willem Thorbecke, 1998. "On Stock Market Returns and Monetary Policy," Macroeconomics 9812009, EconWPA.
    4. Ben Bernanke, 1990. "The Federal Funds Rate and the Channels of Monetary Transnission," NBER Working Papers 3487, National Bureau of Economic Research, Inc.
    5. Fama, Eugene F, 1990. " Stock Returns, Expected Returns, and Real Activity," Journal of Finance, American Finance Association, vol. 45(4), pages 1089-1108, September.
    6. Ann-Marie Meulendyke, 1998. "U.S. monetary policy and financial markets," Monograph, Federal Reserve Bank of New York, number 1998mpaf.
    7. Fama, Eugene F. & French, Kenneth R., 1989. "Business conditions and expected returns on stocks and bonds," Journal of Financial Economics, Elsevier, vol. 25(1), pages 23-49, November.
    8. Johnsona, Robert R. & Buetow, Gerald W. & Jensen, Gerald R., 1999. "International mutual fund returns and Federal Reserve policy," Financial Services Review, Elsevier, vol. 8(3), pages 199-210.
    9. Brocato, Joe & Steed, Steve, 1998. "Optimal Asset Allocation over the Business Cycle," The Financial Review, Eastern Finance Association, vol. 33(3), pages 129-48, August.
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    Cited by:
    1. Tang, Yong & Luo, Yong & Xiong, Jie & Zhao, Fei & Zhang, Yi-Cheng, 2013. "Impact of monetary policy changes on the Chinese monetary and stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(19), pages 4435-4449.
    2. Jan Hanousek & Evžen Kočenda, 2010. "Effect of Intraday Information Flow on the Emerging European Stock Markets," Politická ekonomie, University of Economics, Prague, vol. 2010(4), pages 435-457.
    3. Hanousek, Jan & Kocenda, Evzen & Kutan, Ali M., 2009. "The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data," Journal of Financial Stability, Elsevier, vol. 5(2), pages 199-219, June.
    4. Su-Jane Chen & Ming-Hsiang Chen, 2009. "Discount Rate Changes and Market Timing: A Multinational Study," Annals of Economics and Finance, Society for AEF, vol. 10(2), pages 329-349, November.

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