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The impact of discount rate changes on market interest rates

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  • V. Vance Roley
  • Rick Troll
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    File URL: http://www.kansascityfed.org/PUBLICAT/ECONREV/EconRevArchive/1984/1q84role.pdf
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    Bibliographic Info

    Article provided by Federal Reserve Bank of Kansas City in its journal Economic Review.

    Volume (Year): (1984)
    Issue (Month): Jan ()
    Pages: 27-39

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    Handle: RePEc:fip:fedker:y:1984:i:jan:p:27-39:n:v.69no.1

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    Cited by:
    1. Michael Smirlock & Jess B. Yawitz, 1984. "Asset Returns, Discount Rate Changes and Market Efficiency," NBER Working Papers 1530, National Bureau of Economic Research, Inc.
    2. Gasbarro, Dominic & Monroe, Gary S., 2004. "The impact of monetary policy candidness on Australian financial markets," Journal of Multinational Financial Management, Elsevier, vol. 14(1), pages 35-46, February.
    3. Manfred J.M. Neumann & Jens Weidmann, 1997. "The Information Content of German Discount Rate Changes," Macroeconomics 9706006, EconWPA.
    4. Johnson, Robert R. & Buetow, Gerald W. & Jensen, Gerald R. & Reilly, Frank K., 2003. "Monetary policy and fixed income returns," The Quarterly Review of Economics and Finance, Elsevier, vol. 43(1), pages 133-146.
    5. Timothy Cook & Thomas Hahn, 1986. "The information content of discount rate announcements and their effect on market interest rates," Working Paper 86-05, Federal Reserve Bank of Richmond.
    6. Daniel L. Thornton, 1996. "The information content of discount rate announcements: what's behind the announcement effect?," Working Papers 1994-032, Federal Reserve Bank of St. Louis.
    7. Thornton, Daniel L, 2000. "Lifting the Veil of Secrecy from Monetary Policy: Evidence from the Fed's Early Discount Rate Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 32(2), pages 155-67, May.
    8. Thornton, Daniel L., 2004. "The Fed and short-term rates: Is it open market operations, open mouth operations or interest rate smoothing?," Journal of Banking & Finance, Elsevier, vol. 28(3), pages 475-498, March.
    9. Kaen, Fred R. & Sherman, Heidemarie C. & Tehranian, Hassan, 1997. "The effects of Bundesbank discount and Lombard rate changes on German bank stocks," Journal of Multinational Financial Management, Elsevier, vol. 7(1), pages 1-25, April.
    10. Daniel L. Thornton, 1996. "Discount rate policies of five Federal Reserve Chairmen," Working Papers 1996-001, Federal Reserve Bank of St. Louis.
    11. Don Bredin & Gerard O’Reilly & Simon Stevenson, 2007. "Monetary Shocks and REIT Returns," The Journal of Real Estate Finance and Economics, Springer, vol. 35(3), pages 315-331, October.
    12. Rai, Anoop & Seth, Rama & Mohanty, Sunil K., 2007. "The impact of discount rate changes on market interest rates: Evidence from three European countries and Japan," Journal of International Money and Finance, Elsevier, vol. 26(6), pages 905-923, October.
    13. Chen, Carl R. & Mohan, Nancy J. & Steiner, Thomas L., 1999. "Discount rate changes, stock market returns, volatility, and trading volume: Evidence from intraday data and implications for market efficiency," Journal of Banking & Finance, Elsevier, vol. 23(6), pages 897-924, June.
    14. Grant McQueen & V. Vance Roley, 1990. "Stock Prices, News, and Business Conditions," NBER Working Papers 3520, National Bureau of Economic Research, Inc.

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