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Citations for "What explains the stock market's reaction to Federal Reserve policy?"

by Ben S. Bernanke & Kenneth N. Kuttner

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  1. Geert Bekaert & Marie Hoerova & Marco Lo Duca, 2012. "Risk, uncertainty and monetary policy," Working Paper Research, National Bank of Belgium 229, National Bank of Belgium.
  2. Johann Scharler, 2004. "Understanding the Stock Market’s Response to Monetary Policy Shocks," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank) 93, Oesterreichische Nationalbank (Austrian Central Bank).
  3. Zervou, Anastasia S., 2013. "Financial market segmentation, stock market volatility and the role of monetary policy," European Economic Review, Elsevier, vol. 63(C), pages 256-272.
  4. Kurov, Alexander, 2012. "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, Elsevier, Elsevier, vol. 21(4), pages 175-187.
  5. Sasidharan, Anand, 2009. "Stock Market's Reaction to Monetary Policy Announcements in India," MPRA Paper 24190, University Library of Munich, Germany, revised Jul 2010.
  6. Refet S. Gürkaynak, 2005. "Using federal funds futures contracts for monetary policy analysis," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2005-29, Board of Governors of the Federal Reserve System (U.S.).
  7. International Monetary Fund, 2009. "How to Stop a Herd of Running Bears? Market Response to Policy Initiatives During the Global Financial Crisis," IMF Working Papers 09/204, International Monetary Fund.
  8. Stefano Magrini & Margherita Gerolimetto & Hasan Engin Duran, 2011. "Understanding the lead/lag structure among regional business cycles," Working Papers 2011_06, Department of Economics, University of Venice "Ca' Foscari".
  9. Vithessonthi, Chaiporn & Techarongrojwong, Yaowaluk, 2013. "Do monetary policy announcements affect stock prices in emerging market countries? The case of Thailand," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 23(5), pages 446-469.
  10. Pierre L. Siklos & Martin T. Bohl, 2007. "Policy Words and Policy Deeds: The ECB and the Euro," Working Paper Series, The Rimini Centre for Economic Analysis 35-07, The Rimini Centre for Economic Analysis, revised Jul 2007.
  11. Christopher Hanes & Paul W. Rhode, 2012. "Harvests and Financial Crises in Gold-Standard America," NBER Working Papers 18616, National Bureau of Economic Research, Inc.
  12. Abdul Qayyum & Saba Anwa, 2010. "Impact of monetary policy on the volatility of stock market in pakistan," Economics Bulletin, AccessEcon, vol. 30(4), pages A28.
  13. Entorf, Horst & Steiner, Christian, 2006. "Makroökonomische Nachrichten und die Reaktion des 15-Sekunden-DAX: Eine Ereignisstudie zur Wirkung der ZEW-Konjunkturprognose," ZEW Discussion Papers 06-08, ZEW - Zentrum für Europäische Wirtschaftsforschung / Center for European Economic Research.
  14. Ansgar Belke & Marcel Wiedmann, 2013. "Monetary Policy, Stock Prices and Central Banks - Cross-Country Comparisons of Cointegrated VAR Models," Ruhr Economic Papers, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen 0435, Rheinisch-Westfälisches Institut für Wirtschaftsforschung, Ruhr-Universität Bochum, Universität Dortmund, Universität Duisburg-Essen.
  15. Monika Piazzesi & Eric T. Swanson, 2006. "Futures prices as risk-adjusted forecasts of monetary policy," Working Paper Series 2006-23, Federal Reserve Bank of San Francisco.
  16. Gregory H. Bauer & Clara Vega, 2006. "The monetary origins of asymmetric information in international equity markets," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 872, Board of Governors of the Federal Reserve System (U.S.).
  17. Andrew Coleman & Özer Karagedikli, 2008. "The Relative Size of New Zealand Exchange Rate and Interest Rate Responses to News," Working Papers, Motu Economic and Public Policy Research 08_08, Motu Economic and Public Policy Research.
  18. Filbien, Jean-Yves & Labondance, Fabien, 2013. "Do financial markets learn from ECB monetary policy?," Economics Letters, Elsevier, vol. 120(2), pages 271-275.
  19. Campbell, Sean D. & Davis, Morris A. & Gallin, Joshua & Martin, Robert F., 2009. "What moves housing markets: A variance decomposition of the rent-price ratio," Journal of Urban Economics, Elsevier, vol. 66(2), pages 90-102, September.
  20. Jubinski, Daniel & Tomljanovich, Marc, 2013. "Do FOMC minutes matter to markets? An intraday analysis of FOMC minutes releases on individual equity volatility and returns," Review of Financial Economics, Elsevier, Elsevier, vol. 22(3), pages 86-97.
  21. Fiordelisi, Franco & Galloppo, Giuseppe & Ricci, Ornella, 2014. "The effect of monetary policy interventions on interbank markets, equity indices and G-SIFIs during financial crisis," Journal of Financial Stability, Elsevier, Elsevier, vol. 11(C), pages 49-61.
  22. Gurkaynak, Refet S & Sack, Brian & Swanson, Eric T, 2005. "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," MPRA Paper 820, University Library of Munich, Germany.
  23. Filippo Ippolito & Ali K. Ozdagli & Ander Perez, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," Working Papers 721, Barcelona Graduate School of Economics.
  24. Yuriy Gorodnichenko & Michael Weber, 2013. "Are Sticky Prices Costly? Evidence From The Stock Market," NBER Working Papers 18860, National Bureau of Economic Research, Inc.
  25. Gurkaynak, Refet S. & Sack, Brian T. & Swanson, Eric P., 2007. "Market-Based Measures of Monetary Policy Expectations," Journal of Business & Economic Statistics, American Statistical Association, American Statistical Association, vol. 25, pages 201-212, April.
  26. Jordi Galí & Luca Gambetti, 2013. "The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence," Working Papers 724, Barcelona Graduate School of Economics.
  27. Jonathan Kearns & Phil Manners, 2005. "The Impact of Monetary Policy on the Exchange Rate: A Study Using Intraday Data," RBA Research Discussion Papers, Reserve Bank of Australia rdp2005-02, Reserve Bank of Australia.
  28. Douch, Mohamed & Bouaddi, Mohammed, 2010. "EQUITY Premium Puzzle in a Data-Rich Environment," MPRA Paper 29440, University Library of Munich, Germany.
  29. Troy Davig & Jeffrey R. Gerlach, 2006. "Monetary Policy, the Bond Market, and Changes in FOMC Communication Policy," Working Papers, Department of Economics, College of William and Mary 31, Department of Economics, College of William and Mary.
  30. Bjørnland , Hilde & Leitemo, Kai, 2005. "Identifying the interdependence between US monetary policy and the stock market," Research Discussion Papers 17/2005, Bank of Finland.
  31. Chortareas, Georgios & Noikokyris, Emmanouil, 2014. "Monetary policy and stock returns under the MPC and inflation targeting," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 109-116.
  32. Manfred Borchert, . "The Impact of Banking Behaviour on Monetary Strategy in Europe," Working Papers, Institute of Spatial and Housing Economics, Munster Universitary 201160, Institute of Spatial and Housing Economics, Munster Universitary.
  33. Afonso, António & Sousa, Ricardo M., 2009. "The macroeconomic effects of fiscal policy," Working Paper Series, European Central Bank 0991, European Central Bank.
  34. Sean D. Campbell, 2005. "Stock market volatility and the Great Moderation," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2005-47, Board of Governors of the Federal Reserve System (U.S.).
  35. Granville, Brigitte & Mallick, Sushanta, 2009. "Monetary and financial stability in the euro area: Pro-cyclicality versus trade-off," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 19(4), pages 662-674, October.
  36. Alexandros Kontonikas & Ronald MacDonald & Aman Saggu, 2012. "Stock market reaction to fed funds rate surprises: state dependence and the financial crisis," Working Papers, Business School - Economics, University of Glasgow 2012_11, Business School - Economics, University of Glasgow.
  37. Hilde C. Bjørnland & Dag Henning Jacobsen, 2009. "The role of house prices in the monetary policy transmission mechanism in small open economies," Working Paper, Norges Bank 2009/06, Norges Bank.
  38. Michael Ehrmann & Marcel Fratzscher, 2009. "Global Financial Transmission of Monetary Policy Shocks," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 71(6), pages 739-759, December.
  39. Christopher Gust & David Lopez-Salido, 2010. "Monetary policy and the cyclicality of risk," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 999, Board of Governors of the Federal Reserve System (U.S.).
  40. I.Fatnassi & S.Chawechi & Zied Ftiti & A.Ben Maatoug, 2014. "Effects of Monetary Policy on the REIT Returns - Evidence from the United Kingdom," Working Papers 2014-063, Department of Research, Ipag Business School.
  41. Chang, Kuang-Liang, 2011. "The nonlinear effects of expected and unexpected components of monetary policy on the dynamics of REIT returns," Economic Modelling, Elsevier, vol. 28(3), pages 911-920, May.
  42. Luc Laeven & Hui Tong, 2010. "U.S. Monetary Shocks and Global Stock Prices," IMF Working Papers 10/278, International Monetary Fund.
  43. Yun Daisy Li & Talan B. Iscan & Kuan Xu, 2007. "The Impact of Monetary Policy Shocks on Stock Prices: Evidence from Canada and the United States," Department of Economics at Dalhousie University working papers archive, Dalhousie, Department of Economics stock_money19.pdf, Dalhousie, Department of Economics.
  44. Barakchian, S. Mahdi & Crowe, Christopher, 2013. "Monetary policy matters: Evidence from new shocks data," Journal of Monetary Economics, Elsevier, Elsevier, vol. 60(8), pages 950-966.
  45. Hau, Harald & Lai, Sandy, 2013. "Asset Allocation and Monetary Policy: Evidence from the Eurozone," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9581, C.E.P.R. Discussion Papers.
  46. Bjørnland, Hilde C., 2005. "Monetary policy and exchange rate interactions in a small open economy," Memorandum, Oslo University, Department of Economics 31/2005, Oslo University, Department of Economics.
  47. Kishor, N. Kundan & Marfatia, Hardik A., 2013. "The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 24(C), pages 1-24.
  48. Victor Duarte & Carlos Carvalho & Tiago Berriel, 2013. "Monetary Policy, External Finance Dependence, and the Cross-section of Stock Returns: A FAVAR Approach," 2013 Meeting Papers, Society for Economic Dynamics 1214, Society for Economic Dynamics.
  49. Kurov, Alexander, 2010. "Investor sentiment and the stock market's reaction to monetary policy," Journal of Banking & Finance, Elsevier, vol. 34(1), pages 139-149, January.
  50. Manfred Borchert, . "The Impact of Banking Behaviour on Monetary Strategy," Working Papers, Institute of Spatial and Housing Economics, Munster Universitary 201166, Institute of Spatial and Housing Economics, Munster Universitary.
  51. Guan-Ru Chen & Ming-Hung Wu, 2013. "How does Monetary Policy Influence Capital Markets? Using a Threshold Regression Model," Asia-Pacific Financial Markets, Springer, Springer, vol. 20(1), pages 31-47, March.
  52. Rosa, Carlo, 2013. "The financial market effect of FOMC minutes," Economic Policy Review, Federal Reserve Bank of New York, Federal Reserve Bank of New York, issue Dec, pages 67-81.
  53. Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011. "The US stock market leads the Federal funds rate and Treasury bond yields," Papers 1102.2138, arXiv.org.
  54. Francesco, Guidi, 2008. "European Central Bank and Federal Reserve USA: monetary policy effects on the returns volatility of the Italian Stock Market Index Mibtel," MPRA Paper 10759, University Library of Munich, Germany.
  55. Bredin, Don & Gavin, Caroline & O'Reilly, Gerard, 2003. "The Influence of Domestic and International Interest Rates on the ISEQ," Research Technical Papers 9/RT/03, Central Bank of Ireland.
  56. Özer Karagedikli & Rishab Sethi & Christie Smith & Aaron Drew, 2008. "Changes in the transmission mechanism of monetary policy in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/03, Reserve Bank of New Zealand.
  57. Ehrmann, Michael & Fratzscher, Marcel, 2004. "Taking stock: monetary policy transmission to equity markets," Working Paper Series, European Central Bank 0354, European Central Bank.
  58. Prachi Mishra & Kenji Moriyama & Papa M'B. P. N'Diaye & Lam Nguyen, 2014. "Impact of Fed Tapering Announcements on Emerging Markets," IMF Working Papers 14/109, International Monetary Fund.
  59. Ray Sturm, 2013. "Economic policy and the presidential election cycle in stock returns," Journal of Economics and Finance, Springer, Springer, vol. 37(2), pages 200-215, April.
  60. Doh, Taeyoung & Connolly, Michael, 2013. "Has the effect of monetary policy announcements on asset prices changed?," Macro Bulletin, Federal Reserve Bank of Kansas City, Federal Reserve Bank of Kansas City, pages 3-4, September.
  61. Vithessonthi, Chaiporn & Tongurai, Jittima, 2012. "The impact of capital account liberalization measures," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 22(1), pages 16-34.
  62. Rosa, Carlo, 2013. "Market efficiency broadcasted live: ECB code words and euro exchange rates," Journal of Macroeconomics, Elsevier, Elsevier, vol. 38(PB), pages 167-178.
  63. Tsai, Chun-Li, 2011. "The reaction of stock returns to unexpected increases in the federal funds rate target," Journal of Economics and Business, Elsevier, Elsevier, vol. 63(2), pages 121-138, March.
  64. Schüder, Stefan, 2012. "Monetary Policy Trade-Offs in a Portfolio Model with Endogenous Asset Supply," Annual Conference 2012 (Goettingen): New Approaches and Challenges for the Labor Market of the 21st Century 65402, Verein für Socialpolitik / German Economic Association.
  65. Ippolito, Filippo & Ozdagli, Ali K. & Perez, Ander, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Working Papers, Federal Reserve Bank of Boston 13-17, Federal Reserve Bank of Boston.
  66. Ali K. Ozdagli & Yifan Yu, 2012. "Monetary shocks and stock returns: identification through the impossible trinity," Working Papers, Federal Reserve Bank of Boston 12-18, Federal Reserve Bank of Boston.
  67. Masahiko Shibamoto, 2014. "Source of Underestimation of Monetary Policy Effect: Re-examination of the Policy Effectiveness in Japan's 1990s," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University DP2014-10, Research Institute for Economics & Business Administration, Kobe University.
  68. Murat Duran & Gulserim Ozcan & Pinar Ozlu & Deren Unalmis, 2010. "Measuring the Impact of Monetary Policy on Asset Prices in Turkey (Turkiye’de Para Politikasinin Finansal Varlik Fiyatlari Uzerine Etkisi)," Working Papers 1017, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  69. A Gregoriou & A Kontonikas & R MacDonald & A Montagnoli, 2006. "Monetary Policy Shocks and Stock Returns: Evidence from the British Market," Working Papers, Business School - Economics, University of Glasgow 2006_15, Business School - Economics, University of Glasgow.
  70. Fredj Jawadi & Sushanta K. Mallick & Ricardo M. Sousa, 2011. "Fiscal Policy in the BRICs," NIPE Working Papers, NIPE - Universidade do Minho 19/2011, NIPE - Universidade do Minho.
  71. Farka, Mira, 2009. "The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases," Review of Financial Economics, Elsevier, Elsevier, vol. 18(1), pages 47-55, January.
  72. Challe, Edouard & Mojon, Benoit & Ragot, Xavier, 2013. "Equilibrium risk shifting and interest rate in an opaque financial system," European Economic Review, Elsevier, vol. 63(C), pages 117-133.
  73. Fernando Alexandre & Pedro Bação, 2005. "Monetary policy and asset prices: the investment channel," NIPE Working Papers, NIPE - Universidade do Minho 3/2005, NIPE - Universidade do Minho.
  74. Roberto Rigobon & Brian Sack, 2008. "Noisy Macroeconomic Announcements, Monetary Policy, and Asset Prices," NBER Chapters, in: Asset Prices and Monetary Policy, pages 335-370 National Bureau of Economic Research, Inc.
  75. Ehrmann, Michael & Fratzscher, Marcel & Rigobon, Roberto, 2005. "Stocks, bonds, money markets and exchange rates: measuring international financial transmission," Working Paper Series, European Central Bank 0452, European Central Bank.
  76. John Silvia & Lorenz Kueng & Olivier Coibion & Yuriy Gorodnichenko, 2012. "Innocent Bystanders? Monetary Policy and Inequality in the U.S," IMF Working Papers 12/199, International Monetary Fund.
  77. Nowak, Sylwia & Andritzky, Jochen & Jobst, Andreas & Tamirisa, Natalia, 2011. "Macroeconomic fundamentals, price discovery, and volatility dynamics in emerging bond markets," Journal of Banking & Finance, Elsevier, vol. 35(10), pages 2584-2597, October.
  78. Mthuli Ncube & Eliphas Ndou & Nombulelo Gumata, 2012. "Working Paper 157 - How are the US Financial Shocks Transmitted into South Africa? Structural VAR evidence," Working Paper Series, African Development Bank 433, African Development Bank.
  79. Lahura, Erick, 2012. "Midiendo los efectos de la política monetaria a través de las expectativas de mercado," Revista Estudios Económicos, Banco Central de Reserva del Perú, Banco Central de Reserva del Perú, issue 23, pages 39-52.
  80. Marcel Fratzscher & Daniel Schneider & Ine Van Robays, 2013. "Oil Prices, Exchange Rates and Asset Prices," Discussion Papers of DIW Berlin 1302, DIW Berlin, German Institute for Economic Research.
  81. Bouakez, Hafedh & Essid, Badye & Normandin, Michel, 2013. "Stock returns and monetary policy: Are there any ties?," Journal of Macroeconomics, Elsevier, Elsevier, vol. 36(C), pages 33-50.
  82. Gilchrist, Simon & Lopez-Salido, J. David & Zakrajsek, Egon, 2014. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2014-39, Board of Governors of the Federal Reserve System (U.S.).
  83. Ehrmann, Michael & Fratzscher, Marcel, 2007. "Explaining monetary policy in press conferences," Working Paper Series, European Central Bank 0767, European Central Bank.
  84. Andrew Swiston, 2007. "Where Have the Monetary Surprises Gone? the Effects of FOMC Statements," IMF Working Papers 07/185, International Monetary Fund.
  85. Emi Nakamura & Jón Steinsson, 2013. "High Frequency Identification of Monetary Non-Neutrality," NBER Working Papers 19260, National Bureau of Economic Research, Inc.
  86. Michael Weber, 2014. "Nominal Rigidities and Asset Pricing," 2014 Meeting Papers, Society for Economic Dynamics 53, Society for Economic Dynamics.
  87. Narayan, Paresh Kumar & Thuraisamy, Kannan S., 2013. "Common trends and common cycles in stock markets," Economic Modelling, Elsevier, vol. 35(C), pages 472-476.
  88. Rigobon, Roberto & Sack, Brian, 2004. "The impact of monetary policy on asset prices," Journal of Monetary Economics, Elsevier, Elsevier, vol. 51(8), pages 1553-1575, November.
  89. WANG, Kent & WANG, Shin-Huei & PAN, Zheyao, 2013. "Can federal reserve policy deviation explain response patterns of financial markets over time?," CORE Discussion Papers, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) 2013029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  90. Xinsheng Lu & Ying Zhou & Mingting Kou, 2013. "The Impact of Monetary Policy Surprises on Australian Financial Futures Markets," Working Papers, Auckland University of Technology, Department of Economics 2013-01, Auckland University of Technology, Department of Economics.
  91. James Bugden & Iain Fraser & Jeffrey S. Racine & Robert Waschik, 2014. "Parametric and Nonparametric Analysis of Tax Changes," Department of Economics Working Papers 2014-02, McMaster University.
  92. Lutz Kilian & Clara Vega, 2011. "Do Energy Prices Respond to U.S. Macroeconomic News? A Test of the Hypothesis of Predetermined Energy Prices," The Review of Economics and Statistics, MIT Press, vol. 93(2), pages 660-671, May.
  93. Ernst Konrad, 2009. "The impact of monetary policy surprises on asset return volatility: the case of Germany," Financial Markets and Portfolio Management, Springer, Springer, vol. 23(2), pages 111-135, June.
  94. Anders C. Johansson, 2012. "China’s Growing Influence in Southeast Asia – Monetary Policy and Equity Markets," The World Economy, Wiley Blackwell, vol. 35(7), pages 816-837, 07.
  95. Michael Funke & Michael Paetz & Ernest Pytlarczyk, 2010. "Stock market wealth effects in an estimated DSGE model for Hong Kong," Quantitative Macroeconomics Working Papers, Hamburg University, Department of Economics 21009, Hamburg University, Department of Economics.
  96. Jansen, Dennis W. & Li, Qi & Wang, Zijun & Yang, Jian, 2008. "Fiscal policy and asset markets: A semiparametric analysis," Journal of Econometrics, Elsevier, Elsevier, vol. 147(1), pages 141-150, November.
  97. Jansen, Dennis W. & Tsai, Chun-Li, 2010. "Monetary policy and stock returns: Financing constraints and asymmetries in bull and bear markets," Journal of Empirical Finance, Elsevier, Elsevier, vol. 17(5), pages 981-990, December.
  98. Edouard Challe & Chryssi Giannitsarou, 2012. "Stock Prices And Monetary Policy Shocks: A General Equilibrium Approach," Working Papers hal-00719956, HAL.
  99. Stephen Eliot Hansen & Michael McMahon & Andrea Prat, 2014. "Transparency and deliberation within the FOMC: A computational linguistics approach," Economics Working Papers 1425, Department of Economics and Business, Universitat Pompeu Fabra.
  100. Levin, Andrew T. & Natalucci, Fabio M. & Piger, Jeremy M., 2004. "Explicit inflation objectives and macroeconomic outcomes," Working Paper Series, European Central Bank 0383, European Central Bank.
  101. Angelo Ranaldo & Enzo Rossi, 2007. "The reaction of asset markets to Swiss National Bank communication," Working Papers 2007-11, Swiss National Bank.
  102. Bredin, Don & Hyde, Stuart & O'Reilly, Gerard, 2005. "European Monetary Policy Surprises: The Aggregate and Sectoral Stock Market Response," Research Technical Papers 10/RT/05, Central Bank of Ireland.
  103. Fady Barsoum, 2013. "The Effects of Monetary Policy Shocks on a Panel of Stock Market Volatilities: A Factor-Augmented Bayesian VAR Approach," Working Paper Series of the Department of Economics, University of Konstanz 2013-15, Department of Economics, University of Konstanz.
  104. Mun, Kyung-Chun, 2012. "The joint response of stock and foreign exchange markets to macroeconomic surprises: Using US and Japanese data," Journal of Banking & Finance, Elsevier, vol. 36(2), pages 383-394.
  105. Albuquerque, Rui & Vega, Clara, 2006. "Asymmetric Information in the Stock Market: Economic News and Co-movement," CEPR Discussion Papers, C.E.P.R. Discussion Papers 5598, C.E.P.R. Discussion Papers.
  106. Sousa, Ricardo M., 2010. "Housing wealth, financial wealth, money demand and policy rule: Evidence from the euro area," The North American Journal of Economics and Finance, Elsevier, vol. 21(1), pages 88-105, March.
  107. Ansgar Belke & Marcel Wiedmann, 2013. "Money, Stock Prices and Central Banks – Cross-Country Comparisons of Cointegrated VAR Models," ROME Working Papers, ROME Network 201308, ROME Network.
  108. Gürkaynak, Refet S. & Wright, Jonathan, 2013. "Identification and Inference Using Event Studies," CEPR Discussion Papers, C.E.P.R. Discussion Papers 9388, C.E.P.R. Discussion Papers.
  109. Massimo Guidolin & Stuart Hyde, 2008. "Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK," Working Papers, Federal Reserve Bank of St. Louis 2008-005, Federal Reserve Bank of St. Louis.
  110. Fischer, Andreas M & Ranaldo, Angelo, 2008. "Does FOMC News Increase Global FX Trading?," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6753, C.E.P.R. Discussion Papers.
  111. M S Mohanty & Philip Turner, 2008. "Monetary policy transmission in emerging market economies: what is new?," BIS Papers chapters, in: Bank for International Settlements (ed.), Transmission mechanisms for monetary policy in emerging market economies, volume 35, pages 1-59 Bank for International Settlements.
  112. Aron Drew & Özer Karagedikli, 2007. "Some Benefits of Monetary-Policy Transparency in New Zealand," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, Charles University Prague, Faculty of Social Sciences, vol. 57(11-12), pages 521-539, December.
  113. Carlo Rosa, 2012. "How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices," Staff Reports, Federal Reserve Bank of New York 560, Federal Reserve Bank of New York.
  114. Gabriel Jiménez & Steven Ongena & José Luis Peydró & Jesús Saurina, 2009. "Hazardous times for monetary policy: What do twenty-three million bank loans say about the effects of monetary policy on credit risk-taking?," Banco de Espa�a Working Papers 0833, Banco de Espa�a.
  115. Rangan GUPTA & Roula INGLESI-LOTZ, 2012. "Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession”," Applied Econometrics and International Development, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 12(2).
  116. Afonso, António & Sousa, Ricardo M., 2011. "What are the effects of fiscal policy on asset markets?," Economic Modelling, Elsevier, vol. 28(4), pages 1871-1890, July.
  117. Kim, Suk-Joong & Nguyen, Do Quoc Tho, 2009. "The spillover effects of target interest rate news from the U.S. Fed and the European Central Bank on the Asia-Pacific stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 19(3), pages 415-431, July.
  118. Lavan Mahadeva, 2007. "A model of market surprises," Bank of England working papers 327, Bank of England.
  119. Lubos Pastor & Pietro Veronesi, 2010. "Uncertainty about Government Policy and Stock Prices," NBER Working Papers 16128, National Bureau of Economic Research, Inc.
  120. Castelnuovo , Efrem & Nisticò, Salvatore, 2010. "Stock market conditions and monetary policy in an DSGE model for the US," Research Discussion Papers 11/2010, Bank of Finland.
  121. Bachmeier, Lance, 2008. "Monetary policy and the transmission of oil shocks," Journal of Macroeconomics, Elsevier, Elsevier, vol. 30(4), pages 1738-1755, December.
  122. Stefanescu, Razvan & Dumitriu, Ramona, 2010. "Impact of the global crisis on the linkages between the interest rates and the stock prices in Romania," MPRA Paper 36716, University Library of Munich, Germany, revised 16 Feb 2011.
  123. Carlo Rosa, 2008. "Talking less and moving the market more: is this the recipe for monetary policy effectiveness?: evidence from the ECB and the Fed," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library 19629, London School of Economics and Political Science, LSE Library.
  124. Du, Ding & Denning, Karen & Zhao, Xiaobing, 2012. "Real aggregate activity and stock returns," Journal of Economics and Business, Elsevier, Elsevier, vol. 64(5), pages 323-337.
  125. Michael D. Bordo & David C. Wheelock, 2007. "Stock market booms and monetary policy in the twentieth century," Review, Federal Reserve Bank of St. Louis, issue Mar, pages 91-122.
  126. Dunbar, Kwamie & Amin, Abu S., 2012. "Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt," Review of Financial Economics, Elsevier, Elsevier, vol. 21(3), pages 141-152.
  127. Oreste Napolitano, 2006. "Is The Impact Of Ecb Monetary Policy On Emu Stock Market Returns Asymmetric?," Working Papers, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy 3_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  128. Rangel, José Gonzalo, 2011. "Macroeconomic news, announcements, and stock market jump intensity dynamics," Journal of Banking & Finance, Elsevier, vol. 35(5), pages 1263-1276, May.
  129. Jesús Gonzalo & Abderrahim Taamouti, 2011. "The reaction of stock market returns to anticipated unemployment," Economics Working Papers we1145, Universidad Carlos III, Departamento de Economía.
  130. Jon Wongswan, 2005. "The response of global equity indexes to U.S. monetary policy announcements," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.) 844, Board of Governors of the Federal Reserve System (U.S.).
  131. Kwamie Dunbar, 2008. "The Impact of the FOMC's Monetary Policy Actions on the growth of Credit Risk: the Monetary Policy - Liquidity Paradox," Working papers, University of Connecticut, Department of Economics 2008-05, University of Connecticut, Department of Economics.
  132. Borchert, Manfred, 2004. "The impact of banking behaviour on monetary strategy," Beiträge zur angewandten Wirtschaftsforschung 5, Center of Applied Economic Research Münster (CAWM), University of Münster.
  133. Moura, Marcelo L. & Gaião, Rafael Ladeira, 2012. "Impact of macroeconomic surprises on the brazilian yield curve and expected inflation," Insper Working Papers, Insper Working Paper, Insper Instituto de Ensino e Pesquisa wpe_288, Insper Working Paper, Insper Instituto de Ensino e Pesquisa.
  134. Sjoerd van den Hauwe & Dick van Dijk & Richard Paap, 2011. "Bayesian Forecasting of Federal Funds Target Rate Decisions," Tinbergen Institute Discussion Papers 11-093/4, Tinbergen Institute.
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