Citations for "Does Monetary Policy Have Asymmetric Effects on Stock Returns?"
by Shiu-Sheng Chen
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- Oreste Napolitano, 2006.
"Is the Impact of ECB Monetary Policy on EMU Stock Market Returns asymmetric?,"
1_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
- Adrian Pagan & Don Harding, 2011.
"Econometric Analysis and Prediction of Recurrent Events,"
CREATES Research Papers
2011-33, School of Economics and Management, University of Aarhus.
- Walid, Chkili & Chaker, Aloui & Masood, Omar & Fry, John, 2011.
"Stock market volatility and exchange rates in emerging countries: A Markov-state switching approach,"
Emerging Markets Review,
Elsevier, vol. 12(3), pages 272-292, September.
- Guo, Feng & Hu, Jinyan & Jiang, Mingming, 2013.
"Monetary shocks and asymmetric effects in an emerging stock market: The case of China,"
Elsevier, vol. 32(C), pages 532-538.
- Hsu, Kuang-Chung & Chiang, Hui-Chu, 2011.
"Nonlinear effects of monetary policy on stock returns in a smooth transition autoregressive model,"
The Quarterly Review of Economics and Finance,
Elsevier, vol. 51(4), pages 339-349.
- Tsai, I-Chun, 2013.
"The asymmetric impacts of monetary policy on housing prices: A viewpoint of housing price rigidity,"
Elsevier, vol. 31(C), pages 405-413.
- Henry, Ólan T., 2009.
"Regime switching in the relationship between equity returns and short-term interest rates in the UK,"
Journal of Banking & Finance,
Elsevier, vol. 33(2), pages 405-414, February.
- Beatrice D. Simo - Kengne & Mehmet Balcilar & Rangan Gupta & Monique Reid & Goodness C. Aye, 2012.
"Is the relationship between monetary policy and house prices asymmetric in South Africa? Evidence from a Markov-Switching Vector Autoregressive mode,"
14/2012, Stellenbosch University, Department of Economics.
- Ming-Chi Chen & Chi-Lu Peng & So-De Shyu & Jhih-Hong Zeng, 2012.
"Market States and the Effect on Equity REIT Returns due to Changes in Monetary Policy Stance,"
The Journal of Real Estate Finance and Economics,
Springer, vol. 45(2), pages 364-382, August.
- Mariangela Bonasia & Oreste Napolitano, 2007.
"Do Fundamentals and Credibility Matter in a Funded Pension System ?A Markov Switching Analysis for Australia and Iceland,"
Brussels Economic Review,
ULB -- Universite Libre de Bruxelles, vol. 50(2), pages 221-248.
- Nan-Kuang Chen & Yu-Hsi Chou & Jyh-Lin Wu, 2013.
"Credit Constraint and the Asymmetric Monetary Policy Effect on House Prices,"
Pacific Economic Review,
Wiley Blackwell, vol. 18(4), pages 431-455, October.
- 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, vol. 17(5), pages 981-990, December.
- Mohamed El Hedi Arouri & Fredj Jawadi & Duc Khuong Nguyen, 2010.
"Global financial crisis, liquidity pressure in stock markets and efficiency of central bank interventions,"
- Mohamed El Hedi Arouri & Duc Khuong Nguyen & Fredj Jawadi, 2010.
"What can we tell about monetary policy synchronization and interdependence over the 2007-2009 global financial crisis?,"
- Laopodis, Nikiforos T., 2013.
"Monetary policy and stock market dynamics across monetary regimes,"
Journal of International Money and Finance,
Elsevier, vol. 33(C), pages 381-406.
- Angelos Kanas, 2010.
"A note on the relation between the equity risk premium and the term structure,"
Journal of Economics and Finance,
Springer, vol. 34(1), pages 89-95, January.
- Sagarika Mishra & Sandeep Dhole, .
"Least Squares Learning and the US Treasury Bill Rate,"
Financial Econometics Series
2013_05, Deakin University, Faculty of Business and Law, School of Accounting, Economics and Finance.
- Chang, Kuang-Liang, 2011.
"The nonlinear effects of expected and unexpected components of monetary policy on the dynamics of REIT returns,"
Elsevier, vol. 28(3), pages 911-920, May.
- 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.
- Arin, K. Peren & Mamun, Abdullah & Purushothman, Nanda, 2009.
"The effects of tax policy on financial markets: G3 evidence,"
Review of Financial Economics,
Elsevier, vol. 18(1), pages 33-46, January.
- 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.
- Michael D. Bordo & Michael J. Dueker & David C. Wheelock, 2009.
"Inflation, monetary policy and stock market conditions: quantitative evidence from a hybrid latent-variable VAR,"
2008-012, Federal Reserve Bank of St. Louis.
- Massimo Guidolin & Stuart Hyde, 2008.
"Equity portfolio diversification under time-varying predictability and comovements: evidence from Ireland, the US, and the UK,"
2008-005, Federal Reserve Bank of St. Louis.
- Simo-Kengne, Beatrice D. & Balcilar, Mehmet & Gupta, Rangan & Reid, Monique & Aye, Goodness C., 2013.
"Is the relationship between monetary policy and house prices asymmetric across bull and bear markets in South Africa? Evidence from a Markov-switching vector autoregressive model,"
Elsevier, vol. 32(C), pages 161-171.
- 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.
- Chang, Kuang-Liang, 2009.
"Do macroeconomic variables have regime-dependent effects on stock return dynamics? Evidence from the Markov regime switching model,"
Elsevier, vol. 26(6), pages 1283-1299, November.
- Guidolin, Massimo & Hyde, Stuart, 2008.
"Equity portfolio diversification under time-varying predictability: Evidence from Ireland, the US, and the UK,"
Journal of Multinational Financial Management,
Elsevier, vol. 18(4), pages 293-312, October.
- Francesco, Guidi, 2008.
"European Central Bank and Federal Reserve USA: monetary policy effects on the returns volatility of the Italian Stock Market Index Mibtel,"
10759, University Library of Munich, Germany.
- Ernst Konrad, 2009.
"The impact of monetary policy surprises on asset return volatility: the case of Germany,"
Financial Markets and Portfolio Management,
Springer, vol. 23(2), pages 111-135, June.
- Michael D. Bordo & Michael J. Dueker & David C. Wheelock, 2008.
"Inflation, Monetary Policy and Stock Market Conditions,"
NBER Working Papers
14019, National Bureau of Economic Research, Inc.