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Citations for "U.S. Stock Market Crashes and Their Aftermath: Implications for Monetary Policy"

by Frederic S. Mishkin & Eugene N. White

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  1. Michael D. Bordo & David C. Wheelock, 2004. "Monetary Policy and Asset Prices: A Look Back at Past U.S. Stock Market Booms," NBER Working Papers 10704, National Bureau of Economic Research, Inc.
  2. Nisticò, Salvatore, 2012. "Monetary policy and stock-price dynamics in a DSGE framework," Journal of Macroeconomics, Elsevier, Elsevier, vol. 34(1), pages 126-146.
  3. Serwa, Dobromil & Bohl, Martin T., 2005. "Financial contagion vulnerability and resistance: A comparison of European stock markets," Economic Systems, Elsevier, Elsevier, vol. 29(3), pages 344-362, September.
  4. Virginie Coudert & Mathieu Gex, 2007. "Does Risk Aversion Drive Financial Crises? Testing the Predictive Power of Empirical Indicators," Working Papers 2007-02, CEPII research center.
  5. Allen, Franklin & Gu, Xian & Kowalewski, Oskar, 2012. "Financial crisis, structure and reform," Journal of Banking & Finance, Elsevier, Elsevier, vol. 36(11), pages 2960-2973.
  6. G. Menzies & R. Bird & P. Dixon & M. Rimmer, 2010. "The Economic Costs of US Stock Mispricing," Centre of Policy Studies/IMPACT Centre Working Papers g-204, Victoria University, Centre of Policy Studies/IMPACT Centre.
  7. Neziri, Hekuran, 2008. "Can Credit Default Swaps Predict Financial Crises: An Empirical Test on Emerging Markets," MPRA Paper 13096, University Library of Munich, Germany.
  8. Bordo, Michael D & Jeanne, Olivier, 2002. "Boom-Busts in Asset Prices, Economic Instability and Monetary Policy," CEPR Discussion Papers, C.E.P.R. Discussion Papers 3398, C.E.P.R. Discussion Papers.
  9. Botzen, W.J. Wouter & Marey, Philip S., 2010. "Did the ECB respond to the stock market before the crisis?," Journal of Policy Modeling, Elsevier, Elsevier, vol. 32(3), pages 303-322, May.
  10. Frederic S. Mishkin, 2007. "Housing and the monetary transmission mechanism," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.) 2007-40, Board of Governors of the Federal Reserve System (U.S.).
  11. Taipalus, Katja, 2012. "Detecting asset price bubbles with time-series methods," Scientific Monographs, Bank of Finland E:47/2012, Bank of Finland.
  12. Ebell, Monique & Ritschl, Albrecht, 2007. "Real Origins of the Great Depression: Monopolistic Competition, Union Power, and the American Business Cycle in the 1920s," CEPR Discussion Papers, C.E.P.R. Discussion Papers 6146, C.E.P.R. Discussion Papers.
  13. Grégory Levieuge, 2004. "La neutralisation des mouvements et de l'impact des prix d'actifs doit-elle être du ressort de la politique monétaire ?," Revue d'Économie Financière, Programme National Persée, Programme National Persée, vol. 74(1), pages 253-284.
  14. Monique Ebell & Albrecht Ritschl, 2008. "Real Origins of the Great Depression: Monopoly Power, Unions and the American Business Cycle in the 1920s," CEP Discussion Papers, Centre for Economic Performance, LSE dp0876, Centre for Economic Performance, LSE.
  15. Thomas F Helbling, 2005. "Housing price bubbles - a tale based on housing price booms and busts," BIS Papers chapters, Bank for International Settlements, in: Bank for International Settlements (ed.), Real estate indicators and financial stability, volume 21, pages 30-41 Bank for International Settlements.
  16. Simon Gilchrist & Masashi Saito, 2006. "Expectations, Asset Prices, and Monetary Policy: The Role of Learning," NBER Working Papers 12442, National Bureau of Economic Research, Inc.
  17. G. Menzies & R. Bird & P. Dixon & M. Rimmer, 2010. "Asset Price Regulators, Unite: you have Macroeconomic Stability to Win and the Microeconomic Losses are Second-order," Centre of Policy Studies/IMPACT Centre Working Papers g-205, Victoria University, Centre of Policy Studies/IMPACT Centre.
  18. Guo-Hua Mu & Wei-Xing Zhou, 2007. "Relaxation dynamics of aftershocks after large volatility shocks in the SSEC index," Papers 0709.1219, arXiv.org.
  19. Adam S. Posen, 2006. "Why Central Banks Should Not Burst Bubbles," International Finance, Wiley Blackwell, Wiley Blackwell, vol. 9(1), pages 109-124, 05.
  20. Eugene N. White, 2007. "The Crash of 1882, Counterparty Risk, and the Bailout of the Paris Bourse," NBER Working Papers 12933, National Bureau of Economic Research, Inc.
  21. Michael D. Bordo & Joseph G. Haubrich, 2009. "Credit crises, money, and contractions: A historical view," Working Paper 0908, Federal Reserve Bank of Cleveland.
  22. Helena, BELTRAN & Alain, DURRE & Pierre, GIOT, 2004. "Volatility regimes and the provisions of liquidity in order book markets," Discussion Papers (ECON - Département des Sciences Economiques), Université catholique de Louvain, Département des Sciences Economiques 2005015, Université catholique de Louvain, Département des Sciences Economiques.
  23. Mohamed Zouaoui & Geneviève Nouyrigat & Francisca Beer, 2011. "How does investor sentiment affect stock market crises?Evidence from panel data," Working Papers CREGO, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations 1110304, Université de Bourgogne - CREGO EA7317 Centre de recherches en gestion des organisations.
  24. Eugene N. White, 2006. "Bubbles and Busts: The 1990s in the Mirror of the 1920s," NBER Working Papers 12138, National Bureau of Economic Research, Inc.
  25. Mejra Festić, 2006. "Procyclicality of Financial and Real Sector in Transition Economies," Prague Economic Papers, University of Economics, Prague, University of Economics, Prague, vol. 2006(4), pages 315-349.
  26. Gebka, Bartosz & Serwa, Dobromil, 2006. "Are financial spillovers stable across regimes?: Evidence from the 1997 Asian crisis," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 16(4), pages 301-317, October.
  27. Drudi, Francesco & Durré, Alain & Mongelli, Francesco Paolo, 2012. "The interplay of economic reforms and monetary policy: the case of the euro area," Working Paper Series, European Central Bank 1467, European Central Bank.
  28. Stephen G Cecchetti, 2003. "What the FOMC Says and Does When the Stock Market Booms," RBA Annual Conference Volume, Reserve Bank of Australia, in: Anthony Richards & Tim Robinson (ed.), Asset Prices and Monetary Policy Reserve Bank of Australia.
  29. Goodness C. Aye & Rangan Gupta & Mampho P. Modise, 2012. "Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model," Working Papers 201224, University of Pretoria, Department of Economics.
  30. Patrick Artus, 2003. "Pourquoi la politique monétaire ne réagit-elle pas aux prix d’actifs ?," Économie et Prévision, Programme National Persée, Programme National Persée, vol. 158(2), pages 61-71.
  31. Mohamed Douch, 2010. "The Macroeconomic Effects of Monetary Policy and Financial Crisis," Journal of Humanities and Social Sciences, Cankaya University, Economics and Administrative Sciences, Cankaya University, Economics and Administrative Sciences, vol. 1(7), pages 1-35, May.
  32. Geiger, Michael, 2006. "Monetary Policy in China (1994-2004) : Targets, Instruments and their Effectiveness," W.E.P. - Würzburg Economic Papers 68, University of Würzburg, Chair for Monetary Policy and International Economics.
  33. Olivier Jeanne & Michael D. Bordo, 2002. "Monetary Policy and Asset Prices," IMF Working Papers 02/225, International Monetary Fund.
  34. Sornette, Didier & Zhou, Wei-Xing, 2006. "Predictability of large future changes in major financial indices," International Journal of Forecasting, Elsevier, Elsevier, vol. 22(1), pages 153-168.
  35. Taipalus , Katja, 2012. "Signaling asset price bubbles with time-series methods," Research Discussion Papers, Bank of Finland 7/2012, Bank of Finland.
  36. Adam Koronowski, 2010. "Monetary Policy and Financial (In)Stability," Contemporary Economics, University of Finance and Management in Warsaw, University of Finance and Management in Warsaw, vol. 4(2), June.
  37. Takatoshi Ito & Frederic S. Mishkin, 2004. "Two Decades of Japanese Monetary Policy and the Deflation Problem," NBER Working Papers 10878, National Bureau of Economic Research, Inc.
  38. Goetz von Peter, 2003. "A Unified Approach to Credit Crunches, Financial Instability, and Banking Crises," Macroeconomics, EconWPA 0312006, EconWPA.
  39. Gordon Menzies & Ron Bird & Peter B. Dixon & Maureen T. Rimmer, 2011. "Asset Price Regulators, Unite: You have the Macroeconomy to Win and the Microeconomic Losses are Small," The Economic Record, The Economic Society of Australia, The Economic Society of Australia, vol. 87(278), pages 449-464, 09.
  40. Goetz von Peter, 2004. "Asset Prices and Banking Distress: A Macroeconomic Approach," Finance, EconWPA 0411034, EconWPA.
  41. Grunspan, T., 2005. "The Fed and the Question of Financial Stability: An Empirical Investigation," Working papers, Banque de France 134, Banque de France.
  42. Eric Tymoigne, 2006. "Asset Prices, Financial Fragility, and Central Banking," Economics Working Paper Archive wp_456, Levy Economics Institute.
  43. Coudert, V. & Gex, M., 2006. "Can risk aversion indicators anticipate financial crises?," Financial Stability Review, Banque de France, Banque de France, issue 9, pages 67-87, December.
  44. M. Zouaoui & G. Nouyrigat & F. Beer, 2010. "How does investor sentiment affect stock market crises? Evidence from panel data," Post-Print, HAL halshs-00534754, HAL.
  45. von Peter, Goetz, 2009. "Asset prices and banking distress: A macroeconomic approach," Journal of Financial Stability, Elsevier, Elsevier, vol. 5(3), pages 298-319, September.
  46. Papadamou, Stephanos & Siriopoulos, Costas, 2008. "Does the ECB Care about Shifts in Investors’ Risk Appetite?," MPRA Paper 25973, University Library of Munich, Germany.
  47. Charles, Amélie & Darné, Olivier, 2014. "Large shocks in the volatility of the Dow Jones Industrial Average index: 1928–2013," Journal of Banking & Finance, Elsevier, Elsevier, vol. 43(C), pages 188-199.
  48. Adalid, Ramón & Detken, Carsten, 2007. "Liquidity shocks and asset price boom/bust cycles," Working Paper Series, European Central Bank 0732, European Central Bank.
  49. Michael D. Bordo & David C. Wheelock, 2006. "When do stock market booms occur? the macroeconomic and policy environments of 20th century booms," Working Papers, Federal Reserve Bank of St. Louis 2006-051, Federal Reserve Bank of St. Louis.
  50. Eschenbach, Felix & Schuknecht, Ludger, 2002. "The fiscal costs of financial instability revisited," Working Paper Series, European Central Bank 0191, European Central Bank.
  51. Adam S. Posen, 2003. "It Takes More than a Bubble to Become Japan," Working Paper Series, Peterson Institute for International Economics WP03-9, Peterson Institute for International Economics.
  52. Andres KUUSK & Tiiu Paas & Andres KUUSK, 2011. "Financial contagion of the 2008 crisis: is there any evidence of financial contagion from the US to the Baltic states," Eastern Journal of European Studies, Centre for European Studies, Alexandru Ioan Cuza University, Centre for European Studies, Alexandru Ioan Cuza University, vol. 2, pages 61-76, December.
  53. Manfred J. M. Neumann, 2009. "Internationale Finanzkrise und die Geldpolitik der Europäischen Zentralbank," Perspektiven der Wirtschaftspolitik, Verein für Socialpolitik, Verein für Socialpolitik, vol. 10(4), pages 367-388, November.
  54. D. Sornette & W. -X. Zhou, 2003. "Predictability of large future changes in major financial indices," Papers cond-mat/0304601, arXiv.org, revised Aug 2004.
  55. Detken, Carsten & Smets, Frank, 2004. "Asset price booms and monetary policy," Working Paper Series, European Central Bank 0364, European Central Bank.