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Does the federal reserve affect asset prices?

  • Tarhan, Vefa
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    File URL: http://www.sciencedirect.com/science/article/B6V85-3YB56JR-V/2/65759322744bf4cec53014d9d4b13f19
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    Article provided by Elsevier in its journal Journal of Economic Dynamics and Control.

    Volume (Year): 19 (1995)
    Issue (Month): 5-7 ()
    Pages: 1199-1222

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    Handle: RePEc:eee:dyncon:v:19:y:1995:i:5-7:p:1199-1222
    Contact details of provider: Web page: http://www.elsevier.com/locate/jedc

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    1. Makin, John H, 1983. "Real Interest, Money Surprises, Anticipated Inflation and Fiscal Deficits," The Review of Economics and Statistics, MIT Press, vol. 65(3), pages 374-84, August.
    2. Gibson, William E, 1970. "The Lag in the Effect of Monetary Policy on Income and Interest Rates," The Quarterly Journal of Economics, MIT Press, vol. 84(2), pages 288-300, May.
    3. Grossman, Sanford & Weiss, Laurence, 1983. "A Transactions-Based Model of the Monetary Transmission Mechanism," American Economic Review, American Economic Association, vol. 73(5), pages 871-80, December.
    4. Stock, J.H. & Watson, M.W., 1989. "New Indexes Of Coincident And Leading Economic Indicators," Papers 178d, Harvard - J.F. Kennedy School of Government.
    5. Tarhan, Vefa, 1993. "Policy and volatility of asset returns," Journal of Economics and Business, Elsevier, vol. 45(3-4), pages 269-283.
    6. Steven Strongin & Vefa Tarhan, 1990. "Money supply announcements and the market's perception of Federal Reserve policy," Working Paper Series, Macroeconomic Issues 90-3, Federal Reserve Bank of Chicago.
    7. Philip Cagan, 1972. "The Channels of Monetary Effects on Interest Rates," NBER Books, National Bureau of Economic Research, Inc, number caga72-1, October.
    8. Frederic S. Mishkin, 1980. "Monetary Policy and Long-Term Interest Rates: An Efficient Markets Approach," NBER Working Papers 0517, National Bureau of Economic Research, Inc.
    9. Melvin, Michael, 1983. "The Vanishing Liquidity Effect of Money on Interest: Analysis and Implications for Policy," Economic Inquiry, Western Economic Association International, vol. 21(2), pages 188-202, April.
    10. Ben Bernanke, 1990. "The Federal Funds Rate and the Channels of Monetary Transnission," NBER Working Papers 3487, National Bureau of Economic Research, Inc.
    11. Frederic S. Mishkin, 1981. "Monetary Policy and Short-Term Interest Rates: An Efficient Markets-Rational Expectations Approach," NBER Working Papers 0693, National Bureau of Economic Research, Inc.
    12. Benjamin M. Friedman & Kenneth Kuttner, 1993. "Why Does the Paper-Bill Spread Predict Real Economic Activity?," NBER Chapters, in: Business Cycles, Indicators and Forecasting, pages 213-254 National Bureau of Economic Research, Inc.
    13. Friedman, Benjamin M & Kuttner, Kenneth N, 1992. "Money, Income, Prices, and Interest Rates," American Economic Review, American Economic Association, vol. 82(3), pages 472-92, June.
    14. Hardouvelis, Gikas A, 1987. " Reserves Announcements and Interest Rates: Does Monetary Policy Matter?," Journal of Finance, American Finance Association, vol. 42(2), pages 407-22, June.
    15. Ben Bernanke, 1990. "On the Predictive Power of Interest Rates and Interest Rate Spreads," NBER Working Papers 3486, National Bureau of Economic Research, Inc.
    16. Cook, Timothy & Hahn, Thomas, 1989. "The effect of changes in the federal funds rate target on market interest rates in the 1970s," Journal of Monetary Economics, Elsevier, vol. 24(3), pages 331-351, November.
    17. Spindt, Paul A. & Tarhan, Vefa, 1987. "The Federal Reserve's new operating procedures : A post mortem," Journal of Monetary Economics, Elsevier, vol. 19(1), pages 107-123, January.
    18. Strongin, Steven & Tarhan, Vefa, 1990. "Money Supply Announcements and the Market's Perception of Federal Reserve Policy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 22(2), pages 135-53, May.
    19. Reichenstein, William, 1987. "The Impact of Money on Short-term Interest Rates," Economic Inquiry, Western Economic Association International, vol. 25(1), pages 67-82, January.
    20. Wilcox, James A, 1983. "Why Real Interest Rates Were So Low in the 1970's," American Economic Review, American Economic Association, vol. 73(1), pages 44-53, March.
    21. Julio J. Rotemberg, 1982. "A Monetary Equilibrium Model with Transactions Costs," NBER Working Papers 0978, National Bureau of Economic Research, Inc.
    22. Cagan, Phillip & Gandolfi, Arthur, 1969. "The Lag in Monetary Policy as Implied by the Time Pattern of Monetary Effects on Interest Rates," American Economic Review, American Economic Association, vol. 59(2), pages 277-84, May.
    23. Lucas, Robert Jr., 1990. "Liquidity and interest rates," Journal of Economic Theory, Elsevier, vol. 50(2), pages 237-264, April.
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