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Monetary policy and fixed income returns

  • Johnson, Robert R.
  • Buetow, Gerald W.
  • Jensen, Gerald R.
  • Reilly, Frank K.
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    File URL: http://www.sciencedirect.com/science/article/B6W5X-47C3YC3-4/2/1de96962b8da088df109842f1c2d30c4
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    Article provided by Elsevier in its journal The Quarterly Review of Economics and Finance.

    Volume (Year): 43 (2003)
    Issue (Month): 1 ()
    Pages: 133-146

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    Handle: RePEc:eee:quaeco:v:43:y:2003:i:1:p:133-146
    Contact details of provider: Web page: http://www.elsevier.com/locate/inca/620167

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    1. Campbell, J.Y. & Ammer, J., 1991. "What Moves The Stock And Bond Markets? A Variance Decomposition For Long- Term Asset Returns," Papers 127, Princeton, Department of Economics - Financial Research Center.
    2. Thorbecke, Willem & Alami, Tarik, 1992. "The federal funds rate and the arbitrage pricing theory: Evidence that monetary policy matters," Journal of Macroeconomics, Elsevier, vol. 14(4), pages 731-744.
    3. Ben S. Bernanke & Alan S. Blinder, 1989. "The federal funds rate and the channels of monetary transmission," Working Papers 89-10, Federal Reserve Bank of Philadelphia.
    4. John Y. Campbell, 1995. "Some Lessons from the Yield Curve," Harvard Institute of Economic Research Working Papers 1713, Harvard - Institute of Economic Research.
    5. Christina D. Romer & David H. Romer, 1996. "Federal Reserve Private Information and the Behavior of Interest Rates," NBER Working Papers 5692, National Bureau of Economic Research, Inc.
    6. Willem Thorbecke, 1998. "On Stock Market Returns and Monetary Policy," Macroeconomics 9812009, EconWPA.
    7. Thorbecke, Willem, 2000. "Monetary Policy, Time-Varying Risk, and the Bond Market Debacle of 1994," Journal of Macroeconomics, Elsevier, vol. 22(1), pages 159-174, January.
    8. Douglas K. Pearce & V. Vance Roley, 1985. "Stock Prices and Economic News," NBER Working Papers 1296, National Bureau of Economic Research, Inc.
    9. Cook, Timothy & Hahn, Thomas, 1988. "The Information Content of Discount Rate Announcements and Their Effect on Market Interest Rates," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 20(2), pages 167-80, May.
    10. V. Vance Roley & Rick Troll, 1984. "The impact of discount rate changes on market interest rates," Economic Review, Federal Reserve Bank of Kansas City, issue Jan, pages 27-39.
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