Does Monetary Policy Shape the Path to Carbon Neutrality?
Author
Abstract
Suggested Citation
DOI: 10.31219/osf.io/kqdar
Download full text from publisher
References listed on IDEAS
- Ben S. Bernanke & Kenneth N. Kuttner, 2005.
"What Explains the Stock Market's Reaction to Federal Reserve Policy?,"
Journal of Finance, American Finance Association, vol. 60(3), pages 1221-1257, June.
- Ben S. Bernanke & Kenneth N. Kuttner, 2003. "What explains the stock market's reaction to Federal Reserve policy?," Proceedings, Federal Reserve Bank of San Francisco, issue Mar.
- Ben S. Bernanke & Kenneth N. Kuttner, 2003. "What explains the stock market's reaction to Federal Reserve policy?," Staff Reports 174, Federal Reserve Bank of New York.
- Ben S. Bernanke & Kenneth N. Kuttner, 2004. "What Explains the Stock Market's Reaction to Federal Reserve Policy?," NBER Working Papers 10402, National Bureau of Economic Research, Inc.
- Ben S. Bernanke & Kenneth N. Kuttner, 2004. "What explains the stock market's reaction to Federal Reserve policy?," Finance and Economics Discussion Series 2004-16, Board of Governors of the Federal Reserve System (U.S.).
- Bu, Chunya & Rogers, John & Wu, Wenbin, 2021.
"A unified measure of Fed monetary policy shocks,"
Journal of Monetary Economics, Elsevier, vol. 118(C), pages 331-349.
- Chunya Bu & John Rogers & Wenbin Wu, 2019. "A Unified Measure of Fed Monetary Policy Shocks," Finance and Economics Discussion Series 2019-043, Board of Governors of the Federal Reserve System (U.S.).
- Döttling, Robin & Ratnovski, Lev, 2023.
"Monetary policy and intangible investment,"
Journal of Monetary Economics, Elsevier, vol. 134(C), pages 53-72.
- Robin Döttling & Mr. Lev Ratnovski, 2020. "Monetary Policy and Intangible Investment," IMF Working Papers 2020/160, International Monetary Fund.
- Döttling, Robin & Ratnovski, Lev, 2020. "Monetary policy and intangible investment," Working Paper Series 2444, European Central Bank.
- Kuttner, Kenneth N., 2001.
"Monetary policy surprises and interest rates: Evidence from the Fed funds futures market,"
Journal of Monetary Economics, Elsevier, vol. 47(3), pages 523-544, June.
- Kenneth N. Kuttner, 2000. "Monetary policy surprises and interest rates: evidence from the Fed funds futures markets," Staff Reports 99, Federal Reserve Bank of New York.
- Bolton, Patrick & Kacperczyk, Marcin, 2021.
"Do investors care about carbon risk?,"
Journal of Financial Economics, Elsevier, vol. 142(2), pages 517-549.
- Kacperczyk, Marcin & Bolton, Patrick, 2020. "Do Investors Care about Carbon Risk?," CEPR Discussion Papers 14568, C.E.P.R. Discussion Papers.
- Patrick Bolton & Marcin Kacperczyk, 2020. "Do Investors Care about Carbon Risk?," NBER Working Papers 26968, National Bureau of Economic Research, Inc.
- Francesco Giovanardi & Matthias Kaldorf & Lucas Radke & Florian Wicknig, 2023.
"The Preferential Treatment of Green Bonds,"
Review of Economic Dynamics, Elsevier for the Society for Economic Dynamics, vol. 51, pages 657-676, December.
- Francesco Giovanardi & Matthias Kaldorf & Lucas Radke & Florian Wicknig, 2021. "The Preferential Treatment of Green Bonds," ECONtribute Discussion Papers Series 098, University of Bonn and University of Cologne, Germany.
- Francesco Giovanardi & Matthias Kaldorf & Lucas Radke & Florian Wicknig, 2023. "Online Appendix to "The Preferential Treatment of Green Bonds"," Online Appendices 21-297, Review of Economic Dynamics.
- Francesco Giovanardi & Matthias Kaldorf & Lucas Radke & Florian Wicknig, 2023. "Code and data files for "The Preferential Treatment of Green Bonds"," Computer Codes 21-297, Review of Economic Dynamics.
- Emi Nakamura & Jón Steinsson, 2018.
"High-Frequency Identification of Monetary Non-Neutrality: The Information Effect,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 133(3), pages 1283-1330.
- Emi Nakamura & Jón Steinsson, 2013. "High Frequency Identification of Monetary Non-Neutrality: The Information Effect," NBER Working Papers 19260, National Bureau of Economic Research, Inc.
- Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman, 2017.
"Technological Innovation, Resource Allocation, and Growth,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 132(2), pages 665-712.
- Leonid Kogan & Dimitris Papanikolaou & Amit Seru & Noah Stoffman, 2012. "Technological Innovation, Resource Allocation, and Growth," NBER Working Papers 17769, National Bureau of Economic Research, Inc.
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2021.
"Sustainable investing in equilibrium,"
Journal of Financial Economics, Elsevier, vol. 142(2), pages 550-571.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2019. "Sustainable Investing in Equilibrium," CEPR Discussion Papers 14171, C.E.P.R. Discussion Papers.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2020. "Sustainable Investing in Equilibrium," Working Papers 2020-23, Becker Friedman Institute for Research In Economics.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2019. "Sustainable Investing in Equilibrium," NBER Working Papers 26549, National Bureau of Economic Research, Inc.
- Marek Jarociński & Peter Karadi, 2020.
"Deconstructing Monetary Policy Surprises—The Role of Information Shocks,"
American Economic Journal: Macroeconomics, American Economic Association, vol. 12(2), pages 1-43, April.
- Karadi, Peter & Jarocinski, Marek, 2018. "Deconstructing Monetary Policy Surprises - The Role of Information Shocks," CEPR Discussion Papers 12765, C.E.P.R. Discussion Papers.
- Jarociński, Marek & Karadi, Peter, 2018. "Deconstructing monetary policy surprises: the role of information shocks," Working Paper Series 2133, European Central Bank.
- Anil K Kashyap & Owen A. Lamont & Jeremy C. Stein, 1994.
"Credit Conditions and the Cyclical Behavior of Inventories,"
The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 109(3), pages 565-592.
- Anil K. Kashyap & Owen A. Lamont & Jeremy C. Stein, 1993. "Credit conditions and the cyclical behavior of inventories," Working Paper Series, Macroeconomic Issues 93-7, Federal Reserve Bank of Chicago.
- Fama, Eugene F. & French, Kenneth R., 2007. "Disagreement, tastes, and asset prices," Journal of Financial Economics, Elsevier, vol. 83(3), pages 667-689, March.
- Refet S Gürkaynak & Brian Sack & Eric Swanson, 2005.
"Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements,"
International Journal of Central Banking, International Journal of Central Banking, vol. 1(1), May.
- Refet S. Gürkaynak & Brian P. Sack & Eric T. Swanson, 2004. "Do actions speak louder than words? the response of asset prices to monetary policy actions and statements," Finance and Economics Discussion Series 2004-66, Board of Governors of the Federal Reserve System (U.S.).
- Refet Gurkaynak & Brian Sack & Eric Swanson, 2005. "Do Actions Speak Louder than Words? The Response of Asset Prices to Monetary Policy Actions and Statements," Macroeconomics 0504013, University Library of Munich, Germany.
- Refet Gürkaynak & Brian Sack, 2005. "Do Actions Speak Louder Than Words?The Response of Asset Prices to Monetary Policy Actions and Statements," Computing in Economics and Finance 2005 323, Society for Computational Economics.
- 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.
- Pablo Ottonello & Thomas Winberry, 2020.
"Financial Heterogeneity and the Investment Channel of Monetary Policy,"
Econometrica, Econometric Society, vol. 88(6), pages 2473-2502, November.
- Thomas Winberry & Pablo Ottonello, 2017. "Financial Heterogeneity and the Investment Channel of Monetary Policy," 2017 Meeting Papers 598, Society for Economic Dynamics.
- Pablo Ottonello & Thomas Winberry, 2018. "Financial Heterogeneity and the Investment Channel of Monetary Policy," NBER Working Papers 24221, National Bureau of Economic Research, Inc.
- Pedersen, Lasse Heje & Fitzgibbons, Shaun & Pomorski, Lukasz, 2021. "Responsible investing: The ESG-efficient frontier," Journal of Financial Economics, Elsevier, vol. 142(2), pages 572-597.
- Lee H. Seltzer & Laura Starks & Qifei Zhu, 2022.
"Climate Regulatory Risk and Corporate Bonds,"
NBER Working Papers
29994, National Bureau of Economic Research, Inc.
- Lee Seltzer & Laura Starks & Qifei Zhu, 2022. "Climate Regulatory Risks and Corporate Bonds," Staff Reports 1014, Federal Reserve Bank of New York.
- Peters, Ryan H. & Taylor, Lucian A., 2017. "Intangible capital and the investment-q relation," Journal of Financial Economics, Elsevier, vol. 123(2), pages 251-272.
- Philipp Krueger & Zacharias Sautner & Laura T Starks, 2020.
"The Importance of Climate Risks for Institutional Investors,"
The Review of Financial Studies, Society for Financial Studies, vol. 33(3), pages 1067-1111.
- Philipp Krueger & Zacharias Sautner & Laura T. Starks, 2018. "The Importance of Climate Risks for Institutional Investors," Swiss Finance Institute Research Paper Series 18-58, Swiss Finance Institute.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Döttling, Robin & Ratnovski, Lev, 2023.
"Monetary policy and intangible investment,"
Journal of Monetary Economics, Elsevier, vol. 134(C), pages 53-72.
- Robin Döttling & Mr. Lev Ratnovski, 2020. "Monetary Policy and Intangible Investment," IMF Working Papers 2020/160, International Monetary Fund.
- Döttling, Robin & Ratnovski, Lev, 2020. "Monetary policy and intangible investment," Working Paper Series 2444, European Central Bank.
- Priit Jeenas, 2023.
"Firm Balance Sheet Liquidity, Monetary Policy Shocks, and Investment Dynamics,"
Working Papers
1409, Barcelona School of Economics.
- Priit Jeenas, 2023. "Firm balance sheet liquidity, monetary policy shocks, and investment dynamics," Economics Working Papers 1872, Department of Economics and Business, Universitat Pompeu Fabra.
- Palazzo, Berardino & Yamarthy, Ram, 2022.
"Credit risk and the transmission of interest rate shocks,"
Journal of Monetary Economics, Elsevier, vol. 130(C), pages 120-136.
- Berardino Palazzo & Ram Yamarthy, 2020. "Credit Risk and the Transmission of Interest Rate Shocks," Working Papers 20-05, Office of Financial Research, US Department of the Treasury.
- Inessa BENCHORA & Aurélien LEROY & Louis RAFFESTIN, 2023. "Is Monetary Policy Transmission Green?," Bordeaux Economics Working Papers 2023-08, Bordeaux School of Economics (BSE).
- D’Amico, Stefania & King, Thomas B., 2023.
"What does anticipated monetary policy do?,"
Journal of Monetary Economics, Elsevier, vol. 138(C), pages 123-139.
- Stefania D'Amico & Thomas B. King, 2015. "What Does Anticipated Monetary Policy Do?," Working Paper Series WP-2015-10, Federal Reserve Bank of Chicago.
- Hansen, Stephen & McMahon, Michael & Tong, Matthew, 2019.
"The long-run information effect of central bank communication,"
Journal of Monetary Economics, Elsevier, vol. 108(C), pages 185-202.
- McMahon, Michael & , & Tong, Matthew, 2019. "The Long-Run Information Effect of Central Bank Communication," CEPR Discussion Papers 13438, C.E.P.R. Discussion Papers.
- Hansen, Stephen & McMahon, Michael & Tong, Matthew, 2019. "The long-run information effect of central bank communication," Bank of England working papers 777, Bank of England.
- Hansen, Stephen & McMahon, Michael & Tong, Matthew, 2020. "The long-run information effect of central bank communication," Working Paper Series 2363, European Central Bank.
- Pablo Ottonello & Wenting Song, 2022.
"Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification,"
Staff Working Papers
22-24, Bank of Canada.
- Pablo Ottonello & Wenting Song, 2022. "Financial Intermediaries and the Macroeconomy: Evidence from a High-Frequency Identification," NBER Working Papers 29638, National Bureau of Economic Research, Inc.
- Niko Hauzenberger & Michael Pfarrhofer, 2021.
"Bayesian State‐Space Modeling for Analyzing Heterogeneous Network Effects of US Monetary Policy,"
Scandinavian Journal of Economics, Wiley Blackwell, vol. 123(4), pages 1261-1291, October.
- Niko Hauzenberger & Michael Pfarrhofer, 2019. "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy," Papers 1911.06206, arXiv.org, revised Sep 2020.
- Pfarrhofer, Michael & Niko , Hauzenberger, 2019. "Bayesian state-space modeling for analyzing heterogeneous network effects of US monetary policy," Working Papers in Economics 2019-6, University of Salzburg.
- Bu, Chunya & Rogers, John & Wu, Wenbin, 2021.
"A unified measure of Fed monetary policy shocks,"
Journal of Monetary Economics, Elsevier, vol. 118(C), pages 331-349.
- Chunya Bu & John Rogers & Wenbin Wu, 2019. "A Unified Measure of Fed Monetary Policy Shocks," Finance and Economics Discussion Series 2019-043, Board of Governors of the Federal Reserve System (U.S.).
- Lakdawala, Aeimit & Schaffer, Matthew, 2019.
"Federal reserve private information and the stock market,"
Journal of Banking & Finance, Elsevier, vol. 106(C), pages 34-49.
- Lakdawala, Aeimit & Schaffer, Matthew, 2016. "Federal Reserve Private Information and the Stock Market," MPRA Paper 77608, University Library of Munich, Germany.
- Andrade, Philippe & Ferroni, Filippo, 2021.
"Delphic and odyssean monetary policy shocks: Evidence from the euro area,"
Journal of Monetary Economics, Elsevier, vol. 117(C), pages 816-832.
- Philippe Andrade & Filippo Ferroni, 2016. "Delphic and Odyssean monetary policy shocks: Evidence from the euro-area," School of Economics Discussion Papers 1216, School of Economics, University of Surrey.
- Filippo Ferroni, 2018. "Delphic and Odyssean monetary policy shocks: Evidence from the euro-area," 2018 Meeting Papers 60, Society for Economic Dynamics.
- Philippe Andrade & Filippo Ferroni, 2019. "Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area," Working Papers 19-17, Federal Reserve Bank of Boston.
- Philippe Andrade & Filippo Ferroni, 2018. "Delphic and Odyssean Monetary Policy Shocks: Evidence from the Euro Area," Working Paper Series WP-2018-12, Federal Reserve Bank of Chicago.
- Hayo, Bernd & Henseler, Kai & Steffen Rapp, Marc & Zahner, Johannes, 2022.
"Complexity of ECB communication and financial market trading,"
Journal of International Money and Finance, Elsevier, vol. 128(C).
- Bernd Hayo & Kai Henseler & Marc Steffen Rapp & Johannes Zahner, 2020. "Complexity of ECB Communication and Financial Market Trading," MAGKS Papers on Economics 201919, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Gareth Anderson & Ambrogio Cesa-Bianchi, 2020.
"Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity,"
Discussion Papers
2005, Centre for Macroeconomics (CFM).
- Cesa-Bianchi, Ambrogio & Anderson, Gareth, 2020. "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," CEPR Discussion Papers 14426, C.E.P.R. Discussion Papers.
- Anderson, Gareth & Cesa-Bianchi, Ambrogio, 2020. "Crossing the credit channel: credit spreads and firm heterogeneity," Bank of England working papers 854, Bank of England.
- Gareth Anderson & Ambrogio Cesa-Bianchi, 2020. "Crossing the Credit Channel: Credit Spreads and Firm Heterogeneity," IMF Working Papers 2020/267, International Monetary Fund.
- Ali Ozdagli, 2015. "The final countdown: the effect of monetary policy during \"Wait-for-It\" and reversal periods," Working Papers 15-15, Federal Reserve Bank of Boston.
- Gómez-Cram, Roberto & Grotteria, Marco, 2022. "Real-time price discovery via verbal communication: Method and application to Fedspeak," Journal of Financial Economics, Elsevier, vol. 143(3), pages 993-1025.
- Seung Kwak, 2022. "How Does Monetary Policy Affect Prices of Corporate Loans?," Finance and Economics Discussion Series 2022-008, Board of Governors of the Federal Reserve System (U.S.).
- Bats, Joost V. & Giuliodori, Massimo & Houben, Aerdt C.F.J., 2023.
"Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?,"
Journal of Financial Intermediation, Elsevier, vol. 53(C).
- Joost Bats & Massimo Giuliodori & Aerdt Houben, 2020. "Monetary policy effects in times of negative interest rates: What do bank stock prices tell us?," Working Papers 694, DNB.
- Pástor, Ľuboš & Stambaugh, Robert F. & Taylor, Lucian A., 2022.
"Dissecting green returns,"
Journal of Financial Economics, Elsevier, vol. 146(2), pages 403-424.
- Lubos Pastor & Robert F. Stambaugh & Lucian A. Taylor, 2021. "Dissecting Green Returns," NBER Working Papers 28940, National Bureau of Economic Research, Inc.
- Pástor, Luboš & Stambaugh, Robert F. & Taylor, Lucian, 2022. "Dissecting Green Returns," CEPR Discussion Papers 16260, C.E.P.R. Discussion Papers.
- Martijn Boermans, 2023. "Preferred habitat investors in the green bond market," Working Papers 773, DNB.
- Jung, Alexander & Uhlig, Harald, 2019. "Monetary policy shocks and the health of banks," Working Paper Series 2303, European Central Bank.
More about this item
NEP fields
This paper has been announced in the following NEP Reports:- NEP-BAN-2023-10-30 (Banking)
- NEP-CBA-2023-10-30 (Central Banking)
- NEP-ENE-2023-10-30 (Energy Economics)
- NEP-ENV-2023-10-30 (Environmental Economics)
- NEP-MON-2023-10-30 (Monetary Economics)
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:osf:osfxxx:kqdar. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: OSF (email available below). General contact details of provider: https://osf.io/preprints/ .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.