Impact of monetary policy on US stock market
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References listed on IDEAS
- Pearce, Douglas K & Roley, V Vance, 1985. "Stock Prices and Economic News," The Journal of Business, University of Chicago Press, vol. 58(1), pages 49-67, January.
- Kraft, John & Kraft, Arthur, 1977. "Determinants of Common Stock Prices: A Time Series Analysis," Journal of Finance, American Finance Association, vol. 32(2), pages 417-425, May.
- Hancock, D. G., 1989. "Fiscal policy, monetary policy and the efficiency of the stock market," Economics Letters, Elsevier, vol. 31(1), pages 65-69.
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More about this item
KeywordsMoney supply; stock market; correlation; Dickey-Fuller test; Granger causality;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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