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Show me the money: The monetary policy risk premium

Citations

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Cited by:

  1. Lei Lin & Jing Tan & Wenzhen Liu, 2022. "Does monetary policy uncertainty command a risk premium in the Chinese stock market?," International Review of Finance, International Review of Finance Ltd., vol. 22(3), pages 433-452, September.
  2. Andreas Neuhierl & Michael Weber & Michael Weber, 2017. "Monetary Momentum," CESifo Working Paper Series 6648, CESifo.
  3. Andreas Neuhierl & Michael Weber & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," CESifo Working Paper Series 6199, CESifo.
  4. Simona Malovana & Josef Bajzik & Dominika Ehrenbergerova & Jan Janku, 2020. "A Prolonged Period of Low Interest Rates: Unintended Consequences," Research and Policy Notes 2020/02, Czech National Bank, Research and Statistics Department.
  5. Bauer, Michael D. & Offner, Eric A. & Rudebusch, Glenn D., 2025. "Green stocks and monetary policy shocks: Evidence from Europe," European Economic Review, Elsevier, vol. 177(C).
  6. Wei Chen & Paul Hribar & Sam Melessa, 2023. "Standard Error Biases When Using Generated Regressors in Accounting Research," Journal of Accounting Research, John Wiley & Sons, Ltd., vol. 61(2), pages 531-569, May.
  7. Ahrens, Maximilian & Erdemlioglu, Deniz & McMahon, Michael & Neely, Christopher J. & Yang, Xiye, 2025. "Mind your language: Market responses to central bank speeches," Journal of Econometrics, Elsevier, vol. 249(PC).
  8. Yunpeng Su & Jia Li & Baochen Yang & Yunbi An, 2024. "The Impacts of Policy Uncertainty on Asset Prices: Evidence from China’s Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 31(4), pages 1087-1133, December.
  9. Pintor, Gabor, 2016. "The macroeconomic shock with the highest price of risk," LSE Research Online Documents on Economics 86225, London School of Economics and Political Science, LSE Library.
  10. Darmouni, Olivier & Geisecke, Oliver & Rodnyanky, Alexander, 2019. "The Bond Lending Channel of Monetary Policy," MPRA Paper 95141, University Library of Munich, Germany.
  11. Jing-Zhi Huang & Xin Li & Mehmet Sağlam & Tong Yu, 2026. "Rainy Day Liquidity," Management Science, INFORMS, vol. 72(3), pages 2634-2655, March.
  12. Julian Di Giovanni & Galina Hale, 2022. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Journal of Finance, American Finance Association, vol. 77(6), pages 3373-3421, December.
  13. Carsten M. Stann & Theocharis N. Grigoriadis, 2020. "Monetary Policy Transmission to Russia and Eastern Europe," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(2), pages 303-353, June.
  14. Licheng Zhang, 2025. "Monetary policy and equity returns: The role of investor risk aversion," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 30(3), pages 2867-2882, July.
  15. Michael Dambra & Mihail Velikov & Joseph Weber, 2024. "Disclosure, Materiality Thresholds, and the Cost of Capital: Evidence from Federal Open Market Committee Announcements," Management Science, INFORMS, vol. 70(12), pages 8322-8343, December.
  16. Michael Smolyansky & Gustavo A. Suarez, 2021. "Non-monetary news in Fed announcements: Evidence from the corporate bond market," Finance and Economics Discussion Series 2021-010r1, Board of Governors of the Federal Reserve System (U.S.), revised 31 Jan 2025.
  17. Lin, Jianhao & Fan, Jiacheng & Zhang, Yifan, 2025. "Information Dissemination and the Monetary Policy Uncertainty Premium: Evidence from China," Journal of Banking & Finance, Elsevier, vol. 171(C).
  18. Daniel Bradley & David Andrew Finer & Matthew Gustafson & Jared Williams, 2024. "When Bankers Go to Hail: Insights into Fed–Bank Interactions from Taxi Data," Management Science, INFORMS, vol. 70(8), pages 4995-5015, August.
  19. Sharif, Taimur & Bouteska, Ahmed & Zoynul Abedin, Mohammad & Cotturone, Saulo, 2025. "An enquiry into the monetary policy and stock market shocks in the US," International Review of Economics & Finance, Elsevier, vol. 98(C).
  20. Pinter, Gabor, 2018. "Macroeconomic shocks and risk premia," LSE Research Online Documents on Economics 90370, London School of Economics and Political Science, LSE Library.
  21. Ai, Hengjie & Han, Leyla Jianyu & Pan, Xuhui Nick & Xu, Lai, 2022. "The cross section of the monetary policy announcement premium," Journal of Financial Economics, Elsevier, vol. 143(1), pages 247-276.
  22. Rodnyansky, A. & Timmer, Y. & Yago, N., 2023. "Intervening against the Fed," Cambridge Working Papers in Economics 2357, Faculty of Economics, University of Cambridge.
  23. Benchora, Inessa & Leroy, Aurélien & Raffestin, Louis, 2025. "Is monetary policy transmission green?," Economic Modelling, Elsevier, vol. 144(C).
  24. Jang, Bosung & So, Inhwan, 2024. "Stock returns and monetary policy stance," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 851-869.
  25. Andreas Neuhierl & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," NBER Working Papers 22831, National Bureau of Economic Research, Inc.
  26. Ricardo Nunes & Ali Ozdagli & Jenny Tang, 2022. "Interest Rate Surprises: A Tale of Two Shocks," Working Papers 2213, Federal Reserve Bank of Dallas.
  27. Simona Malovaná & Josef Bajzík & Dominika Ehrenbergerová & Jan Janků, 2023. "A prolonged period of low interest rates in Europe: Unintended consequences," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 526-572, April.
  28. Wang, Hailong & Hu, Duni, 2024. "Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
  29. Lin Peng & Linyi Zhang, 2025. "Unleashing the Crowd: The Effect of Social Networks in Crowdfunding Markets," Management Science, INFORMS, vol. 71(6), pages 4942-4976, June.
  30. Lin, Lei & Tan, Jing, 2025. "Monetary policy uncertainty and ambiguity premium from news," Research in International Business and Finance, Elsevier, vol. 80(C).
  31. Patozi, A., 2023. "Green Transmission: Monetary Policy in the Age of ESG," Cambridge Working Papers in Economics 2311, Faculty of Economics, University of Cambridge.
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