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Identifying the Interdependence between US Monetary Policy and the Stock Market

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Cited by:

  1. Lucia Alessi & Mark Kerssenfischer, 2019. "The response of asset prices to monetary policy shocks: Stronger than thought," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 34(5), pages 661-672, August.
  2. Juhro, Solikin M. & Iyke, Bernard Njindan & Narayan, Paresh Kumar, 2021. "Interdependence between monetary policy and asset prices in ASEAN-5 countries," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 75(C).
  3. Abdul Karim, Zulkefly & Zaidi, Mohd Azlan Shah & Karim, Bakri, 2011. "Does Firm-Level Equity Return Respond to Domestic and International Monetary Policy Shocks? A Panel Data Study of Malaysia," Jurnal Ekonomi Malaysia, Faculty of Economics and Business, Universiti Kebangsaan Malaysia, vol. 45, pages 21-31.
  4. Abbate, Angela & Eickmeier, Sandra & Prieto, Esteban, 2016. "Financial shocks and inflation dynamics," Discussion Papers 41/2016, Deutsche Bundesbank.
  5. Đorđe Đukić & Mališa Đukić, 2009. "The Global Financial Crisis and the Behaviour of Short-Term Interest Rates International and Serbian Aspects," Panoeconomicus, Savez ekonomista Vojvodine, Novi Sad, Serbia, vol. 56(4), pages 491-506, December.
  6. Camilleri, Silvio John & Scicluna, Nicolanne & Bai, Ye, 2019. "Do stock markets lead or lag macroeconomic variables? Evidence from select European countries," The North American Journal of Economics and Finance, Elsevier, vol. 48(C), pages 170-186.
  7. Lütkepohl, Helmut & Netšunajev, Aleksei, 2017. "Structural vector autoregressions with heteroskedasticity: A review of different volatility models," Econometrics and Statistics, Elsevier, vol. 1(C), pages 2-18.
  8. Aliyu, Shehu Usman Rano, 2020. "What have we learnt from modelling stock returns in Nigeria: Higgledy-piggledy?," MPRA Paper 110382, University Library of Munich, Germany, revised 06 Jun 2021.
  9. repec:zbw:bofitp:2011_017 is not listed on IDEAS
  10. Motegi, Kaiji & Iitsuka, Yoshitaka, 2023. "Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach," The North American Journal of Economics and Finance, Elsevier, vol. 64(C).
  11. Eksi, Ozan & Tas, Bedri Kamil Onur, 2017. "Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 136-147.
  12. Siklos, Pierre L., 2008. "The Fed's reaction to the stock market during the great depression: Fact or artefact?," Explorations in Economic History, Elsevier, vol. 45(2), pages 164-184, April.
  13. Michael Weber & Ali Ozdagli, 2016. "Monetary Policy Through Production Networks: Evidence from the Stock Market," 2016 Meeting Papers 148, Society for Economic Dynamics.
  14. Hilde C. Bjørnland & Dag Henning Jacobsen, 2013. "House Prices and Stock Prices: Different Roles in the US Monetary Transmission Mechanism," Scandinavian Journal of Economics, Wiley Blackwell, vol. 115(4), pages 1084-1106, October.
  15. Bohl, Martin T. & Siklos, Pierre L. & Werner, Thomas, 2007. "Do central banks react to the stock market? The case of the Bundesbank," Journal of Banking & Finance, Elsevier, vol. 31(3), pages 719-733, March.
  16. Funke, Michael & Paetz, Michael & Pytlarczyk, Ernest, 2011. "Stock market wealth effects in an estimated DSGE model for Hong Kong," Economic Modelling, Elsevier, vol. 28(1-2), pages 316-334, January.
  17. Kyungbo Park & Hangook Kim & Jeonghwa Cha, 2023. "An Exploratory Study on the Development of a Crisis Index: Focusing on South Korea’s Petroleum Industry," Energies, MDPI, vol. 16(14), pages 1-24, July.
  18. Sensoy, Ahmet & Tabak, Benjamin M., 2016. "Dynamic efficiency of stock markets and exchange rates," International Review of Financial Analysis, Elsevier, vol. 47(C), pages 353-371.
  19. Rukmani Gounder, 2022. "Tourism-led and economic-driven nexus in Mauritius: Spillovers and inclusive development policies in the case of an African nation," Tourism Economics, , vol. 28(4), pages 1040-1058, June.
  20. Azad, Nahiyan Faisal & Serletis, Apostolos, 2022. "Spillovers of U.S. monetary policy uncertainty on inflation targeting emerging economies," Emerging Markets Review, Elsevier, vol. 51(PA).
  21. Fady Barsoum, 2013. "The Effects of Monetary Policy Shocks on a Panel of Stock Market Volatilities: A Factor-Augmented Bayesian VAR Approach," Working Paper Series of the Department of Economics, University of Konstanz 2013-15, Department of Economics, University of Konstanz.
  22. Helmut Lütkepohl & Aleksei Netšunajev, 2015. "Structural Vector Autoregressions with Heteroskedasticity - A Comparison of Different Volatility Models," CESifo Working Paper Series 5308, CESifo.
  23. Britta Förster & Bernd Hayo, 2018. "Monetary and Fiscal Policy in Times of Crisis: A New Keynesian Perspective in Continuous Time," Manchester School, University of Manchester, vol. 86(1), pages 21-48, January.
  24. Betül Çal, 2015. "Reconciliation of Expectancy-Valence and Expectation-Disconfirmation Paradigms in Investment Decisions: Case of Turkish Equity Investors," International Journal of Business and Social Research, MIR Center for Socio-Economic Research, vol. 5(1), pages 15-32, January.
  25. Nikolaos Antonakakis & Rangan Gupta & Aviral K. Tiwari, 2016. "Time-Varying Correlations between Inflation and Stock Prices in the United States over the Last Two Centuries," Working Papers 201605, University of Pretoria, Department of Economics.
  26. Lasse Bork, 2009. "Estimating US Monetary Policy Shocks Using a Factor-Augmented Vector Autoregression: An EM Algorithm Approach," CREATES Research Papers 2009-11, Department of Economics and Business Economics, Aarhus University.
  27. Stavros Degiannakis, George Filis, and Renatas Kizys, 2014. "The Effects of Oil Price Shocks on Stock Market Volatility: Evidence from European Data," The Energy Journal, International Association for Energy Economics, vol. 0(Number 1).
  28. Vasilios Plakandaras & Rangan Gupta & Constantinos Katrakilidis & Mark E. Wohar, 2020. "Time-varying role of macroeconomic shocks on house prices in the US and UK: evidence from over 150 years of data," Empirical Economics, Springer, vol. 58(5), pages 2249-2285, May.
  29. Nkwoma John Inekwe, 2016. "Financial uncertainty, risk aversion and monetary policy," Empirical Economics, Springer, vol. 51(3), pages 939-961, November.
  30. Nahiyan Azad & Apostolos Serletis, 2022. "Market Shocks in the G7 Countries," Open Economies Review, Springer, vol. 33(1), pages 33-60, February.
  31. Jamal Bouoiyour & Refk Selmi, 2017. "Are Trump and Bitcoin Good Partners?," Papers 1703.00308, arXiv.org.
  32. Victor Song & Libo Xu, 2023. "Do Monetary Policy Shocks Have Asymmetric Effects on Stock Market?," Open Economies Review, Springer, vol. 34(5), pages 1063-1078, November.
  33. Milani, Fabio, 2017. "Learning about the interdependence between the macroeconomy and the stock market," International Review of Economics & Finance, Elsevier, vol. 49(C), pages 223-242.
  34. Mala Raghavan & Mardi Dungey, 2015. "Should ASEAN-5 monetary policy-makers act pre-emptively against stock market bubbles?," Applied Economics, Taylor & Francis Journals, vol. 47(11), pages 1086-1105, March.
  35. Blommestein, Hans & Eijffinger, Sylvester & Qian, Zongxin, 2016. "Regime-dependent determinants of Euro area sovereign CDS spreads," Journal of Financial Stability, Elsevier, vol. 22(C), pages 10-21.
  36. Jelena Zivanovic, 2019. "What Does Structural Analysis of the External Finance Premium Say About Financial Frictions?," Staff Working Papers 19-38, Bank of Canada.
  37. Eickmeier, Sandra & Hofmann, Boris, 2013. "Monetary Policy, Housing Booms, And Financial (Im)Balances," Macroeconomic Dynamics, Cambridge University Press, vol. 17(4), pages 830-860, June.
  38. Pierre Guérin & Danilo Leiva-Leon, 2017. "Monetary policy, stock market and sectoral comovement," Working Papers 1731, Banco de España.
  39. Keweloh, Sascha A. & Hetzenecker, Stephan & Seepe, Andre, 2023. "Monetary policy and information shocks in a block-recursive SVAR," Journal of International Money and Finance, Elsevier, vol. 137(C).
  40. Reinhold Heinlein & Gabriele M. Lepori, 2022. "Do financial markets respond to macroeconomic surprises? Evidence from the UK," Empirical Economics, Springer, vol. 62(5), pages 2329-2371, May.
  41. Zhang, Yanbing & Hua, Xiuping & Zhao, Liang, 2012. "Exploring determinants of housing prices: A case study of Chinese experience in 1999–2010," Economic Modelling, Elsevier, vol. 29(6), pages 2349-2361.
  42. repec:rim:rimwps:33-07 is not listed on IDEAS
  43. Kun Guo & Wei-Xing Zhou & Si-Wei Cheng & Didier Sornette, 2011. "The US Stock Market Leads the Federal Funds Rate and Treasury Bond Yields," PLOS ONE, Public Library of Science, vol. 6(8), pages 1-9, August.
  44. Chatziantoniou, Ioannis & Filis, George & Floros, Christos, 2017. "Asset prices regime-switching and the role of inflation targeting monetary policy," Global Finance Journal, Elsevier, vol. 32(C), pages 97-112.
  45. Castelnuovo, Efrem & Nisticò, Salvatore, 2010. "Stock market conditions and monetary policy in a DSGE model for the U.S," Journal of Economic Dynamics and Control, Elsevier, vol. 34(9), pages 1700-1731, September.
  46. Breitenlechner, Max & Georgiadis, Georgios & Schumann, Ben, 2022. "What goes around comes around: How large are spillbacks from US monetary policy?," Journal of Monetary Economics, Elsevier, vol. 131(C), pages 45-60.
  47. Hau, Harald & Lai, Sandy, 2016. "Asset allocation and monetary policy: Evidence from the eurozone," Journal of Financial Economics, Elsevier, vol. 120(2), pages 309-329.
  48. Jose A. Zabala & Maria A. Prats, 2020. "The unconventional monetary policy of the European Central Bank: Effectiveness and transmission analysis," The World Economy, Wiley Blackwell, vol. 43(3), pages 794-809, March.
  49. Emma M. Iglesias & Andre Yone Haughton, 2013. "Interaction between monetary policy and stock prices: a comparison between the Caribbean and the US," Applied Financial Economics, Taylor & Francis Journals, vol. 23(6), pages 515-534, March.
  50. Zulkefly Abdul Karim & Mohd Azlan Shah Zaidi, 2015. "Monetary Policy, Firm Size and Equity Returns in An Emerging Market: Panel Evidence of Malaysia," Asian Academy of Management Journal of Accounting and Finance (AAMJAF), Penerbit Universiti Sains Malaysia, vol. 11(2), pages 29-55.
  51. Uhrin, Gábor B. & Herwartz, Helmut, 2016. "Monetary policy shocks, set-identifying restrictions, and asset prices: A benchmarking approach for analyzing set-identified models," University of Göttingen Working Papers in Economics 295, University of Goettingen, Department of Economics.
  52. repec:hal:spmain:info:hdl:2441/74362fq3f99s299n07e84dlcib is not listed on IDEAS
  53. Gong, Pu & Dai, Jun, 2017. "Monetary policy, exchange rate fluctuation, and herding behavior in the stock market," Journal of Business Research, Elsevier, vol. 76(C), pages 34-43.
  54. Anna Cieslak & Annette Vissing-Jorgensen, 2021. "The Economics of the Fed Put," The Review of Financial Studies, Society for Financial Studies, vol. 34(9), pages 4045-4089.
  55. Zhang, Yanbing & Hua, Xiuping & Zhao, Liang, 2011. "Monetary policy and housing prices : a case study of Chinese experience in 1999-2010," BOFIT Discussion Papers 17/2011, Bank of Finland, Institute for Economies in Transition.
  56. Kakhkharov, Jakhongir & Bianchi, Robert J., 2022. "COVID-19 and policy responses: Early evidence in banks and FinTech stocks," Pacific-Basin Finance Journal, Elsevier, vol. 74(C).
  57. Anastasios Evgenidis & Anastasios G. Malliaris, 2020. "To Lean Or Not To Lean Against An Asset Price Bubble? Empirical Evidence," Economic Inquiry, Western Economic Association International, vol. 58(4), pages 1958-1976, October.
  58. Reinhold Heinlein & Scott M. R. Mahadeo, 2023. "Oil and US stock market shocks: Implications for Canadian equities," Canadian Journal of Economics/Revue canadienne d'économique, John Wiley & Sons, vol. 56(1), pages 247-287, February.
  59. Ivan Hajdukovic, 2022. "Transmission mechanisms of conventional and unconventional monetary policies in open economies," International Economics and Economic Policy, Springer, vol. 19(3), pages 491-536, July.
  60. Schmeling, Maik & Wagner, Christian, 2019. "Does Central Bank Tone Move Asset Prices?," CEPR Discussion Papers 13490, C.E.P.R. Discussion Papers.
  61. Chun-Chieh Huang, 2015. "Evaluation in Dynamic Process Spillover Effect: Eleven Major Exchange Rate Markets," Asian Economic and Financial Review, Asian Economic and Social Society, vol. 5(7), pages 941-946, July.
  62. Òscar Jordà & Moritz Schularick & Alan M. Taylor & Felix Ward, 2019. "Global Financial Cycles and Risk Premiums," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, vol. 67(1), pages 109-150, March.
  63. Khandokar Istiak, 2023. "Psychological factors of Canadian and Mexican tourists and the US tourism sector," Tourism Economics, , vol. 29(5), pages 1328-1354, August.
  64. Marek Rusnak & Tomas Havranek & Roman Horvath, 2013. "How to Solve the Price Puzzle? A Meta‐Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 45(1), pages 37-70, February.
  65. Lee, Dong Jin & Son, Jong Chil, 2013. "Nonlinearity and structural breaks in monetary policy rules with stock prices," Economic Modelling, Elsevier, vol. 31(C), pages 1-11.
  66. J. David Lopez-Salido & Francisco Vazquez-Grande & Pierlauro Lopez, 2015. "Macro-Finance Separation by Force of Habit," 2015 Meeting Papers 980, Society for Economic Dynamics.
  67. Knut Are Aastveit & Francesco Furlanetto & Francesca Loria, 2023. "Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis," The Review of Economics and Statistics, MIT Press, vol. 105(5), pages 1314-1324, September.
  68. Benjamin Beckers & Kerstin Bernoth, 2016. "Monetary Policy and Mispricing in Stock Markets," Discussion Papers of DIW Berlin 1605, DIW Berlin, German Institute for Economic Research.
  69. Shuyun May Li & Roshan Perera & Kalvinder Shields, 2013. "Misspecification, Identification or Measurement? Another Look at the Price Puzzle," Department of Economics - Working Papers Series 1169, The University of Melbourne.
  70. Kurov, Alexander & Olson, Eric & Zaynutdinova, Gulnara R., 2022. "When does the fed care about stock prices?," Journal of Banking & Finance, Elsevier, vol. 142(C).
  71. Dr. Christian Grisse, 2020. "The effect of monetary policy on the Swiss franc: an SVAR approach," Working Papers 2020-02, Swiss National Bank.
  72. Rossanto Dwi HANDOYO & Mansor JUSOH & Mohd. Azlan SHAH ZAIDI, 2015. "Impact of Monetary Policy and Fiscal Policy on Indonesian Stock Market," Expert Journal of Economics, Sprint Investify, vol. 3(2), pages 113-126.
  73. Riccardo Bonis & Marco Marinucci, 2023. "A Short Note on Interest Rates and Household Wealth," Italian Economic Journal: A Continuation of Rivista Italiana degli Economisti and Giornale degli Economisti, Springer;Società Italiana degli Economisti (Italian Economic Association), vol. 9(2), pages 617-635, July.
  74. Pacicco, Fausto & Vena, Luigi & Venegoni, Andrea, 2019. "Market reactions to ECB policy innovations: A cross-country analysis," Journal of International Money and Finance, Elsevier, vol. 91(C), pages 126-137.
  75. Christou, Christina & Cunado, Juncal & Gupta, Rangan & Hassapis, Christis, 2017. "Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model," Journal of Multinational Financial Management, Elsevier, vol. 40(C), pages 92-102.
  76. Zhang, Yanbing & Hua, Xiuping & Zhao, Liang, 2011. "Monetary policy and housing prices: a case study of Chinese experience in 1999-2010," BOFIT Discussion Papers 17/2011, Bank of Finland Institute for Emerging Economies (BOFIT).
  77. Hilde C. Bjørnland, 2009. "Oil Price Shocks And Stock Market Booms In An Oil Exporting Country," Scottish Journal of Political Economy, Scottish Economic Society, vol. 56(2), pages 232-254, May.
  78. Browne, Frank & Kelly, Robert, 2010. "Central Bank Credibility and Income Velocity in a Monetary Union," Quarterly Bulletin Articles, Central Bank of Ireland, pages 77-92, October.
  79. Ali Ozdagli, 2014. "Financial Frictions and Reaction of Stock Prices to Monetary Policy Shocks," 2014 Meeting Papers 1360, Society for Economic Dynamics.
  80. Hilde C. Bjørnland, 2005. "Monetary policy and the illusionary exchange rate puzzle," Working Paper 2005/11, Norges Bank.
  81. Helmut Lütkepohl & Anton Velinov, 2016. "Structural Vector Autoregressions: Checking Identifying Long-Run Restrictions Via Heteroskedasticity," Journal of Economic Surveys, Wiley Blackwell, vol. 30(2), pages 377-392, April.
  82. Dominik Bertsche & Robin Braun, 2022. "Identification of Structural Vector Autoregressions by Stochastic Volatility," Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(1), pages 328-341, January.
  83. Guo, Feng & Hu, Jinyan & Jiang, Mingming, 2013. "Monetary shocks and asymmetric effects in an emerging stock market: The case of China," Economic Modelling, Elsevier, vol. 32(C), pages 532-538.
  84. Kashif Zaheer Malik & Syed Zahid Ali, 2020. "Is the empirical relationship between hours and productivity effected by corporate profits?," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 44(1), pages 99-119, January.
  85. Ansari, Md Gyasuddin & Sensarma, Rudra, 2019. "US monetary policy, oil and gold prices: Which has a greater impact on BRICS stock markets?," Economic Analysis and Policy, Elsevier, vol. 64(C), pages 130-151.
  86. Antonakakis, Nikolaos & Dragouni, Mina & Filis, George, 2015. "How strong is the linkage between tourism and economic growth in Europe?," Economic Modelling, Elsevier, vol. 44(C), pages 142-155.
  87. Sakshi Saini & Sanjay Sehgal & Florent Deisting, 2020. "Monetary Policy, Risk Aversion and Uncertainty in an International Context," Multinational Finance Journal, Multinational Finance Journal, vol. 24(3-4), pages 211-266, September.
  88. Bernd Hayo & Britta Niehof, 2014. "Analysis of Monetary Policy Responses After Financial Market Crises in a Continuous Time New Keynesian Model," MAGKS Papers on Economics 201421, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
  89. Istiak, Khandokar & Serletis, Apostolos, 2020. "Risk, uncertainty, and leverage," Economic Modelling, Elsevier, vol. 91(C), pages 257-273.
  90. Lütkepohl, Helmut & Netšunajev, Aleksei, 2017. "Structural vector autoregressions with smooth transition in variances," Journal of Economic Dynamics and Control, Elsevier, vol. 84(C), pages 43-57.
  91. Abouwafia, Hashem E. & Chambers, Marcus J., 2015. "Monetary policy, exchange rates and stock prices in the Middle East region," International Review of Financial Analysis, Elsevier, vol. 37(C), pages 14-28.
  92. Caporin, Massimiliano & Pelizzon, Loriana & Plazzi, Alberto, 2020. "Does monetary policy impact international market co-movements?," SAFE Working Paper Series 276, Leibniz Institute for Financial Research SAFE.
  93. Ali Ozdagli & Yifan Yu, 2012. "Monetary shocks and stock returns: identification through the impossible trinity," Working Papers 12-18, Federal Reserve Bank of Boston.
  94. Karol Partyka, 2016. "Zróżnicowane reakcje w ramach polityki pieniężnej na wydarzenia giełdowe w modelu losowych współczynników," Collegium of Economic Analysis Annals, Warsaw School of Economics, Collegium of Economic Analysis, issue 41, pages 95-108.
  95. Halvorsen, Jørn I. & Jacobsen, Dag Henning, 2016. "The bank-lending channel empirically revisited," Journal of Financial Stability, Elsevier, vol. 27(C), pages 95-105.
  96. Beckers, Benjamin & Bernoth, Kerstin, 2016. "Monetary Policy and Asset Mispricing," VfS Annual Conference 2016 (Augsburg): Demographic Change 145684, Verein für Socialpolitik / German Economic Association.
  97. Betül Çal, 2015. "Reconciliation of Expectancy-Valence and Expectation-Disconfirmation Paradigms in Investment Decisions: Case of Turkish Equity Investors," International Journal of Business and Social Research, LAR Center Press, vol. 5(1), pages 15-32, January.
  98. Leonardo Gambacorta & Boris Hofmann & Gert Peersman, 2014. "The Effectiveness of Unconventional Monetary Policy at the Zero Lower Bound: A Cross‐Country Analysis," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(4), pages 615-642, June.
  99. Palmén, Olli, 2020. "Sovereign default risk and credit supply: Evidence from the euro area," Journal of International Money and Finance, Elsevier, vol. 109(C).
  100. Helmut Lütkepohl & Aleksei Netšunajev, 2018. "The Relation between Monetary Policy and the Stock Market in Europe," Econometrics, MDPI, vol. 6(3), pages 1-14, August.
  101. Christophe Blot & Paul Hubert & Fabien Labondance, 2020. "The asymmetric effects of monetary policy on stock price bubbles," SciencePo Working papers Main hal-03403075, HAL.
  102. Boysen-Hogrefe, Jens & Gern, Klaus-Jürgen & Groll, Dominik & Jannsen, Nils & Kooths, Stefan & Plödt, Martin & Schwarzmüller, Tim & van Roye, Björn & Scheide, Joachim, 2014. "Finanz- und Wirtschaftspolitik bei einer anhaltenden monetären Expansion," Kieler Beiträge zur Wirtschaftspolitik 5, Kiel Institute for the World Economy (IfW Kiel).
  103. Mandler, Martin, 2009. "In search of robust monetary policy rules - Should the Fed look at money growth or stock market performance?," Journal of Macroeconomics, Elsevier, vol. 31(2), pages 345-361, June.
  104. Blampied, Nicolás & Mahadeo, Scott Mark Romeo, 2023. "Uncertainties under monetary tightening and easing shocks and different market states," Finance Research Letters, Elsevier, vol. 55(PA).
  105. Helmut Lütkepohl & Aleksei Netsunajev, 2014. "Structural Vector Autoregressions with Smooth Transition in Variances - The Interaction Between U.S. Monetary Policy and the Stock Market," SFB 649 Discussion Papers SFB649DP2014-031, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  106. Bouakez, Hafedh & Essid, Badye & Normandin, Michel, 2013. "Stock returns and monetary policy: Are there any ties?," Journal of Macroeconomics, Elsevier, vol. 36(C), pages 33-50.
  107. Dohyun CHUN & Hoon CHO & Doojin RYU, 2018. "Macroeconomic Structural Changes in a Leading Emerging Market: The Effects of the Asian Financial Crisis," Journal for Economic Forecasting, Institute for Economic Forecasting, vol. 0(2), pages 22-42, December.
  108. Francesco Furlanetto, 2011. "Does Monetary Policy React to Asset Prices? Some International Evidence," International Journal of Central Banking, International Journal of Central Banking, vol. 7(3), pages 91-111, September.
  109. Suhaibu, Iddrisu & Harvey, Simon K. & Amidu, Mohammed, 2017. "The impact of monetary policy on stock market performance: Evidence from twelve (12) African countries," Research in International Business and Finance, Elsevier, vol. 42(C), pages 1372-1382.
  110. Khandokar Istiak & Apostolos Serletis, 2017. "Monetary policy and leverage shocks," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 22(2), pages 115-128, April.
  111. Jae Young Jang & Erdal Atukeren, 2019. "Sustainable Local Currency Debt: An Analysis of Foreigners’ Korea Treasury Bonds Investments Using a LA-VARX Model," Sustainability, MDPI, vol. 11(13), pages 1-23, June.
  112. Efrem Castelnuovo, 2016. "Monetary policy shocks and Cholesky VARs: an assessment for the Euro area," Empirical Economics, Springer, vol. 50(2), pages 383-414, March.
  113. Goodness C. Aye & Mehmet Balcilar & Rangan Gupta & Charl Jooste & Stephen M. Miller & Zeynel Abidin Ozdemir, 2012. "Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience," Working Papers 1211, University of Nevada, Las Vegas , Department of Economics.
  114. Castelnuovo, Efrem, 2013. "Monetary policy shocks and financial conditions: A Monte Carlo experiment," Journal of International Money and Finance, Elsevier, vol. 32(C), pages 282-303.
  115. Hilde C. Bjørnland, 2008. "Monetary Policy and Exchange Rate Interactions in a Small Open Economy," Scandinavian Journal of Economics, Wiley Blackwell, vol. 110(1), pages 197-221, March.
  116. Muhammad Ali Nasir & Alaa M. Soliman, 2014. "Aspects of Macroeconomic Policy Combinations and Their Effects on Financial Markets," Economic Issues Journal Articles, Economic Issues, vol. 19(1), pages 95-118, March.
  117. Nkwoma, Inekwe John, 2017. "Futures-Based Measures Of Monetary Policy And Jump Risk," Macroeconomic Dynamics, Cambridge University Press, vol. 21(2), pages 384-405, March.
  118. Kim, Myeong Hyeon & Kim, Young Min & Yang, Kisung, 2022. "Understanding BOXPI — Industry portfolio perspectives," Journal of Asian Economics, Elsevier, vol. 81(C).
  119. Hiroyuki Taguchi & Namjil Enkhbaatar, 2019. "Stock Market and Macroeconomic Policies in Mongolia," Bulletin of Applied Economics, Risk Market Journals, vol. 6(1), pages 21-39.
  120. Mina Dragouni & George Filis & Nikolaos Antonakakis, 2013. "Time-Varying Interdependencies of Tourism and Economic Growth: Evidence from European Countries," FIW Working Paper series 128, FIW.
  121. Mazhar Hallak Kantakji, 2019. "The Impact of Macroeconomic Factors on US Islamic and Conventional Equity تأثير العوامل الاقتصادية الكلية على الأسهم الإسلامية والتقليدية الأمريكية," Journal of King Abdulaziz University: Islamic Economics, King Abdulaziz University, Islamic Economics Institute., vol. 32(2), pages 43-58, January.
  122. Gerti Shijaku, 2015. "The Macroeconomic Pass-through Effects of Monetary Policy through Sign Restrictions Approach: In the Case of Albania," IHEID Working Papers 11-2015, Economics Section, The Graduate Institute of International Studies.
  123. George Filis & Ioannis Chatziantoniou, 2014. "Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries," Review of Quantitative Finance and Accounting, Springer, vol. 42(4), pages 709-729, May.
  124. Aliyu, Shehu Usman Rano, 2011. "Reactions of stock market to monetary policy shocks during the global financial crisis: the Nigerian case," MPRA Paper 35581, University Library of Munich, Germany, revised 28 Dec 2011.
  125. Bjørnland, Hilde C., 2009. "Monetary policy and exchange rate overshooting: Dornbusch was right after all," Journal of International Economics, Elsevier, vol. 79(1), pages 64-77, September.
  126. Rangan GUPTA & Roula INGLESI-LOTZ, 2012. "Macro Shocks and Real US Stock Prices with Special Focus on the “Great Recession”," Applied Econometrics and International Development, Euro-American Association of Economic Development, vol. 12(2).
  127. Grilli, Ruggero & Giri, Federico & Gallegati, Mauro, 2020. "Collateral rehypothecation, safe asset scarcity, and unconventional monetary policy," Economic Modelling, Elsevier, vol. 91(C), pages 633-645.
  128. Gabriel Chodorow-Reich & Plamen T. Nenov & Alp Simsek, 2021. "Stock Market Wealth and the Real Economy: A Local Labor Market Approach," American Economic Review, American Economic Association, vol. 111(5), pages 1613-1657, May.
  129. Challe, Edouard & Giannitsarou, Chryssi, 2014. "Stock prices and monetary policy shocks: A general equilibrium approach," Journal of Economic Dynamics and Control, Elsevier, vol. 40(C), pages 46-66.
  130. Andrew Harvey & Rutger-Jan Lange, 2015. "Modeling the Interactions between Volatility and Returns," Cambridge Working Papers in Economics 1518, Faculty of Economics, University of Cambridge.
  131. Herwartz, Helmut & Rohloff, Hannes, 2018. "Less bang for the buck? Assessing the role of inflation uncertainty for U.S. monetary policy transmission in a data rich environment," University of Göttingen Working Papers in Economics 358, University of Goettingen, Department of Economics.
  132. Ecenur Ugurlu‐Yildirim & Baris Kocaarslan & Beyza M. Ordu‐Akkaya, 2021. "Monetary policy uncertainty, investor sentiment, and US stock market performance: New evidence from nonlinear cointegration analysis," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1724-1738, April.
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