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Citations for "Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements"

by Gurkaynak, Refet S & Sack, Brian & Swanson, Eric T

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  1. Cole, Stephen, 2015. "Learning and the effectiveness of central bank forward guidance," MPRA Paper 65207, University Library of Munich, Germany.
  2. Dick van Dijk & Robin L. Lumsdaine & Michel van der Wel, 2014. "Market Set-Up in Advance of Federal Reserve Policy Decisions," NBER Working Papers 19814, National Bureau of Economic Research, Inc.
  3. Paul Hubert, 2015. "ECB Projections as a Tool for Understanding Policy Decisions," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 34(7), pages 574-587, November.
  4. Glick, Reuven & Leduc, Sylvain, 2015. "Unconventional monetary policy and the dollar: conventional signs, unconventional magnitudes," Working Paper Series 2015-18, Federal Reserve Bank of San Francisco.
  5. Paul Hubert, 2014. "Disentangling qualitative and quantitative central bank influence," Working Papers hal-01098464, HAL.
  6. Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2006. "Monetary policy in the media," Working Paper Series 0679, European Central Bank.
  7. Refet S. Gürkaynak, 2005. "Using federal funds futures contracts for monetary policy analysis," Finance and Economics Discussion Series 2005-29, Board of Governors of the Federal Reserve System (U.S.).
  8. Fischer, Andreas M. & Ranaldo, Angelo, 2011. "Does FOMC news increase global FX trading?," Journal of Banking & Finance, Elsevier, vol. 35(11), pages 2965-2973, November.
  9. Hansen, Stephen & McMahon, Michael, 2015. "Shocking language: Understanding the macroeconomic effects of central bank communication," CEPR Discussion Papers 11018, C.E.P.R. Discussion Papers.
  10. Fratzscher, Marcel, 2012. "Capital flows, push versus pull factors and the global financial crisis," Journal of International Economics, Elsevier, vol. 88(2), pages 341-356.
  11. Yash P. Mehra, 2006. "Inflation uncertainty and the recent low level of the long bond rate," Economic Quarterly, Federal Reserve Bank of Richmond, issue Sum, pages 225-253.
  12. Michael Ehrmann & Marcel Fratzscher, 2009. "Explaining Monetary Policy in Press Conferences," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 42-84, June.
  13. Samuel Hanson & Jeremy C. Stein, 2012. "Monetary policy and long-term real rates," Finance and Economics Discussion Series 2012-46, Board of Governors of the Federal Reserve System (U.S.).
  14. Ehrmann, Michael & Fratzscher, Marcel, 2005. "The timing of central bank communication," Working Paper Series 0565, European Central Bank.
  15. Luc Laeven & Hui Tong, 2010. "U.S. Monetary Shocks and Global Stock Prices," IMF Working Papers 10/278, International Monetary Fund.
  16. Alan S. Blinder & Michael Ehrmann & Marcel Fratzscher & Jakob de Haan & David-Jan Jansen, 2008. "Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence," DNB Working Papers 170, Netherlands Central Bank, Research Department.
  17. Rosa, Carlo, 2014. "The high-frequency response of energy prices to U.S. monetary policy: Understanding the empirical evidence," Energy Economics, Elsevier, vol. 45(C), pages 295-303.
  18. Krieger, Kevin & Mauck, Nathan & Vasquez, Joseph, 2014. "Comparing U.S. and European Market Volatility Responses to Interest Rate Policy Announcements," MPRA Paper 52959, University Library of Munich, Germany.
  19. Claudia Kwapil & Johann Scharler, 2009. "Expected Monetary Policy and the Dynamics of Bank Lending Rates," Working Papers 149, Oesterreichische Nationalbank (Austrian Central Bank).
  20. Yuriy Gorodnichenko & Michael Weber, 2013. "Are Sticky Prices Costly? Evidence From The Stock Market," NBER Working Papers 18860, National Bureau of Economic Research, Inc.
  21. Julia von Borstel & Sandra Eickmeier & Leo Krippner, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," CAMA Working Papers 2015-15, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  22. Basistha, Arabinda & Kurov, Alexander, 2008. "Macroeconomic cycles and the stock market's reaction to monetary policy," Journal of Banking & Finance, Elsevier, vol. 32(12), pages 2606-2616, December.
  23. Pisun Xu & Jian Yang, 2011. "U.S. Monetary Policy Surprises and International Securitized Real Estate Markets," The Journal of Real Estate Finance and Economics, Springer, vol. 43(4), pages 459-490, November.
  24. Nadav Ben Zeev & Christopher M. Gunn & Hashmat Khan, 2015. "Monetary News Shocks," Carleton Economic Papers 15-02, Carleton University, Department of Economics, revised 07 Apr 2016.
  25. Carlo Rosa, 2013. "The high-frequency response of energy prices to monetary policy: understanding the empirical evidence," Staff Reports 598, Federal Reserve Bank of New York.
  26. Eijffinger, Sylvester C W & Mahieu, Ronald J & Raes, Louis, 2011. "Can the Fed talk the hind legs off the stock market?," CEPR Discussion Papers 8450, C.E.P.R. Discussion Papers.
  27. James D. Hamilton, 2008. "Daily Monetary Policy Shocks and the Delayed Response of New Home Sales," NBER Working Papers 14223, National Bureau of Economic Research, Inc.
  28. Chulia-Soler, H. & Martens, M.P.E. & van Dijk, D.J.C., 2007. "The Effects of Federal Funds Target Rate Changes on S&P100 Stock Returns, Volatilities, and Correlations," ERIM Report Series Research in Management ERS-2007-066-F&A, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam.
  29. Paul Hubert, 2009. "Informational Advantage and Influence of Communicating Central Banks," Documents de Travail de l'OFCE 2009-04, Observatoire Francais des Conjonctures Economiques (OFCE).
  30. Piergiorgio Alessandri & Antonio M. Conti & Fabrizio Venditti, 2016. "The Financial Stability Dark Side of Monetary Policy," BCAM Working Papers 1601, Birkbeck Centre for Applied Macroeconomics.
  31. Leo Krippner, 2014. "Measuring the stance of monetary policy in conventional and unconventional environments," CAMA Working Papers 2014-06, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  32. Burkhard, Lukas & Fischer, Andreas M., 2009. "Communicating policy options at the zero bound," Journal of International Money and Finance, Elsevier, vol. 28(5), pages 742-754, September.
  33. Beechey, Meredith J. & Wright, Jonathan H., 2009. "The high-frequency impact of news on long-term yields and forward rates: Is it real?," Journal of Monetary Economics, Elsevier, vol. 56(4), pages 535-544, May.
  34. Apergis, Nicholas, 2015. "The role of FOMC minutes for US asset prices before and after the 2008 crisis: Evidence from GARCH volatility modeling," The Quarterly Review of Economics and Finance, Elsevier, vol. 55(C), pages 100-107.
  35. Paul Hubert, 2013. "The influence and policy signaling role of FOMC forecasts," Documents de Travail de l'OFCE 2013-03, Observatoire Francais des Conjonctures Economiques (OFCE).
  36. Buncic, Daniel & Piras, Gion Donat, 2016. "Heterogeneous agents, the financial crisis and exchange rate predictability," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 313-359.
  37. Moessner, Richhild, 2013. "Effects of explicit FOMC policy rate guidance on interest rate expectations," Economics Letters, Elsevier, vol. 121(2), pages 170-173.
  38. David O. Lucca & Emanuel Moench, 2011. "The pre-FOMC announcement drift," Staff Reports 512, Federal Reserve Bank of New York.
  39. Alexandre de Carvalho & Alberto Sanyuan Suen & Felippe Gallo, 2016. "Market Efficiency in Brazil: some evidence from high-frequency data," Working Papers Series 431, Central Bank of Brazil, Research Department.
  40. Bekaert, Geert & Hoerova, Marie & Lo Duca, Marco, 2013. "Risk, uncertainty and monetary policy," Journal of Monetary Economics, Elsevier, vol. 60(7), pages 771-788.
  41. English, William B. & Van den Heuvel, Skander J. & Zakrajsek, Egon, 2014. "Interest Rate Risk and Bank Equity Valuations," Working Papers 14-05, University of Pennsylvania, Wharton School, Weiss Center.
  42. Hausman, Joshua & Wongswan, Jon, 2011. "Global asset prices and FOMC announcements," Journal of International Money and Finance, Elsevier, vol. 30(3), pages 547-571, April.
  43. Han Chen & Vasco Cúrdia & Andrea Ferrero, 2011. "The macroeconomic effects of large-scale asset purchase programs," Staff Reports 527, Federal Reserve Bank of New York.
  44. Michael D. Bauer & Christopher J. Neely, 2012. "International channels of the Fed’s unconventional monetary policy," Working Papers 2012-028, Federal Reserve Bank of St. Louis.
  45. Murat Duran & Refet Gurkaynak & Pinar Ozlu & Deren Unalmis, 2010. "TCMB Faiz Kararlarinin Piyasa Faizleri Ve Hisse Senedi Piyasalari Uzerine Etkisi," CBT Research Notes in Economics 1008, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  46. Richhild Moessner & William R. Nelson, 2008. "Central Bank Policy Rate Guidance and Financial Market Functioning," International Journal of Central Banking, International Journal of Central Banking, vol. 4(4), pages 193-226, December.
  47. Daniel L. Thornton, 2014. "The identification of the response of interest rates to monetary policy actions using market-based measures of monetary policy shocks," Oxford Economic Papers, Oxford University Press, vol. 66(1), pages 67-87, January.
  48. Edda Claus, Mardi Dungey, 2015. "Can monetary policy surprise the market?," LCERPA Working Papers 0083, Laurier Centre for Economic Research and Policy Analysis, revised 01 Jan 2015.
  49. Maria Lucia Florez-Jimenez & Julian A. Parra-Polania, 2014. "Forward guidance with an escape clause: When half a promise is better than a full one," Borradores de Economia 811, Banco de la Republica de Colombia.
  50. Yuriy Gorodnichenko & Olivier Coibion, 2009. "Monetary Policy, Trend Inflation and the Great Moderation: An Alternative Interpretation," 2009 Meeting Papers 21, Society for Economic Dynamics.
  51. Stephen Hansen & Michael McMahon, 2015. "Shocking Language: Understanding the macroeconomic effects of central bank communication," Discussion Papers 1537, Centre for Macroeconomics (CFM).
  52. Jan Hanousek & Evzen Kocenda, 2009. "Intraday Price Discovery in Emerging European Stock Markets," CERGE-EI Working Papers wp382, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  53. Carlo Rosa & Giovanni Verga, 2008. "The Impact of Central Bank Announcements on Asset Prices in Real Time," International Journal of Central Banking, International Journal of Central Banking, vol. 4(2), pages 175-217, June.
  54. Glenn D. Rudebusch, 2005. "Monetary policy inertia: fact or fiction?," Working Paper Series 2005-19, Federal Reserve Bank of San Francisco.
  55. James D. Hamilton, 2009. "Daily Changes in Fed Funds Futures Prices," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 41(4), pages 567-582, 06.
  56. C.Jardet & A. Monks, 2014. "Euro Area monetary policy shocks: impact on financial asset prices during the crisis?," Working papers 512, Banque de France.
  57. Matteo Falagiarda & Stefan Reitz, 2013. "Announcements of ECB Unconventional Programs: Implications for the Sovereign Risk of Italy," Kiel Working Papers 1866, Kiel Institute for the World Economy.
  58. Winkelmann, Lars & Bibinger, Markus & Linzert, Tobias, 2014. "ECB monetary policy surprises: identification through cojumps in interest rates," Working Paper Series 1674, European Central Bank.
  59. Paul Hubert & Becky Maule, 2016. "Policy and Macro Signals as Inputs to Inflation Expectation Formation," Documents de Travail de l'OFCE 2016-02, Observatoire Francais des Conjonctures Economiques (OFCE).
  60. Michael T. Kiley, 2013. "Exchange rates, monetary policy statements, and uncovered interest parity: before and after the zero lower bound," Finance and Economics Discussion Series 2013-17, Board of Governors of the Federal Reserve System (U.S.).
  61. Winkelmann, Lars & Bibinger, Markus & Linzert, Tobias, 2013. "ECB monetary policy surprises: identification through cojumps in interest rates," Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order 79721, Verein für Socialpolitik / German Economic Association.
  62. Jérôme Coffinet & Sylvain Gouteron, 2010. "Euro-Area Yield Curve Reaction to Monetary News," German Economic Review, Verein für Socialpolitik, vol. 11, pages 208-224, 05.
  63. Gilchrist, Simon & Lopez-Salido, J. David & Zakrajsek, Egon, 2013. "Monetary Policy and Real Borrowing Costs at the Zero Lower Bound," Finance and Economics Discussion Series 2014-3, Board of Governors of the Federal Reserve System (U.S.).
  64. WANG, Kent & WANG, Shin-Huei & PAN, Zheyao, 2013. "Can federal reserve policy deviation explain response patterns of financial markets over time?," CORE Discussion Papers 2013029, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
  65. Amstad, Marlene & Fischer, Andreas M., 2009. "Monthly pass-through ratios," Globalization and Monetary Policy Institute Working Paper 26, Federal Reserve Bank of Dallas.
  66. Ranaldo, Angelo & Reynard, Samuel, 2013. "Monetary Policy Effects on Long-term Rates and Stock Prices," Working Papers on Finance 1322, University of St. Gallen, School of Finance.
  67. repec:bbz:fcpbbr:v:10:y:2013:i:3:p:53-81 is not listed on IDEAS
  68. Acuña, Andres A. & Pinto, Cristian F., 2012. "Respuesta del retorno accionario a la politica monetaria: Evidencia para el mercado chileno
    [Stock return response to monetary policy: Evidence from the Chilean market]
    ," MPRA Paper 41091, University Library of Munich, Germany.
  69. Ozdagli, Ali K., 2014. "Financial frictions and the reaction of stock prices to monetary policy shocks," Working Papers 14-6, Federal Reserve Bank of Boston.
  70. Paul Hubert, 2015. "The effect of interest rate and communication shocks on private inflation expectations," Working papers wpaper122, Financialisation, Economy, Society & Sustainable Development (FESSUD) Project.
  71. Nelson, Benjamin & Pinter, Gabor & Theodoridis, Konstantinos, 2015. "Do contractionary monetary policy shocks expand shadow banking?," Bank of England working papers 521, Bank of England.
  72. Vicondoa, Alejandro, 2016. "Monetary News, U.S. Interest Rate and Business Cycles in Emerging Economies," Economics Working Papers ECO2016/10, European University Institute.
  73. Selva Demiralp & Hakan Kara & Pinar Ozlu, 2011. "Monetary Policy Communication Under Inflation Targeting : Do Words Speak Louder Than Actions?," Working Papers 1118, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  74. Rosa, Carlo, 2011. "The high-frequency response of exchange rates to monetary policy actions and statements," Journal of Banking & Finance, Elsevier, vol. 35(2), pages 478-489, February.
  75. Alexandros Kontonikas & Paulo Maio & Zivile Zekaite, 2016. "Monetary Policy and Corporate Bond Returns," Working Papers 2016_05, Business School - Economics, University of Glasgow.
  76. Kurov, Alexander, 2012. "What determines the stock market's reaction to monetary policy statements?," Review of Financial Economics, Elsevier, vol. 21(4), pages 175-187.
  77. P. Siklos, M. Bohl, 2006. "Policy Words and Policy Deeds: The ECB and the Euro," Working Papers eg0050, Wilfrid Laurier University, Department of Economics, revised 2006.
  78. Don Bredin & Stuart Hyde & Dirk Nitzsche & Gerard O'Reilly, 2009. "European monetary policy surprises: the aggregate and sectoral stock market response," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 14(2), pages 156-171.
  79. Edda Claus & Iris Claus & Leo Krippner, 2014. "Asset markets and monetary policy shocks at the zero lower bound," Reserve Bank of New Zealand Discussion Paper Series DP2014/03, Reserve Bank of New Zealand.
  80. Robert S. Chirinko & Christopher Curran, 2013. "Greenspan Shrugs: Central Bank Communication, Formal Pronouncements and Bond Market Volatility," CESifo Working Paper Series 4236, CESifo Group Munich.
  81. Jordi Galí & Luca Gambetti, 2015. "The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence," American Economic Journal: Macroeconomics, American Economic Association, vol. 7(1), pages 233-57, January.
  82. Jon Wongswan, 2005. "The response of global equity indexes to U.S. monetary policy announcements," International Finance Discussion Papers 844, Board of Governors of the Federal Reserve System (U.S.).
  83. Michael T. Kiley, 2014. "The Response of Equity Prices to Movements in Long‐Term Interest Rates Associated with Monetary Policy Statements: Before and After the Zero Lower Bound," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(5), pages 1057-1071, 08.
  84. Angelo Ranaldo & Enzo Rossi, 2007. "The reaction of asset markets to Swiss National Bank communication," Working Papers 2007-11, Swiss National Bank.
  85. Carvalho, Carlos & Hsu, Eric & Nechio, Fernanda, 2016. "Measuring the effect of the zero lower bound on monetary policy," Working Paper Series 2016-6, Federal Reserve Bank of San Francisco.
  86. Michael Woodford, 2005. "Central bank communication and policy effectiveness," Proceedings - Economic Policy Symposium - Jackson Hole, Federal Reserve Bank of Kansas City, issue Aug, pages 399-474.
  87. 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.
  88. Filippo Ippolito & Ali K. Ozdagli & Ander Pérez Orive, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Economics Working Papers 1384, Department of Economics and Business, Universitat Pompeu Fabra.
  89. Tsai, Chun-Li, 2014. "The effects of monetary policy on stock returns: Financing constraints and “informative” and “uninformative” FOMC statements," International Review of Economics & Finance, Elsevier, vol. 29(C), pages 273-290.
  90. Claus, Edda & Dungey, Mardi, 2016. "Can monetary policy surprises affect the term structure?," Journal of Macroeconomics, Elsevier, vol. 47(PA), pages 68-83.
  91. repec:rim:rimwps:35-07 is not listed on IDEAS
  92. Jeffrey R. Campbell & Charles L. Evans & Jonas D. M. Fisher & Alejandro Justiniano, 2012. "Macroeconomic effects of Federal Reserve forward guidance," Working Paper Series WP-2012-03, Federal Reserve Bank of Chicago.
  93. Coffinet, J. & Frappa, S., 2008. "Macroeconomic Surprises and the Inflation Compensation Curve in the Euro Area," Working papers 220, Banque de France.
  94. Willem Thorbecke & Hanjiang Zhang, 2009. "Monetary Policy Surprises and Interest Rates: Choosing between the Inflation-Revelation and Excess Sensitivity Hypotheses," Southern Economic Journal, Southern Economic Association, vol. 75(4), pages 1114-1122, April.
  95. Filippo Ippolito & Ali K. Ozdagli & Ander Pérez Orive, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," Working Papers 721, Barcelona Graduate School of Economics.
  96. Ehrmann, Michael & Fratzscher, Marcel, 2008. "Purdah: on the rationale for central bank silence around policy meetings," Working Paper Series 0868, European Central Bank.
  97. Mustafa Kilinc & Cengiz Tunc, 2014. "Identification of Monetary Policy Shocks in Turkey: A Structural VAR Approach," Working Papers 1423, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  98. Brent Bundick, 2007. "Do federal funds futures need adjustment for excess returns? a state-dependent approach," Research Working Paper RWP 07-08, Federal Reserve Bank of Kansas City.
  99. Paul Hubert, 2014. "FOMC Forecasts as a Focal Point for Private Expectations," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 46(7), pages 1381-1420, October.
  100. Michael Melvin & Christian Saborowski & Michael Sager & Mark P. Taylor, 2009. "Bank of England Interest Rate Announcements and the Foreign Exchange Market," CESifo Working Paper Series 2613, CESifo Group Munich.
  101. Eric T. Swanson & John C. Williams, 2013. "Measuring the effect of the zero lower bound on yields and exchange rates," Working Paper Series 2013-21, Federal Reserve Bank of San Francisco.
  102. Jan Hanousek & Evzen Kocenda & Ali M. Kutan, 2008. "The Reaction of Asset Prices to Macroeconomic Announcements in New EU Markets: Evidence from Intraday Data," CERGE-EI Working Papers wp349, The Center for Economic Research and Graduate Education - Economics Institute, Prague.
  103. Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2008. "Geography or skills: what explains Fed Wachters' forecast accuracy of US monetary policy?," Discussion Papers 2008/11, Free University Berlin, School of Business & Economics.
  104. Mirkov, Nikola, 2012. "International Financial Transmission of the US Monetary Policy: An Empirical Assessment," Working Papers on Finance 1201, University of St. Gallen, School of Finance.
  105. Ehrmann, Michael & Fratzscher, Marcel, 2006. "Global financial transmission of monetary policy shocks," Working Paper Series 0616, European Central Bank.
  106. Michael Weber & Ali Ozdagli, 2016. "Monetary Policy Through Production Networks: Evidence from the Stock Market," 2016 Meeting Papers 148, Society for Economic Dynamics.
  107. Valente, Giorgio, 2009. "International interest rates and US monetary policy announcements: Evidence from Hong Kong and Singapore," Journal of International Money and Finance, Elsevier, vol. 28(6), pages 920-940, October.
  108. Rosa, Carlo & Verga, Giovanni, 2007. "On the consistency and effectiveness of central bank communication: Evidence from the ECB," European Journal of Political Economy, Elsevier, vol. 23(1), pages 146-175, March.
  109. Stylianos X. Koufadakis, 2015. "Asymmetries on Closed End Country Funds Premium and Monetary Policy Announcements: An Approach Trough the Perspective of Foreign Countries," SPOUDAI Journal of Economics and Business, SPOUDAI Journal of Economics and Business, University of Piraeus, vol. 65(3-4), pages 29-65, july-Dece.
  110. David-Jan Jansen & Jakob de Haan, 2005. "Is a Word to the Wise Indeed Enough? ECB Statements and the Predictibility of Interest Rate Decisions," DNB Working Papers 075, Netherlands Central Bank, Research Department.
  111. Mark Gertler & Peter Karadi, 2014. "Monetary Policy Surprises, Credit Costs and Economic Activity," NBER Working Papers 20224, National Bureau of Economic Research, Inc.
  112. Stephen Hansen & Michael McMahon & Andrea Prat, 2014. "Transparency and Deliberation within the FOMC: a Computational Linguistics Approach," Discussion Papers 1411, Centre for Macroeconomics (CFM).
  113. Marfatia, Hardik A., 2014. "Impact of uncertainty on high frequency response of the U.S. stock markets to the Fed's policy surprises," The Quarterly Review of Economics and Finance, Elsevier, vol. 54(3), pages 382-392.
  114. Doh, Taeyoung & Connolly, Michael, 2013. "Has the effect of monetary policy announcements on asset prices changed?," Economic Review, Federal Reserve Bank of Kansas City, issue Q III, pages 31-65.
  115. Brand, Claus & Buncic, Daniel & Turunen, Jarkko, 2006. "The impact of ECB monetary policy decisions and communication on the yield curve," Working Paper Series 0657, European Central Bank.
  116. Challe, Edouard & Giannitsarou, Chryssi, 2011. "Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach," CEPR Discussion Papers 8387, C.E.P.R. Discussion Papers.
  117. Chortareas, Georgios & Noikokyris, Emmanouil, 2014. "Monetary policy and stock returns under the MPC and inflation targeting," International Review of Financial Analysis, Elsevier, vol. 31(C), pages 109-116.
  118. Refet S. Gürkaynak & Brian Sack & Eric Swanson, 2005. "The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models," American Economic Review, American Economic Association, vol. 95(1), pages 425-436, March.
  119. Kinda Hachem & Jing Cynthia Wu, 2014. "Inflation Announcements and Social Dynamics," NBER Working Papers 20161, National Bureau of Economic Research, Inc.
  120. Marc Giannoni & Christina Patterson & Marco Del Negro, 2015. "The Forward Guidance Puzzle," 2015 Meeting Papers 1529, Society for Economic Dynamics.
  121. Berument, Hakan & Froyen, Richard, 2009. "Monetary policy and U.S. long-term interest rates: How close are the linkages?," Journal of Economics and Business, Elsevier, vol. 61(1), pages 34-50.
  122. Oreste Napolitano, 2006. "Is The Impact Of Ecb Monetary Policy On Emu Stock Market Returns Asymmetric?," Working Papers 3_2006, D.E.S. (Department of Economic Studies), University of Naples "Parthenope", Italy.
  123. Sadique, Shibley & In, Francis & Veeraraghavan, Madhu & Wachtel, Paul, 2013. "Soft information and economic activity: Evidence from the Beige Book," Journal of Macroeconomics, Elsevier, vol. 37(C), pages 81-92.
  124. Hamilton, James D., 2008. "Daily monetary policy shocks and new home sales," Journal of Monetary Economics, Elsevier, vol. 55(7), pages 1171-1190, October.
  125. Pablo Pincheira & Mauricio Calani, 2009. "Communicational Bias In Monetary Policy: Can Words Forecast Deeds?," Working Papers Central Bank of Chile 526, Central Bank of Chile.
  126. Scott Hendry, 2012. "Central Bank Communication or the Media’s Interpretation: What Moves Markets?," Staff Working Papers 12-9, Bank of Canada.
  127. Jakob Haan, 2008. "The effect of ECB communication on interest rates: An assessment," The Review of International Organizations, Springer, vol. 3(4), pages 375-398, December.
  128. Leo Krippner, 2012. "A theoretical foundation for the Nelson and Siegel class of yield curve models," CAMA Working Papers 2012-11, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  129. Ozdagli, Ali K., 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.
  130. Brückner, Markus & Pappa, Evi, 2011. "For an Olive Wreath? Olympic Games and Anticipation Effects in Macroeconomics," CEPR Discussion Papers 8516, C.E.P.R. Discussion Papers.
  131. Charles Goodhart, 2009. "The Interest Rate Conditioning Assumption," International Journal of Central Banking, International Journal of Central Banking, vol. 5(2), pages 85-108, June.
  132. William Poole, 2005. "Understanding the term structure of interest rates," Review, Federal Reserve Bank of St. Louis, issue Sep, pages 589-596.
  133. Jon Steinsson & Emi Nakamura, 2014. "High Frequency Identification of Monetary Non-Neutrality," 2014 Meeting Papers 96, Society for Economic Dynamics.
  134. Lars Winkelmann, 2010. "The Norges Bank’s key rate projections and the news element of monetary policy: a wavelet based jump detection approach," SFB 649 Discussion Papers SFB649DP2010-062, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  135. Demiralp, Selva & Kara, Hakan & Özlü, Pınar, 2012. "Monetary policy communication in Turkey," European Journal of Political Economy, Elsevier, vol. 28(4), pages 540-556.
  136. Weale, Martin & Wieladek, Tomasz, 2016. "What are the macroeconomic effects of asset purchases?," Journal of Monetary Economics, Elsevier, vol. 79(C), pages 81-93.
  137. Vincent Sterk & Silvana Tenreyro, 2016. "The Transmission of Monetary Policy through Redistributions and Durable Purchases," Working Papers 1601, Council on Economic Policies.
  138. Scott Hendry & Alison Madeley, 2010. "Text Mining and the Information Content of Bank of Canada Communications," Staff Working Papers 10-31, Bank of Canada.
  139. Mauricio Larraín, 2005. "Monetary Policy and Long-Term Interest Rates in Chile," Working Papers Central Bank of Chile 335, Central Bank of Chile.
  140. Michael Ehrmann & Marcel Fratzscher, 2007. "Transparency, Disclosure, and the Federal Reserve," International Journal of Central Banking, International Journal of Central Banking, vol. 3(1), pages 179-225, March.
  141. Carlo Rosa, 2012. "How "unconventional" are large-scale asset purchases? The impact of monetary policy on asset prices," Staff Reports 560, Federal Reserve Bank of New York.
  142. Rozkrut, Marek & Rybinski, Krzysztof & Sztaba, Lucyna & Szwaja, Radoslaw, 2007. "Quest for central bank communication: Does it pay to be "talkative"?," European Journal of Political Economy, Elsevier, vol. 23(1), pages 176-206, March.
  143. Pierre L. Siklos & Martin T. Bohl, 2007. "Policy Words and Policy Deeds: The ECB and the Euro," Working Paper Series 35_07, The Rimini Centre for Economic Analysis.
  144. Alain P. Chaboud & Sergey V. Chernenko & Jonathan H. Wright, 2007. "Trading activity and exchange rates in high-frequency EBS data," International Finance Discussion Papers 903, Board of Governors of the Federal Reserve System (U.S.).
  145. Gürkaynak, Refet S. & Wright, Jonathan, 2013. "Identification and Inference Using Event Studies," CEPR Discussion Papers 9388, C.E.P.R. Discussion Papers.
  146. Ippolito, Filippo & Ozdagli, Ali & Perez Orive, Ander, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," CEPR Discussion Papers 9696, C.E.P.R. Discussion Papers.
  147. Michael J. Fleming & Neel Krishnan, 2009. "The microstructure of the TIPS market," Staff Reports 414, Federal Reserve Bank of New York.
  148. Torsten Ehlers, 2012. "The effectiveness of the Federal Reserve's Maturity Extension Program - Operation Twist 2: the portfolio rebalancing channel and public debt management," BIS Papers chapters, in: Bank for International Settlements (ed.), Threat of fiscal dominance?, volume 65, pages 245-255 Bank for International Settlements.
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  154. Selva Demiralp & Kamil Yilmaz, 2009. "Asymmetric Response to Monetary Policy Surprises at the Long-End of the Yield Curve," Koç University-TUSIAD Economic Research Forum Working Papers 0914, Koc University-TUSIAD Economic Research Forum.
  155. Carlo Rosa & Giovanni Verga, 2006. "The Impact of Central Bank Announcements on Asset Prices in Real Time: Testing the Efficiency of the Euribor Futures Market," CEP Discussion Papers dp0764, Centre for Economic Performance, LSE.
  156. Aymen Belgacem, 2009. "Fundamentals, Macroeconomic Announcements and Asset Prices," EconomiX Working Papers 2009-16, University of Paris West - Nanterre la Défense, EconomiX.
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  158. Lars Winkelmann, 2013. "Quantitative forward guidance and the predictability of monetary policy - A wavelet based jump detection approach -," SFB 649 Discussion Papers SFB649DP2013-016, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  159. David Lucca & Francesco Trebbi, 2008. "Measuring Central Bank Communication:," 2008 Meeting Papers 571, Society for Economic Dynamics.
  160. Ippolito, Filippo & Ozdagli, Ali K. & Perez, Ander, 2013. "Is bank debt special for the transmission of monetary policy? Evidence from the stock market," Working Papers 13-17, Federal Reserve Bank of Boston.
  161. Fratzscher, Marcel, 2009. "What explains global exchange rate movements during the financial crisis?," Working Paper Series 1060, European Central Bank.
  162. von Borstel, Julia & Eickmeier, Sandra & Krippner, Leo, 2015. "The interest rate pass-through in the euro area during the sovereign debt crisis," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 113035, Verein für Socialpolitik / German Economic Association.
  163. Kliem, Martin & Kriwoluzky, Alexander, 2013. "Reconciling narrative monetary policy disturbances with structural VAR model shocks?," Economics Letters, Elsevier, vol. 121(2), pages 247-251.
  164. Ianthi Vayid, 2013. "Central Bank Communications Before, During and After the Crisis: From Open-Market Operations to Open-Mouth Policy," Staff Working Papers 13-41, Bank of Canada.
  165. Eric T. Swanson, 2011. "Let’s twist again: a high-frequency event-study analysis of operation twist and its implications for QE2," Working Paper Series 2011-08, Federal Reserve Bank of San Francisco.
  166. Hansen, Stephen & McMahon, Michael, 2016. "Shocking language: Understanding the macroeconomic effects of central bank communication," Journal of International Economics, Elsevier, vol. 99(S1), pages S114-S133.
  167. Devin Reilly & Pierre-Daniel G. Sarte, 2010. "Changes in monetary policy and the variation in interest rate changes across credit markets," Economic Quarterly, Federal Reserve Bank of Richmond, issue 2Q, pages 201-229.
  168. Rajnish Mehra & Arunima Sinha, 2016. "The Term Structure of Interest Rates in India," NBER Working Papers 22020, National Bureau of Economic Research, Inc.
  169. Katherine Femia & Steven Friedman & Brian P. Sack, 2013. "The effects of policy guidance on perceptions of the Fed’s reaction function," Staff Reports 652, Federal Reserve Bank of New York.
  170. Michele Piffer & Maximilian Podstawski, 2016. "Identifying Uncertainty Shocks Using the Price of Gold," Discussion Papers of DIW Berlin 1549, DIW Berlin, German Institute for Economic Research.
  171. Azusa Takeyama & Naoshi Tsuchida, 2015. "The Interaction between Funding Liquidity and Market Liquidity: Evidence from Subprime and European Crises," IMES Discussion Paper Series 15-E-14, Institute for Monetary and Economic Studies, Bank of Japan.
  172. Ehrmann, Michael & Fratzscher, Marcel, 2005. "How should central banks communicate?," Working Paper Series 0557, European Central Bank.
  173. León, Ángel & Sebestyén, Szabolcs, 2012. "New measures of monetary policy surprises and jumps in interest rates," Journal of Banking & Finance, Elsevier, vol. 36(8), pages 2323-2343.
  174. Christine Fay & Toni Gravelle, 2010. "Has the Inclusion of Forward-Looking Statements in Monetary Policy Communications Made the Bank of Canada More Transparent?," Discussion Papers 10-15, Bank of Canada.
  175. Michael Ehrmann & Marcel Fratzscher, 2013. "Dispersed communication by central bank committees and the predictability of monetary policy decisions," Public Choice, Springer, vol. 157(1), pages 223-244, October.
  176. Zhang, Ji, 2016. "Macroeconomic news and the real interest rates at the zero lower bound," Journal of Macroeconomics, Elsevier, vol. 48(C), pages 172-185.
  177. Reuven Glick & Sylvain Leduc, 2013. "The effects of unconventional and conventional U.S. monetary policy on the dollar," Working Paper Series 2013-11, Federal Reserve Bank of San Francisco.
  178. Stephen Hansen & Michael McMahon, 2016. "Shocking language: understanding the macroeconomic effects of central bank communication," CAMA Working Papers 2016-04, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  179. Tamim Bayoumi & Francis Vitek, 2013. "Macroeconomic Model Spillovers and Their Discontents," IMF Working Papers 13/4, International Monetary Fund.
  180. David O. Lucca & Francesco Trebbi, 2009. "Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements," NBER Working Papers 15367, National Bureau of Economic Research, Inc.
  181. Allan Zebedee & Eric Bentzen & Peter Hansen & Asger Lunde, 2008. "The Greenspan years: an analysis of the magnitude and speed of the equity market response to FOMC announcements," Financial Markets and Portfolio Management, Springer, vol. 22(1), pages 3-20, March.
  182. repec:fce:doctra:13-03 is not listed on IDEAS
  183. Greg Farrell & Shakill Hassan & Nicola Viegi, 2012. "The High-Frequency Response of the Rand-Dollar Rate to Inflation Surprises," Working Papers 201215, University of Pretoria, Department of Economics.
  184. Jonathan H. Wright, 2012. "What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?," Economic Journal, Royal Economic Society, vol. 122(564), pages F447-F466, November.
  185. Qianying Chen & Andrew Filardo & Dong He & Feng Zhu, 2012. "International spillovers of central bank balance sheet policies," BIS Papers chapters, in: Bank for International Settlements (ed.), Are central bank balance sheets in Asia too large?, volume 66, pages 220-264 Bank for International Settlements.
  186. Lars winkelmann & Markus Bibinger & Tobias Linzert, 2013. "ECB monetary policy surprises: identification through cojumps in interest rates," SFB 649 Discussion Papers SFB649DP2013-038, Sonderforschungsbereich 649, Humboldt University, Berlin, Germany.
  187. Bernd Hayo & Ali Kutan & Matthias Neuenkirch, 2015. "Financial market reaction to Federal Reserve communications: Does the global financial crisis make a difference?," Empirica, Springer, vol. 42(1), pages 185-203, February.
  188. Barnes, Michelle L., 2014. "Let's talk about it: what policy tools should the Fed "normally" use?," Current Policy Perspectives 14-12, Federal Reserve Bank of Boston.
  189. Haroon Mumtaz & Nitin Kumar, 2012. "An application of data-rich environment for policy analysis of the Indian economy," Joint Research Papers 2, Centre for Central Banking Studies, Bank of England.
  190. Fratzscher, Marcel, 2007. "US shocks and global exchange rate configurations," Working Paper Series 0835, European Central Bank.
  191. Olcay Yucel Culha & Fatih Ozatay & Gulbin Sahinbeyoglu, 2006. "The Determinants of Sovereign Spreads in Emerging Markets," Working Papers 0604, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  192. Eijffinger, S.C.W. & Mahieu, R.J. & Raes, L.B.D., 2012. "Can the Fed talk the Hind Legs off the Stock Market? (replaces CentER DP 2011-072)," Discussion Paper 2012-012, Tilburg University, Center for Economic Research.
  193. Petra Geraats, 2014. "Monetary Policy Transparency," CESifo Working Paper Series 4611, CESifo Group Munich.
  194. Foley-Fisher, Nathan & Ramcharan, Rodney & Yu, Edison, 2016. "The Impact of Unconventional Monetary Policy on Firm Financing Constraints : Evidence from the Maturity Extension Program," Finance and Economics Discussion Series 2016-025, Board of Governors of the Federal Reserve System (U.S.).
  195. Moessner, Richhild, 2015. "International spillovers from US forward guidance to equity markets," Annual Conference 2015 (Muenster): Economic Development - Theory and Policy 112970, Verein für Socialpolitik / German Economic Association.
  196. James D. Hamilton, 2007. "Assessing Monetary Policy Effects Using Daily Fed Funds Futures Contracts," NBER Working Papers 13569, National Bureau of Economic Research, Inc.
  197. William C. Whitesell, 2005. "An inflation goal with multiple reference measures," Finance and Economics Discussion Series 2005-62, Board of Governors of the Federal Reserve System (U.S.).
  198. Murat Duran & Gulserim Ozcan & Pinar Ozlu & Deren Unalmis, 2010. "Measuring the Impact of Monetary Policy on Asset Prices in Turkey (Turkiye’de Para Politikasinin Finansal Varlik Fiyatlari Uzerine Etkisi)," Working Papers 1017, Research and Monetary Policy Department, Central Bank of the Republic of Turkey.
  199. Gavin, William T. & Keen, Benjamin D. & Richter, Alexander & Throckmorton, Nathaniel, 2013. "The stimulative effect of forward guidance," Working Papers 2013-38, Federal Reserve Bank of St. Louis, revised 30 Apr 2014.
  200. Glenn D. Rudebusch & John C. Williams, 2008. "Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections," NBER Chapters, in: Asset Prices and Monetary Policy, pages 247-289 National Bureau of Economic Research, Inc.
  201. Hanson, Samuel G. & Stein, Jeremy C., 2015. "Monetary policy and long-term real rates," Journal of Financial Economics, Elsevier, vol. 115(3), pages 429-448.
  202. Andrew Swiston, 2007. "Where Have the Monetary Surprises Gone? The Effects of FOMC Statements," IMF Working Papers 07/185, International Monetary Fund.
  203. Tsai, Chun-Li, 2011. "The reaction of stock returns to unexpected increases in the federal funds rate target," Journal of Economics and Business, Elsevier, vol. 63(2), pages 121-138, March.
  204. Marie Musard-Gies, 2005. "Do ECB's statements steer short-term and long-term interest rates in the euro zone?," Money Macro and Finance (MMF) Research Group Conference 2005 56, Money Macro and Finance Research Group.
  205. Carlo Rosa & Giovanni Verga, 2006. "The impact of central bank announcements on asset prices in real time: testing the efficiency of the Euribor futures market," LSE Research Online Documents on Economics 19777, London School of Economics and Political Science, LSE Library.
  206. Kiendrebeogo, Youssouf, 2016. "Unconventional monetary policy and capital flows," Economic Modelling, Elsevier, vol. 54(C), pages 412-424.
  207. Marco Del Negro & Stefano Eusepi & Marc Giannoni & Argia M. Sbordone & Andrea Tambalotti & Matthew Cocci & Raiden B. Hasegawa & M. Henry Linder, 2013. "The FRBNY DSGE model," Staff Reports 647, Federal Reserve Bank of New York.
  208. Christopher W. Crowe & S. Mahdi Barakchian, 2010. "Monetary Policy Matters; New Evidence Basedon a New Shock Measure," IMF Working Papers 10/230, International Monetary Fund.
  209. Alwyn Young, 2013. "Structural transformation, the mismeasurement of productivity growth and the cost disease of services," LSE Research Online Documents on Economics 54247, London School of Economics and Political Science, LSE Library.
  210. Moessner, Richhild & Allen, William A., 2013. "Central bank swap line effectiveness during the euro area sovereign debt crisis," Journal of International Money and Finance, Elsevier, vol. 35(C), pages 167-178.
  211. Jiaqian Chen & Tommaso Mancini Griffoli & Ratna Sahay, 2014. "Spillovers from United States Monetary Policy on Emerging Markets; Different This Time?," IMF Working Papers 14/240, International Monetary Fund.
  212. Kishor, N. Kundan & Marfatia, Hardik A., 2013. "The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures market," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 24(C), pages 1-24.
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  214. Sandra Eickmeier & Norbert Metiu & Esteban Prieto, 2016. "Time-varying volatility, financial intermediation and monetary policy," CAMA Working Papers 2016-32, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University.
  215. Jonathan H. Wright, 2011. "What does Monetary Policy do to Long-Term Interest Rates at the Zero Lower Bound?," NBER Working Papers 17154, National Bureau of Economic Research, Inc.
  216. D'Amico, Stefania & King, Thomas B., 2015. "What Does Anticipated Monetary Policy Do?," Working Paper Series WP-2015-10, Federal Reserve Bank of Chicago.
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  218. Alexandros Kontonikas & Charles Nolan & Zivile Zekaite, 2015. "Always and Everywhere Inflation? Treasuries Variance Decomposition and the Impact of Monetary Policy," Working Papers 2015_17, Business School - Economics, University of Glasgow.
  219. Barakchian, S. Mahdi & Crowe, Christopher, 2013. "Monetary policy matters: Evidence from new shocks data," Journal of Monetary Economics, Elsevier, vol. 60(8), pages 950-966.
  220. Frederic Lambert & Kenichi Ueda, 2014. "The Effects of Unconventional Monetary Policies on Bank Soundness," IMF Working Papers 14/152, International Monetary Fund.
  221. Michael J. Lamla & Christian Conrad, 2007. "An den Lippen der EZB – Der KOF Monetary Policy Communicator," KOF Analysen, KOF Swiss Economic Institute, ETH Zurich, vol. 1(4), pages 33-45, March.
  222. Hussain, Syed Mujahid, 2011. "Simultaneous monetary policy announcements and international stock markets response: An intraday analysis," Journal of Banking & Finance, Elsevier, vol. 35(3), pages 752-764, March.
  223. Troy Davig & Jeffrey R. Gerlach, 2006. "Monetary Policy, the Bond Market, and Changes in FOMC Communication Policy," Working Papers 31, Department of Economics, College of William and Mary.
  224. Ander Perez & Ali Ozdagli & Filippo Ippolito, 2013. "Is Bank Debt Special for the Transmission of Monetary Policy? Evidence from the Stock Market," 2013 Meeting Papers 1219, Society for Economic Dynamics.
  225. Carlo Rosa, 2008. "Talking less and moving the market more: is this the recipe for monetary policy effectiveness?: evidence from the ECB and the Fed," LSE Research Online Documents on Economics 19629, London School of Economics and Political Science, LSE Library.
  226. Kenneth Kuttner, 2011. "Monetary Policy and Asset Price Volatility: Should We Refill the Bernanke-Gertler Prescription?," Department of Economics Working Papers 2011-04, Department of Economics, Williams College, revised Jun 2011.
  227. Dunbar, Kwamie & Amin, Abu S., 2012. "Credit risk dynamics in response to changes in the federal funds target: The implication for firm short-term debt," Review of Financial Economics, Elsevier, vol. 21(3), pages 141-152.
  228. Ernst Konrad, 2009. "The impact of monetary policy surprises on asset return volatility: the case of Germany," Financial Markets and Portfolio Management, Springer, vol. 23(2), pages 111-135, June.
  229. Rosa, Carlo, 2013. "Market efficiency broadcasted live: ECB code words and euro exchange rates," Journal of Macroeconomics, Elsevier, vol. 38(PB), pages 167-178.
  230. Rey, Hélène, 2015. "International Channels of Transmission of Monetary Policy and the Mundellian Trilemma," CEPR Discussion Papers 11027, C.E.P.R. Discussion Papers.
  231. Jing Wang & Xiaoneng Zhu, 2013. "The reaction of international stock markets to Federal Reserve policy," Financial Markets and Portfolio Management, Springer, vol. 27(1), pages 1-30, March.
  232. Rosa, Carlo, 2013. "The financial market effect of FOMC minutes," Economic Policy Review, Federal Reserve Bank of New York, issue Dec, pages 67-81.
  233. Papadamou, Stephanos, 2013. "Market anticipation of monetary policy actions and interest rate transmission to US Treasury market rates," Economic Modelling, Elsevier, vol. 33(C), pages 545-551.
  234. James H. Stock & Mark W. Watson, 2012. "Disentangling the Channels of the 2007-2009 Recession," NBER Working Papers 18094, National Bureau of Economic Research, Inc.
  235. Özer Karagedikli & Rishab Sethi & Christie Smith & Aaron Drew, 2008. "Changes in the transmission mechanism of monetary policy in New Zealand," Reserve Bank of New Zealand Discussion Paper Series DP2008/03, Reserve Bank of New Zealand.
  236. Adler, Gustavo & Djigbenou, Marie-Louise & Sosa, Sebastian, 2016. "Global financial shocks and foreign asset repatriation: Do local investors play a stabilizing role?," Journal of International Money and Finance, Elsevier, vol. 60(C), pages 8-28.
  237. Siklos, Pierre & Bohl, Martin, 2006. "Policy words and policy deeds : the ECB and the euro," Research Discussion Papers 2/2006, Bank of Finland.
  238. Marco Di Maggio & Marcin Kacperczyk, 2016. "The Unintended Consequences of the Zero Lower Bound Policy," NBER Working Papers 22351, National Bureau of Economic Research, Inc.
  239. Moura, Marcelo L. & Gaião, Rafael L., 2014. "Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation," The North American Journal of Economics and Finance, Elsevier, vol. 27(C), pages 114-144.
  240. Ozdagli, Ali K., 2014. "SNAP: should we be worried about a sudden, sharp rise from low, long-term rates?," Current Policy Perspectives 14-11, Federal Reserve Bank of Boston.
  241. Ozdagli, Ali K., 2013. "Not so fast: high-frequency financial data for macroeconomic event studies," Working Papers 13-19, Federal Reserve Bank of Boston.
  242. Stavrakeva, Vania & Tang, Jenny, 2015. "Exchange rates and monetary policy," Working Papers 15-16, Federal Reserve Bank of Boston.
  243. 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.
  244. Berge, Travis J. & Cao, Guangye, 2014. "Global effects of U.S. monetary policy: is unconventional policy different?," Economic Review, Federal Reserve Bank of Kansas City, issue Q I, pages 5-31.
  245. Berger, Helge & Ehrmann, Michael & Fratzscher, Marcel, 2011. "Geography, skills or both: What explains Fed watchers' forecast accuracy of US monetary policy?," Journal of Macroeconomics, Elsevier, vol. 33(3), pages 420-437, September.
  246. 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.
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