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Economic Factors, Monetary Policy, and Expected Returns on Stocks and Bonds
12 references·5 citing·46 second hop
Economic Factors, Monetary Policy, and Expected Returns on Stocks and Bonds (2020)Economic Factors, Monetary Policy, and Ex…Monetary Policy Matters (2010)Monetary Policy MattersStock Returns and Real Activity: A Century of Evidence (1990)Stock Returns and Real Activi…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz (1989)Does Monetary Policy Matter? …Stock returns and inflation (1987)Stock returns and inflationPredicting returns in the stock and bond markets (1986)Predicting returns in the sto…Stock Returns and the Term Structure (1985)Stock Returns and the Term St…Stock Prices and Social Dynamics (1984)Stock Prices and Social Dynam…The Fiscal and Monetary Linkage Between Stock Returns and Inflation (1983)The Fiscal and Monetary Linka…The relationship between return and market value of common stocks (1981)The relationship between retu…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Public Interpretation of Federal Reserve Discount Rate Changes: Evidence on the "Announcement Effect" (1970)Public Interpretation of Fede…Spill-over Effect of US Sub-Prime Crisis on ASEAN-5 Stock Markets (2011)Spill-over Effect of US Sub-P…MONETARY POLICY INDICATORS AS PREDICTORS OF STOCK RETURNS (2008)MONETARY POLICY INDICATORS AS…The Long-Run Equilibrium Relationship Between Economic Activity and Hospitality Stock Prices (2006)The Long-Run Equilibrium Rela…Security markets and the information content of monetary policy turning points (2006)Security markets and the info…The credit channel of monetary policy transmission: evidence from stock returns (2001)The credit channel of monetar…MONEY, INCOME, AND CAUSALITY (1972)Economic Forces and the Stock Market (1986)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)Asset returns and inflation (1977)Noise (1986)Good Day Sunshine: Stock Returns and the Weather (2003)Expected Stock Returns and Variance Risk Premia (2009)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Time Series Analysis: Forecasting and Control (1977)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)An analysis of intertemporal and cross-sectional determinants of earnings response coefficients (1989)The Variation of Economic Risk Premiums (1991)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis: Forecasting and Control (1977)Stock Returns, Expected Returns, and Real Activity (1990)Oil price shocks and stock market activity (1999)Capital Market Equilibrium with Restricted Borrowing (1972)Risk, Return, and Equilibrium: Empirical Tests (1973)A critique of the asset pricing theory's tests Part I: On past and potential testability of the theory (1977)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)An Intertemporal Capital Asset Pricing Model (1973)A Theory of the Term Structure of Interest Rates (1985)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Expected stock returns and volatility (1987)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Investor Psychology and Asset Pricing (2001)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Predictable Stock Returns: The Role of Small Sample Bias (1993)Stock Prices, News, and Business Conditions (1993)Firm Size and Cyclical Variations in Stock Returns (2000)A Monetary History of the United States 1867-1960 (1964)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Financial Accelerator and the Flight to Quality (1996)Growth Dynamics: The Myth of Economic Recovery (2008)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Economic Significance of Predictable Variations in Stock Index Returns (1989)Time Variations and Covariations in the Expectation and Volatility of Stock Market Returns (1994)The Presidential Puzzle: Political Cycles and the Stock Market (2003)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
this work references cited by second hop

References

  • 1981The relationship between return and market value of common stocks5,928 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1985Stock Returns and the Term Structure2,260 cited
  • 1986Predicting returns in the stock and bond markets1,715 cited
  • 1984Stock Prices and Social Dynamics1,615 cited
  • 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation978 cited
  • 1989Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz744 cited
  • 1990Stock Returns and Real Activity: A Century of Evidence733 cited
  • 1987Stock returns and inflation426 cited
  • 1970Public Interpretation of Federal Reserve Discount Rate Changes: Evidence on the "Announcement Effect"159 cited
  • 2010Monetary Policy Matters79 cited

Cited by

  • 2001The credit channel of monetary policy transmission: evidence from stock returns25 cited
  • 2008MONETARY POLICY INDICATORS AS PREDICTORS OF STOCK RETURNS23 cited
  • 2006The Long-Run Equilibrium Relationship Between Economic Activity and Hospitality Stock Prices

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21 cited
  • 2011Spill-over Effect of US Sub-Prime Crisis on ASEAN-5 Stock Markets19 cited
  • 2006Security markets and the information content of monetary policy turning points12 cited