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Interest Rates and Economic Announcements
8 references·11 citing·44 second hop
Interest Rates and Economic Announcements (1989)Interest Rates and Economic AnnouncementsMacroeconomic information and stock prices (1987)Macroeconomic information and…Cointegration and Tests of Present Value Models (1987)Cointegration and Tests of Pr…Stock Prices and Economic News (1985)Stock Prices and Economic NewsOperating Procedures for Conducting Monetary Policy (1985)Operating Procedures for Cond…Stock Prices and Economic News (1984)Stock Prices and Economic NewsThe Money Supply Announcements Puzzle: Review and Interpretation (1983)The Money Supply Announcement…The Response of Short-Term Interest Rates to Weekly Money Announcements (1982)The Response of Short-Term In…Inflation, Output, and Money (1982)Inflation, Output, and MoneyMonetary Policy Surprises and the Responses of Asset Prices: An Event Study Analysis (2017)Monetary Policy Surprises and…The Relationship between the Federal Funds Rate and the Fed's Federal Funds Rate Target: Is it Open Market or Open Mouth Operations? (2016)The Relationship between the …Which News Moves the Euro Area Bond Market? (2009)Which News Moves the Euro Are…Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area than in the United States? (2008)Are Long-Run Inflation Expect…Determinants of the relative price impact of unanticipated information in U.S. macroeconomic releases (2004)Determinants of the relative …Relative importance of scheduled macroeconomic news for stock market investors (2003)Relative importance of schedu…The Processing of Non-Anticipated Information in Financial Markets: Analyzing the Impact of Surprises in the Employment Report (2002)The Processing of Non-Anticip…Deficit Announcements and Interest Rates (1999)Deficit Announcements and Int…Monetary aggregates targeting in a low-inflation economy (1994)Monetary aggregates targeting…Money supply announcements: A retrospective (1991)Money supply announcements: A…Tests of Covered Interest Rate Parity (1989)Tests of Covered Interest Rat…Stock Returns, Real Activity, Inflation, and Money (1981)The Fiscal and Monetary Linkage Between Stock Returns and Inflation (1983)ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES (1996)Stock prices and exchange rate dynamics (2005)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Inflation, Rational Expectations and the Term Structure of Interest Rates (1973)Econometric policy evaluation: A critique (1976)THE IMPACT OF MONEY ON SHORT‐TERM INTEREST RATES (1987)The Reaction of Live Hog Futures Prices to USDA Hogs and Pigs Reports (1990)The Effects of Inflation News on High Frequency Stock Returns (2004)The General Theory of Employment, Interest and Money. (1936)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Expectations and the neutrality of money (1972)Money Supply Announcements and Interest Rates: Another View (1983)Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economics (1996)An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation (2009)The Pricing of Options and Corporate Liabilities (1973)Theory of Rational Option Pricing (1973)Theory of rational option pricing (2005)Macroeconomic News and Stock Returns in the United States and Germany (2006)Turn‐of‐the‐month and intramonth effects: Explanation from the important macroeconomic news announcements (2006)An analysis of inflation and stock returns for the UK (2010)The Adjustment of Stock Prices to New Information (1969)Day of the Week Effects and Asset Returns (1981)Business conditions, monetary policy, and expected security returns (1996)The Adjustment of Stock Prices to New Information (2003)Investor sentiment and the stock market’s reaction to monetary policy (2009)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)Inflation and the Stock Market (1978)Price volatility, international market links, and their implications for regulatory policies (1989)Events That Shook the Market (2002)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2011)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)Expected stock returns and volatility (1987)Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances (1992)Macroeconomic surprises and short-term behaviour in bond futures (2005)The Adjustment of Stock Prices to Information About Inflation (1981)Macro variables and international stock return predictability (2004)The Borrowed-Reserves Operating Procedures: Theory and Evidence (1988)Policymakers, institutions, and central bank decisions (1995)Central Banking as Global Governance: Constructing Financial Credibility (2008)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)Stock Prices, Earnings, and Expected Dividends (1988)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)
this work references cited by second hop

References

  • 1987Cointegration and Tests of Present Value Models2,160 cited
  • 1985Stock Prices and Economic News420 cited
  • 1984Stock Prices and Economic News380 cited
  • 1983The Money Supply Announcements Puzzle: Review and Interpretation212 cited
  • 1987Macroeconomic information and stock prices192 cited
  • 1982Inflation, Output, and Money113 cited
  • 1982The Response of Short-Term Interest Rates to Weekly Money Announcements98 cited
  • 1985Operating Procedures for Conducting Monetary Policy64 cited

Cited by

  • 2003Relative importance of scheduled macroeconomic news for stock market investors67 cited
  • 2002The Processing of Non-Anticipated Information in Financial Markets: Analyzing the Impact of Surprises in the Employment Report41 cited
  • 2009Which News Moves the Euro Area Bond Market?37 cited
  • 2004Determinants of the relative price impact of unanticipated information in U.S. macroeconomic releases27 cited
  • 1999Deficit Announcements and Interest Rates23 cited
  • 2008Are Long-Run Inflation Expectations Anchored More Firmly in the Euro Area than in the United States?21 cited
  • 2016The Relationship between the Federal Funds Rate and the Fed's Federal Funds Rate Target: Is it Open Market or Open Mouth Operations?

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21 cited
  • 1989Tests of Covered Interest Rate Parity19 cited
  • 1991Money supply announcements: A retrospective19 cited
  • 1994Monetary aggregates targeting in a low-inflation economy15 cited
  • 2017Monetary Policy Surprises and the Responses of Asset Prices: An Event Study Analysis14 cited