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Monetary Policy and Asset Prices Revisited
5 references·16 citing·58 second hopsampled
Monetary Policy and Asset Prices Revisited (2009)Monetary Policy and Asset Prices Revisited99 Luftballons: Monetary policy and the house price boom across U.S. states (2007)99 Luftballons: Monetary poli…Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities (2003)Losing Money on Arbitrage: Op…Central Bank Talk: Does It Matter and Why? (2003)Central Bank Talk: Does It Ma…Bubbles and Crashes (2003)Bubbles and CrashesMonetary policy and asset prices (2002)Monetary policy and asset pri…Asset allocation and monetary policy: Evidence from the eurozone (2016)Asset allocation and monetary…Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns (2015)Evolution of the Monetary Tra…Rethinking Housing Bubbles: The Role of Household and Bank Balance Sheets in Modeling Economic Cycles (2014)Rethinking Housing Bubbles: T…Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models (2014)Monetary policy and stock pri…Practical Monetary Policy: Examples from Sweden and the United States (2012)Practical Monetary Policy: Ex…Has the Fed Reacted Asymmetrically to Stock Prices? (2012)Has the Fed Reacted Asymmetri…The role of macroeconomic policies in the global crisis (2011)The role of macroeconomic pol…Practical Monetary Policy: Examples from Sweden and the United States (2011)Practical Monetary Policy: Ex…Monetary Policy Lessons from the Crisis (2011)Monetary Policy Lessons from …Monetary policy and the global housing bubble (2011)Monetary policy and the globa…Capital Flows and Financial Stability (2011)Capital Flows and Financial S…Monetary policy and financial imbalances: facts and fiction (2010)Monetary policy and financial…Inflation Targeting (2010)Inflation TargetingMonetary Policy and the Housing Bubble (2009)Monetary Policy and the Housi…Global Financial Crisis: Causes, Impact, Policy Responses and Lessons* (2009)Global Financial Crisis: Caus…Credible alertness revisited (2009)Credible alertness revisitedManias, Panics, and Crashes: A History of Financial Crises (1979)Discretion versus policy rules in practice (1993)The Consequences of Mortgage Credit Expansion: Evidence from the U.S. Mortgage Default Crisis * (2009)ABS inflows to the United States and the global financial crisis (2012)Can Non-Interest Rate Policies Stabilize Housing Markets? Evidence from a Panel of 57 Economies (2013)An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)The Twin Crises: The Causes of Banking and Balance-of-Payments Problems (1999)The Irish crisis (2011)Can interest rates really control house prices? Effectiveness and implications for macroprudential policy (2014)The Sensitivity of Housing Demand to Financing Conditions: Evidence from a Survey (2021)Macroeconomics and Reality (1980)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)The price of residential land in large US cities (2007)Betting the house (2014)Collateral constraints and macroeconomic asymmetries (2017)Staggered Prices in a Utility-Maximizing Framework (1996)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)A Theory of Demand Shocks (2009)Monetary Policy Strategy: Lessons from the Crisis (2011)Risk, uncertainty and monetary policy (2013)Agency Costs, Net Worth, And Business Fluctuations (1988)Credit Cycles (1997)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)Optimal Monetary Policy and Capital Account Restrictions in a Small Open Economy (2015)Assessing the Efficacy of Borrower-Based Macroprudential Policy Using an Integrated Micro-Macro Model for European Households (2016)Optimal capital account liberalization in China (2020)Intraday periodicity and volatility persistence in financial markets (1997)Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)What Explains the Stock Market's Reaction to Federal Reserve Policy? 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(1936)Information, trade and common knowledge (1982)Global Games and Equilibrium Selection (1993)Hedge Funds and the Technology Bubble (2004)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)TESTING FOR MULTIPLE BUBBLES: HISTORICAL EPISODES OF EXUBERANCE AND COLLAPSE IN THE S&P 500 (2015)Theory of Rational Option Pricing (1973)Noise Trader Risk in Financial Markets (1990)Theory of rational option pricing (2005)Risk and Return in Fixed-Income Arbitrage: Nickels in Front of a Steamroller? (2006)Limits-to-arbitrage, investment frictions, and the asset growth anomaly (2011)The TIPS‐Treasury Bond Puzzle (2013)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2003Bubbles and Crashes1,246 cited
  • 2002Monetary policy and asset prices497 cited
  • 200799 Luftballons: Monetary policy and the house price boom across U.S. states432 cited
  • 2003Losing Money on Arbitrage: Optimal Dynamic Portfolio Choice in Markets with Arbitrage Opportunities331 cited
  • 2003Central Bank Talk: Does It Matter and Why?251 cited

Cited by

  • 2009Monetary Policy and the Housing Bubble150 cited
  • 2011Monetary policy and the global housing bubble137 cited
  • 2011Capital Flows and Financial Stability112 cited
  • 2016Asset allocation and monetary policy: Evidence from the eurozone66 cited
  • 2009Global Financial Crisis: Causes, Impact, Policy Responses and Lessons*60 cited
  • 2010Inflation Targeting50 cited
  • 2010Monetary policy and financial imbalances: facts and fiction48 cited
  • 2014Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models43 cited
  • 2014Rethinking Housing Bubbles: The Role of Household and Bank Balance Sheets in Modeling Economic Cycles41 cited
  • 2011The role of macroeconomic policies in the global crisis41 cited

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  • 2011Practical Monetary Policy: Examples from Sweden and the United States33 cited
  • 2011Monetary Policy Lessons from the Crisis32 cited
  • 2015Evolution of the Monetary Transmission Mechanism in the US: the Role of Asset Returns30 cited
  • 2009Credible alertness revisited25 cited
  • 2012Has the Fed Reacted Asymmetrically to Stock Prices?25 cited
  • 2012Practical Monetary Policy: Examples from Sweden and the United States25 cited