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Financial Market Reaction to Federal Reserve Communications: Does the Crisis Make a Difference?
16 references·0 citing·34 second hop
Financial Market Reaction to Federal Reserve Communications: Does the Crisis Make a Difference? (2008)Financial Market Reaction to Federal Rese…Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements (2009)Measuring Central Bank Commun…Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Central Bank Communication an…Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Central Bank Communication an…Do financial markets react to Bank of England communication? (2007)Do financial markets react to…Communication by Central Bank Committee Members: Different Strategies, Same Effectiveness? (2007)Communication by Central Bank…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Central Bank Talk: Does It Matter and Why? (2003)Central Bank Talk: Does It Ma…Open mouth operations (2000)Open mouth operationsDynamic Econometrics (1995)Dynamic EconometricsAutoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1995)Autoregressive Conditional He…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…A Conditionally Heteroskedastic Time Series Model for Speculative Prices and Rates of Return (1987)A Conditionally Heteroskedast…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Content Analysis for the Social Sciences and Humanities (1970)Content Analysis for the Soci…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)ARCH modeling in finance (1992)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Multivariate Simultaneous Generalized ARCH (1995)The Science of Monetary Policy: A New Keynesian Perspective (1999)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)The Pre-FOMC Announcement Drift (2012)The Transmission of Monetary Policy Shocks (2017)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? (2005)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Rules, discretion and reputation in a model of monetary policy (1983)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Political Choice in Britain (2004)Taking Time Seriously (2008)Econometric Analysis of Cross Section and Panel Data (2001)Rethinking validity and reliability in content analysis (1999)“It is what one does”: why people participate and help others in electronic communities of practice (2000)Content Analysis: Review of Methods and Their Applications in Nutrition Education (2002)Modeling and Forecasting Realized Volatility (2001)Idiosyncratic risk and the cross-section of expected stock returns (2008)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1993Discretion versus policy rules in practice9,059 cited
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  • 1970Content Analysis for the Social Sciences and Humanities2,155 cited
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  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence1,391 cited
  • 1995Dynamic Econometrics1,199 cited
  • 2007Communication by Central Bank Committee Members: Different Strategies, Same Effectiveness?370 cited
  • 2003Central Bank Talk: Does It Matter and Why?251 cited
  • 2000Open mouth operations249 cited
  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence213 cited
  • 2009

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Measuring Central Bank Communication: An Automated Approach with Application to FOMC Statements
208 cited
  • 2007Do financial markets react to Bank of England communication?171 cited
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