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Asset Allocation and Monetary Policy: Evidence from the Eurozone
16 references·2 citing·44 second hop
Asset Allocation and Monetary Policy: Evidence from the Eurozone (2013)Asset Allocation and Monetary Policy: Evi…Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking? (2014)Hazardous Times for Monetary …Risk, uncertainty and monetary policy (2013)Risk, uncertainty and monetar…Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Capital regulation, risk-taki…Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards (2011)Bank Risk-taking, Securitizat…Financial Intermediaries and Monetary Economics (2010)Financial Intermediaries and …How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2009)How to do Xtabond2: An Introd…How to do Xtabond2: An Introduction to Difference and System GMM in Stata (2007)How to do Xtabond2: An Introd…Hedging, Familiarity and Portfolio Choice (2006)Hedging, Familiarity and Port…Has Finance Made the World Riskier? (2006)Has Finance Made the World Ri…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Asset Prices, Financial and Monetary Stability: Exploring the Nexus (2005)Asset Prices, Financial and M…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Should Central Banks Respond to Movements in Asset Prices? (2001)Should Central Banks Respond …Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…Home Bias at Home: Local Equity Preference in Domestic Portfolios (1999)Home Bias at Home: Local Equi…On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…Quantitative Easing and Preferred Habitat Investors in the Euro Area Bond Market (2018)Quantitative Easing and Prefe…Global Asset Allocation Shifts (2015)Global Asset Allocation ShiftsThe Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)Has Financial Development Made the World Riskier? (2005)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)One Decade of Inflation Targeting in the World: What Do We Know and What Do We Need to Know? (2001)Inflation Targeting: A New Framework for Monetary Policy? (1997)Inefficient Credit Booms (2008)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)Another look at the instrumental variable estimation of error-components models (1995)Initial conditions and moment restrictions in dynamic panel data models (1998)Strong boards, CEO power and bank risk-taking (2009)TOTAL FACTOR PRODUCTIVITY ESTIMATION: A PRACTICAL REVIEW (2010)Deriving the Pricing Power of Product Features by Mining Consumer Reviews (2011)Increasing Returns and Economic Geography (1990)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Investor Psychology and Asset Pricing (2001)Does Distance Still Matter? The Information Revolution in Small Business Lending (2002)Information and the Cost of Capital (2004)Credit Rationing in Markets with Imperfect Information (1981)Financial Intermediation and Delegated Monitoring (1984)The Benefits of Lending Relationships: Evidence from Small Business Data (1994)Credit Supply and Monetary Policy: Identifying the Bank Balance-Sheet Channel with Loan Applications (2012)The Deposits Channel of Monetary Policy* (2017)Whatever It Takes: The Real Effects of Unconventional Monetary Policy (2017)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Financing Constraints and Corporate Investment (1988)Capital Flows and the Risk-Taking Channel of Monetary Policy (2013)Dilemma not Trilemma: The Global Financial Cycle and Monetary Policy Independence (2015)Macroeconomics and Reality (1980)Discretion versus policy rules in practice (1993)The Impact of Uncertainty Shocks (2009)The VIX, the variance premium and stock market volatility (2014)Economic policy uncertainty: A literature review (2019)U.S. Monetary Policy and the Global Financial Cycle (2020)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Uncertainty about Government Policy and Stock Prices (2012)Optimum Technical Change in An Aggregative Model of Economic Growth (1965)Do women directors improve firm performance in China? (2013)Dealing with endogeneity bias: The generalized method of moments (GMM) for panel data (2018)
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References

  • 2009How to do Xtabond2: An Introduction to Difference and System GMM in Stata9,826 cited
  • 1999Home Bias at Home: Local Equity Preference in Domestic Portfolios2,898 cited
  • 2007How to do Xtabond2: An Introduction to Difference and System GMM in Stata2,637 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2011Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism?1,799 cited
  • 2014Hazardous Times for Monetary Policy: What Do Twenty-Three Million Bank Loans Say About the Effects of Monetary Policy on Credit Risk-Taking?1,328 cited
  • 2005Asset Prices, Financial and Monetary Stability: Exploring the Nexus1,287 cited
  • 2000Monetary Policy and Asset Price Volatility1,274 cited
  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 2001Should Central Banks Respond to Movements in Asset Prices?1,166 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 1997On Stock Market Returns and Monetary Policy931 cited
  • 2006Has Finance Made the World Riskier?919 cited
  • 2011Bank Risk-taking, Securitization, Supervision, and Low Interest Rates: Evidence from the Euro-area and the U.S. Lending Standards730 cited
  • 2006

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Hedging, Familiarity and Portfolio Choice
643 cited
  • 2010Financial Intermediaries and Monetary Economics616 cited
  • Cited by

    • 2015Global Asset Allocation Shifts20 cited
    • 2018Quantitative Easing and Preferred Habitat Investors in the Euro Area Bond Market11 cited