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Euro Area Monetary Policy Shocks: Impact on Financial Asset Prices During the Crisis?
16 references·9 citing·41 second hop
Euro Area Monetary Policy Shocks: Impact on Financial Asset Prices During the Crisis? (2014)Euro Area Monetary Policy Shocks: Impact …Economic Policy Uncertainty and Inflation Expectations (2014)Economic Policy Uncertainty a…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…Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? (2006)Have Increases in Federal Res…Using Federal Funds Futures Contracts for Monetary Policy Analysis (2005)Using Federal Funds Futures C…Talking heads: the effects of ECB statements on the euro–dollar exchange rate (2005)Talking heads: the effects of…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2004)What Explains the Stock Marke…The Euribor Futures Market: Efficiency and the Impact of ECB Policy Announcements (2004)The Euribor Futures Market: E…Interest Rate Setting by the ECB, 1999-2006: Words and Deeds (2004)Interest Rate Setting by the …Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Anticipations of Monetary Policy in Financial Markets (2003)Anticipations of Monetary Pol…The Impact of Monetary Policy on Asset Prices (2002)The Impact of Monetary Policy…Determining the Number of Factors in Approximate Factor Models (2002)Determining the Number of Fac…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…The transmission mechanism of credit support policies in the euro area (2020)The transmission mechanism of…Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach (2018)Nowcasting global economic gr…Delphic and Odyssean monetary policy shocks: Evidence from the euro area (2018)Delphic and Odyssean monetary…ECB Monetary Policy Transmission During Normal and Negative Interest Rate Periods (2017)ECB Monetary Policy Transmiss…Variable Selection in Predictive MIDAS Models (2014)Variable Selection in Predict…Trade Networks and Colonial Trade Spillovers (2014)Trade Networks and Colonial T…The Term Structure of the Welfare Cost of Uncertainty (2014)The Term Structure of the Wel…Strategic Fiscal Revaluation or Devaluation: Why Does the Labor Wedge Matter? (2014)Strategic Fiscal Revaluation …Assessing the Macroeconomic Effects of LTROs (2014)Assessing the Macroeconomic E…Tests for Unit Roots: A Monte Carlo Investigation (1989)Forecasting inflation (1999)Inferential Theory for Factor Models of Large Dimensions (2003)A PANIC Attack on Unit Roots and Cointegration (2004)Panel Data Models With Interactive Fixed Effects (2009)Content Analysis for the Social Sciences and Humanities. (1970)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Social Value of Public Information: Morris and Shin (2002) Is Actually Pro-Transparency, Not Con: Reply (2006)From Turmoil to Crisis: Dislocations in the FX Swap Market Before and After the Failure of Lehman Brothers (2009)Shocking Language: Understanding the Macroeconomic Effects of Central Bank Communication (2015)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Accounting for a Shift in Term Structure Behavior with No‐Arbitrage and Macro‐Finance Models (2007)Revealing the Secrets of the Temple: The Value of Publishing Central Bank Interest Rate Projections (2007)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)The Econometrics of Financial Markets (2012)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)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)Empirical exchange rate models of the seventies (1983)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Words are not all created equal: A new measure of ECB communication (2017)Central Bank Transparency (2002)The Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Monetary Policy in the Media (2011)Starting from a blank page? Semantic similarity in central bank communication and market volatility (2019)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)Monetary Policy Rules (1999)Heterogeneous Expectations and Bond Markets (2006)Gradualism, Transparency and the Improved Operational Framework: A Look at Overnight Volatility Transmission* (2009)Why Are Target Interest Rate Changes so Persistent? (2012)Content Analysis for the Social Sciences and Humanities (1970)The Information Content of Central Bank Minutes (2012)Stock Returns Over the FOMC Cycle (2015)Fed Speak on Main Street: Central Bank Communication and Household Expectations (2016)
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References

  • 2002Determining the Number of Factors in Approximate Factor Models4,110 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 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
  • 2007Communication by Central Bank Committee Members: Different Strategies, Same Effectiveness?370 cited
  • 2006Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts?244 cited
  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence213 cited
  • 2005Talking heads: the effects of ECB statements on the euro–dollar exchange rate177 cited
  • 2007Do financial markets react to Bank of England communication?171 cited
  • 2003Anticipations of Monetary Policy in Financial Markets157 cited
  • 2004Interest Rate Setting by the ECB, 1999-2006: Words and Deeds146 cited
  • 2004The Euribor Futures Market: Efficiency and the Impact of ECB Policy Announcements111 cited
  • 2005Using Federal Funds Futures Contracts for Monetary Policy Analysis96 cited
  • 2014Economic Policy Uncertainty and Inflation Expectations87 cited

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  • 2004What Explains the Stock Market's Reaction to Federal Reserve Policy?87 cited
  • 2002The Impact of Monetary Policy on Asset Prices85 cited
  • Cited by

    • 2014Variable Selection in Predictive MIDAS Models56 cited
    • 2018Nowcasting global economic growth: A factor‐augmented mixed‐frequency approach45 cited
    • 2020The transmission mechanism of credit support policies in the euro area32 cited
    • 2014Assessing the Macroeconomic Effects of LTROs25 cited
    • 2014The Term Structure of the Welfare Cost of Uncertainty24 cited
    • 2018Delphic and Odyssean monetary policy shocks: Evidence from the euro area23 cited
    • 2017ECB Monetary Policy Transmission During Normal and Negative Interest Rate Periods21 cited
    • 2014Strategic Fiscal Revaluation or Devaluation: Why Does the Labor Wedge Matter?20 cited
    • 2014Trade Networks and Colonial Trade Spillovers16 cited