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Global Financial Transmission of Monetary Policy Shocks*
16 references·16 citing·40 second hopsampled
Global Financial Transmission of Monetary Policy Shocks* (2009)Global Financial Transmission of Monetary…Real-time price discovery in global stock, bond and foreign exchange markets (2007)Real-time price discovery in …What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…The Modern History of Exchange Rate Arrangements: A Reinterpretation (2004)The Modern History of Exchang…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)No Contagion, Only Interdepen…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Have Individual Stocks Become…The Generalized Dynamic-Factor Model: Identification and Estimation (2000)The Generalized Dynamic-Facto…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…Time‐Varying World Market Integration (1995)Time‐Varying World Market Int…Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Do Bulls and Bears Move Acros…Transmission of Volatility between Stock Markets (1990)Transmission of Volatility be…Correlations in Price Changes and Volatility across International Stock Markets (1990)Correlations in Price Changes…Transmission of Volatility Between Stock Markets (1989)Transmission of Volatility Be…The impact of COVID-19 pandemic on transmission of monetary policy to financial markets (2021)The impact of COVID-19 pandem…Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike? (2019)Do the emerging stock markets…The international transmission of US shocks—Evidence from Bayesian global vector autoregressions (2015)The international transmissio…Capital-flow management measures: What are they good for? (2015)Capital-flow management measu…Why do term structures in different currencies co-move? (2014)Why do term structures in dif…International channels of the Fed's unconventional monetary policy (2014)International channels of the…Stock market reaction to fed funds rate surprises: State dependence and the financial crisis (2013)Stock market reaction to fed …Economic policy uncertainty in the US: Does it matter for the Euro area? (2013)Economic policy uncertainty i…Global asset prices and FOMC announcements (2011)Global asset prices and FOMC …CROSS-COUNTRY CAUSES AND CONSEQUENCES OF THE 2008 CRISIS: INTERNATIONAL LINKAGES AND AMERICAN EXPOSURE (2010)CROSS-COUNTRY CAUSES AND CONS…Cross-Country Causes and Consequences of the 2008 Crisis: International Linkages and American Exposure (2009)Cross-Country Causes and Cons…The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data (2008)The reaction of asset prices …Monetary policy shocks in the euro area and global liquidity spillovers (2007)Monetary policy shocks in the…How do extended benefits affect unemployment duration? A regression discontinuity approach (2007)How do extended benefits affe…European banking: An overview (2007)European banking: An overviewMulti-Dimensional Transitional Dynamics: A Simple Numerical Procedure (2004)Multi-Dimensional Transitiona…Business Cycle Modeling Without Pretending to Have Too Much A Priori Economic Theory (1977)Panels with Nonstationary Multifactor Error Structures (2006)Exploring the international linkages of the euro area: a global VAR analysis (2007)U.S. Monetary Policy and the Global Financial Cycle (2020)The Behavior of Stock-Market Prices (1965)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Fundamentals and Stock Returns in Japan (1991)Asymmetric Volatility and Risk in Equity Markets (2000)Stock return variances (1986)Mean reversion in stock prices (1988)Emerging equity market volatility (1997)Trying to Explain Home Bias in Equities and Consumption (1999)A Rational Expectations Model of Financial Contagion (2002)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)The distribution of realized stock return volatility (2001)Asymmetric correlations of equity portfolios (2002)Default Risk in Equity Returns (2004)The Econometrics of Financial Markets (2012)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Foreign Speculators and Emerging Equity Markets (2000)International Asset Allocation With Regime Shifts (2002)Does financial liberalization spur growth? (2005)The monetary dynamics of hyperinflation (1956)Currency crashes in emerging markets: An empirical treatment (1996)The Globalization of Liberalization: Policy Diffusion in the International Political Economy (2004)When it Rains, it Pours: Procyclical Capital Flows and Macroeconomic Policies (2004)From Financial Crash to Debt Crisis (2011)The Quarterly Journal of Economics (2024)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)Extreme Correlation of International Equity Markets (2001)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements4,647 cited
  • 2001Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk2,419 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1995Time‐Varying World Market Integration2,152 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 1990Correlations in Price Changes and Volatility across International Stock Markets1,913 cited
  • 2004The Modern History of Exchange Rate Arrangements: A Reinterpretation1,906 cited
  • 2000The Generalized Dynamic-Factor Model: Identification and Estimation1,709 cited
  • 1990Transmission of Volatility between Stock Markets1,588 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 1989Transmission of Volatility Between Stock Markets1,516 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 1997

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On Stock Market Returns and Monetary Policy
931 cited
  • 1994Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility874 cited
  • Cited by

    • 2013Economic policy uncertainty in the US: Does it matter for the Euro area?530 cited
    • 2007How do extended benefits affect unemployment duration? A regression discontinuity approach318 cited
    • 2014International channels of the Fed's unconventional monetary policy301 cited
    • 2007European banking: An overview296 cited
    • 2007Monetary policy shocks in the euro area and global liquidity spillovers289 cited
    • 2019Do the emerging stock markets react to international economic policy uncertainty, geopolitical risk and financial stress alike?256 cited
    • 2011Global asset prices and FOMC announcements239 cited
    • 2015Capital-flow management measures: What are they good for?223 cited
    • 2021The impact of COVID-19 pandemic on transmission of monetary policy to financial markets190 cited
    • 2010CROSS-COUNTRY CAUSES AND CONSEQUENCES OF THE 2008 CRISIS: INTERNATIONAL LINKAGES AND AMERICAN EXPOSURE190 cited
    • 2004Multi-Dimensional Transitional Dynamics: A Simple Numerical Procedure180 cited
    • 2015The international transmission of US shocks—Evidence from Bayesian global vector autoregressions174 cited
    • 2009Cross-Country Causes and Consequences of the 2008 Crisis: International Linkages and American Exposure160 cited
    • 2008The reaction of asset prices to macroeconomic announcements in new EU markets: Evidence from intraday data133 cited
    • 2014Why do term structures in different currencies co-move?128 cited
    • 2013Stock market reaction to fed funds rate surprises: State dependence and the financial crisis123 cited