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Monetary Policy and its Impact on Stock Market Liquidity: Evidence from the Euro Zone
16 references·8 citing·36 second hop
Monetary Policy and its Impact on Stock Market Liquidity: Evidence from the Euro Zone (2011)Monetary Policy and its Impact on Stock M…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Investigating Causal Relation…Market Liquidity and Funding Liquidity (2008)Market Liquidity and Funding …Asset pricing with liquidity risk (2005)Asset pricing with liquidity …Liquidity Risk and Expected Stock Returns (2003)Liquidity Risk and Expected S…Unit root tests in panel data: asymptotic and finite-sample properties (2002)Unit root tests in panel data…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Monetary policy rules in practice (1998)Monetary policy rules in prac…Postwar U.S. Business Cycles: An Empirical Investigation (1997)Postwar U.S. Business Cycles:…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Asset pricing and the bid-ask spread (1986)Asset pricing and the bid-ask…A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)A Simple Implicit Measure of …Information Effects on the Bid-Ask Spread (1983)Information Effects on the Bi…Macroeconomics and Reality (1980)Macroeconomics and RealityDistribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Stock market liquidity, funding liquidity, financial crises and quantitative easing (2020)Stock market liquidity, fundi…Time Zones Matter: The Impact of Distance and Time Zones on Services Trade (2015)Time Zones Matter: The Impact…The Opportunity Costs of Conservation with Deterministic and Probabilistic Degradation Externalities (2015)The Opportunity Costs of Cons…Structural Breaks in Inflation Dynamics Within the European Monetary Union (2014)Structural Breaks in Inflatio…Impact of monetary policy changes on the Chinese monetary and stock markets (2013)Impact of monetary policy cha…Testing a forgotten aspect of Akerlof’s gift exchange hypothesis: Relational contracts with individual and uniform wages (2012)Testing a forgotten aspect of…Sabotage in Tournaments: Evidence from a Natural Experiment (2012)Sabotage in Tournaments: Evid…Role Selection and Team Performance (2010)Role Selection and Team Perfo…A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Statistical analysis of cointegration vectors (1988)Bounds testing approaches to the analysis of level relationships (2001)Testing for a Unit Root in Time Series Regression (1988)Testing for unit roots in heterogeneous panels (2003)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)A simple panel unit root test in the presence of cross‐section dependence (2007)Pitfalls in Financial Model-Building (1968)Conditional logit analysis of qualitative choice behavior (1972)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Generalized impulse response analysis in linear multivariate models (1998)Risk, Return, and Equilibrium: Empirical Tests (1973)The relationship between return and market value of common stocks (1981)The theory and practice of econometrics (1986)Investor Sentiment and the Cross‐Section of Stock Returns (2006)The General Theory of Employment, Interest and Money, by John Maynard Keynes (1936)The General Theory of Employment, Interest and Money. (1936)The Band Pass Filter (1999)On Adjusting the Hodrick-Prescott Filter for the Frequency of Observations (2002)Measuring Uncertainty (2015)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Common risk factors in the returns on stocks and bonds (1993)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)A five-factor asset pricing model (2014)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)On Persistence in Mutual Fund Performance (1997)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 2002Unit root tests in panel data: asymptotic and finite-sample properties12,832 cited
  • 1980Macroeconomics and Reality12,826 cited
  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1993Discretion versus policy rules in practice9,059 cited
  • 1997Postwar U.S. Business Cycles: An Empirical Investigation7,358 cited
  • 2003Liquidity Risk and Expected Stock Returns5,362 cited
  • 1986Asset pricing and the bid-ask spread5,087 cited
  • 2008Market Liquidity and Funding Liquidity5,007 cited
  • 2010Investigating Causal Relations by Econometric Models and Cross-Spectral Methods4,760 cited
  • 2005Asset pricing with liquidity risk2,816 cited
  • 1984A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market2,748 cited
  • 1998Monetary policy rules in practice2,206 cited

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1983
Information Effects on the Bid-Ask Spread
1,875 cited

Cited by

  • 2012Sabotage in Tournaments: Evidence from a Natural Experiment83 cited
  • 2015Time Zones Matter: The Impact of Distance and Time Zones on Services Trade42 cited
  • 2013Impact of monetary policy changes on the Chinese monetary and stock markets41 cited
  • 2014Structural Breaks in Inflation Dynamics Within the European Monetary Union37 cited
  • 2012Testing a forgotten aspect of Akerlof’s gift exchange hypothesis: Relational contracts with individual and uniform wages35 cited
  • 2010Role Selection and Team Performance32 cited
  • 2020Stock market liquidity, funding liquidity, financial crises and quantitative easing28 cited
  • 2015The Opportunity Costs of Conservation with Deterministic and Probabilistic Degradation Externalities25 cited