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Monetary Policy and Stock Prices: Theory and Evidence
16 references·6 citing·49 second hop
Monetary Policy and Stock Prices: Theory and Evidence (2002)Monetary Policy and Stock Prices: Theory …Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Measuring The Reaction of Monetary Policy to the Stock Market (2003)Measuring The Reaction of Mon…Habit Persistence, Asset Returns, and the Business Cycle (2001)Habit Persistence, Asset Retu…Stock Market Wealth and Consumption (2000)Stock Market Wealth and Consu…Monetary Policy and Asset Price Volatility (2000)Monetary Policy and Asset Pri…Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach (2000)Exchange rate anomalies in th…Error Bands for Impulse Responses (1999)Error Bands for Impulse Respo…Monetary policy rules in practice (1998)Monetary policy rules in prac…Measuring Monetary Policy (1998)Measuring Monetary PolicyOn Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…Identifying monetary policy in a small open economy under flexible exchange rates (1997)Identifying monetary policy i…The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds (1996)The Effects of Monetary Polic…Liquidity Effects and the Monetary Transmission Mechanism (1992)Liquidity Effects and the Mon…Interpreting the macroeconomic time series facts (1992)Interpreting the macroeconomi…Time to Build and Aggregate Fluctuations (1982)Time to Build and Aggregate F…Interest rates and currency prices in a two-country world (1982)Interest rates and currency p…Competitive Prices and Asymmetric Cost Behavior for Iraqi Firms: Capacity Utilization as a Moderator (2022)Competitive Prices and Asymme…Monetary Policy Impact on Stock Return: Evidence from Growing Stock Markets (2016)Monetary Policy Impact on Sto…Stock prices and monetary policy shocks: A general equilibrium approach (2013)Stock prices and monetary pol…Monetary policy shocks and financial conditions: A Monte Carlo experiment (2012)Monetary policy shocks and fi…Monetary Policy Effects: New Evidence from the Italian Flow of Funds (2012)Monetary Policy Effects: New …Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states (2012)Monetary policy and stock pri…A Monetary History of the United States 1867-1960 (1964)MONEY, INCOME, AND CAUSALITY (1972)Macroeconomics and Reality (1980)Monetary Theory and Policy (1999)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)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)Should Central Banks Respond to Movements in Asset Prices? (2001)Financial Intermediaries and Monetary Economics (2010)The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)Stock Return Predictability and The Role of Monetary Policy (1997)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Stochastic Implications of the Life Cycle-Permanent Income Hypothesis: Theory and Evidence (1978)Preference Parameters and Behavioral Heterogeneity: An Experimental Approach in the Health and Retirement Study (1997)Habit Formation in Consumption and Its Implications for Monetary-Policy Models (2000)Can Sticky Price Models Generate Volatile and Persistent Real Exchange Rates? (2002)Time Discounting and Time Preference: A Critical Review (2002)The Value Premium (2005)Immiserizing Growth: A Geometrical Note (1958)Theory of Value (1959)Asset Prices in an Exchange Economy (1978)Trying to Explain Home Bias in Equities and Consumption (1999)The Economics of Exchange Rates (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Aggregate Dynamics and Staggered Contracts (1980)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)The equity premium: A puzzle (1985)Production, growth and business cycles (1988)An Estimated Dynamic Stochastic General Equilibrium Model of the Euro Area (2003)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)An Optimization-Based Econometric Framework for the Evaluation of Monetary Policy (1997)An Empirical Characterization of the Dynamic Effects of Changes in Government Spending and Taxes on Output (2002)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Discretion versus policy rules in practice (1993)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)The Impact of Uncertainty Shocks (2009)The Financial Accelerator and the Flight to Quality (1996)Oil price shocks and stock market activity (1999)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)
this work references cited by second hop

References

  • 1982Time to Build and Aggregate Fluctuations5,933 cited
  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1998Monetary policy rules in practice2,206 cited
  • 1992Interpreting the macroeconomic time series facts1,858 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 2000Monetary Policy and Asset Price Volatility1,274 cited
  • 1982Interest rates and currency prices in a two-country world1,256 cited
  • 1996The Effects of Monetary Policy Shocks: Evidence from the Flow of Funds1,209 cited
  • 2001Habit Persistence, Asset Returns, and the Business Cycle1,049 cited
  • 1997On Stock Market Returns and Monetary Policy931 cited
  • 1999Error Bands for Impulse Responses930 cited
  • 2000Exchange rate anomalies in the industrial countries: A solution with a structural VAR approach916 cited
  • 1997Identifying monetary policy in a small open economy under flexible exchange rates793 cited
  • 2003Measuring The Reaction of Monetary Policy to the Stock Market744 cited
  • 2000Stock Market Wealth and Consumption702 cited
  • 1992Liquidity Effects and the Monetary Transmission Mechanism

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555 cited

Cited by

  • 2022Competitive Prices and Asymmetric Cost Behavior for Iraqi Firms: Capacity Utilization as a Moderator32 cited
  • 2012Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states28 cited
  • 2013Stock prices and monetary policy shocks: A general equilibrium approach27 cited
  • 2012Monetary policy shocks and financial conditions: A Monte Carlo experiment26 cited
  • 2012Monetary Policy Effects: New Evidence from the Italian Flow of Funds26 cited
  • 2016Monetary Policy Impact on Stock Return: Evidence from Growing Stock Markets25 cited