SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Monetary Policy and Financial Market Expectations: What Did They Know and When Did They Know It?
13 references·0 citing·44 second hop
Monetary Policy and Financial Market Expectations: What Did They Know and When Did They Know It? (1996)Monetary Policy and Financial Market Expe…Do Measures of Monetary Policy in a VAR Make Sense (1998)Do Measures of Monetary Polic…Using Federal Funds Futures Rates to Predict Federal Reserve Actions (1997)Using Federal Funds Futures R…The Fed funds futures rate as a predictor of federal reserve policy (1996)The Fed funds futures rate as…Does the Fed's New Policy of Immediate Disclosure Affect the Market? (1996)Does the Fed's New Policy of …The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank (1995)The Term Structure of Interes…The FOMC in 1993 and 1994: Monetary Policy in Transition (1995)The FOMC in 1993 and 1994: Mo…Some Lessons from the Yield Curve (1995)Some Lessons from the Yield C…Federal Funds Futures as an Indicator of Future Monetary Policy: A Primer (1995)Federal Funds Futures as an I…Measuring International Price and Cost Competitiveness (1993)Measuring International Price…What does the term structure tell us about future inflation? (1990)What does the term structure …Term-structure forecasts of interest rates, inflation and real returns (1990)Term-structure forecasts of i…Estimating Exchange Rate Effects on Exports: A Cautionary Note (1986)Estimating Exchange Rate Effe…A new alternative trade-weighted dollar exchange rate index (1986)A new alternative trade-weigh…The Private and Social Value of Information and the Reward to Inventive Activity (1978)Monetary mystique: Secrecy and central banking (1986)EFFECT OF FEDERAL RESERVE POLICIES ON BANK EQUITY RETURNS (2000)Central bank transparency and market efficiency: An econometric analysis (2002)Interest Rate Surprises and Stock Prices (2002)Trends and random walks in macroeconmic time series (1982)Dividend yields and expected stock returns (1988)Business conditions and expected returns on stocks and bonds (1989)A No-Arbitrage Vector Autoregression of Term Structure Dynamics with Macroeconomic and Latent Variables (1999)Household Risk Management and Optimal Mortgage Choice (2003)The Term Structure of Real Rates and Expected Inflation (2007)Forward Exchange Rates as Optimal Predictors of Future Spot Rates: An Econometric Analysis (1980)The identification of monetary policy disturbances explaining the liquidity puzzle (1995)Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market (2002)Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? (2006)Prediction market accuracy in the long run (2008)On the Determination of the Public Debt (1979)A Theory of the Term Structure of Interest Rates (1985)Global Capital and National Governments (2001)Financial Markets and the Real Economy (2005)Climate Change News Risk and Corporate Bond Returns (2020)The federal funds rate and the channels of monetary transmission (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Measuring Monetary Policy (1998)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Bond Risk Premia (2005)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Econometric policy evaluation: A critique (1976)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Cointegration and Tests of Present Value Models (1987)What Moves the Stock and Bond Markets? A Variance Decomposition for Long‐Term Asset Returns (1993)Inflation Illusion and Stock Prices (2004)Does the Term Structure Predict Recessions? The International Evidence (2005)Canonical Term-Structure Models with Observable Factors and the Dynamics of Bond Risk Premiums (2006)Forecasting US recessions with various risk factors and dynamic probit models (2011)Intervention from an information perspective (2000)Do Exchange Rates Respond to Day-to-Day Changes in Monetary Policy Expectations When No Monetary Policy Changes Occur? (2006)Model‐free evaluation of directional predictability in foreign exchange markets (2007)MARKET REACTION TO MONETARY POLICY NONANNOUNCEMENTS (1998)Extracting the Expected Path of Monetary Policy from Futures Rates (2002)Market Predictability of ECB Policy Decisions (2002)The new BIS effective exchange rate indices (2006)Just How Low are China's Labour Costs? (2007)The EAGLE: A Model for Policy Analysis of Macroeconomic Interdependence in the Euro Area (2011)
this work references cited by second hop

References

  • 1998Do Measures of Monetary Policy in a VAR Make Sense629 cited
  • 1990Term-structure forecasts of interest rates, inflation and real returns444 cited
  • 1990What does the term structure tell us about future inflation?428 cited
  • 1995Some Lessons from the Yield Curve366 cited
  • 1996The Fed funds futures rate as a predictor of federal reserve policy262 cited
  • 1993Measuring International Price and Cost Competitiveness149 cited
  • 1995The Term Structure of Interest Rates and Its Role in Monetary Policy for The European Central Bank98 cited
  • 1995Federal Funds Futures as an Indicator of Future Monetary Policy: A Primer46 cited
  • 1997Using Federal Funds Futures Rates to Predict Federal Reserve Actions41 cited
  • 1996Does the Fed's New Policy of Immediate Disclosure Affect the Market?36 cited
  • 1986Estimating Exchange Rate Effects on Exports: A Cautionary Note19 cited
  • 1986A new alternative trade-weighted dollar exchange rate index18 cited
  • 1995The FOMC in 1993 and 1994: Monetary Policy in Transition17 cited

Cited by

No citing works inside the corpus for this window.

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work