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The Response of Market Interest Rates to Discount Rate Changes
7 references·1 citing·34 second hop
The Response of Market Interest Rates to Discount Rate Changes (1992)The Response of Market Interest Rates to …The information content of discount rate announcements: What is behind the announcement effect? (1998)The information content of di…A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)A New Approach to the Economi…The Information Content of Discount Rate Announcements and Their Effect on Market Interest Rates (1988)The Information Content of Di…Asset Returns, Discount Rate Changes, and Market Efficiency (1985)Asset Returns, Discount Rate …The impact of discount rate changes on market interest rates (1984)The impact of discount rate c…Discount rate changes and the foreign exchange market (1984)Discount rate changes and the…Limited-Dependent and Qualitative Variables in Econometrics (1983)Limited-Dependent and Qualita…The effects of monetary policy changes on market interest rates in Greece: An event study approach (2004)The effects of monetary polic…Using daily stock returns (1985)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)Empirical exchange rate models of the seventies (1983)Discount rate policy under alternative operating procedures: An empirical investigation (1992)The reaction of foreign stock markets to U.S. discount rate changes (1993)Nonlinear dynamics in foreign exchange rates (1999)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Trends and random walks in macroeconmic time series (1982)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)ARCH modeling in finance (1992)Introductory Econometrics for Finance (2008)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Financial Theory and Corporate Policy. (1980)MACRO ECONOMETRICS OF STOCK PRICE FLUCTUATIONS (1993)A Program for Monetary Stability (1961)The federal funds rate and the channels of monetary transmission (1989)Monetary Policy and Credit Conditions: Evidence From the Composition of External Finance (1992)Does the Fed's New Policy of Immediate Disclosure Affect the Market? (1996)Impact of the federal open market committee's meetings and scheduled macroeconomic news on stock market uncertainty (2004)The Evolution of Federal Reserve Policy and the Impact of Monetary Policy Surprises on Asset Prices (2014)Asset Returns, Discount Rate Changes, and Market Efficiency (1985)Discount rate changes, stock market returns, volatility, and trading volume: Evidence from intraday data and implications for market efficiency (1999)EFFECT OF FEDERAL RESERVE POLICIES ON BANK EQUITY RETURNS (2000)Discount rate changes and security returns in the U.S., 1962–1991 (1995)Monetary environments and international stock returns (1999)Monetary Shocks and REIT Returns (2006)Chapter 24 Econometric analysis of qualitative response models (1984)How do young people choose college majors? (2002)Neighborhood distress and school dropout: the variable significance of community context (2003)
this work references cited by second hop

References

  • 1989A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle9,681 cited
  • 1983Limited-Dependent and Qualitative Variables in Econometrics446 cited
  • 1985Asset Returns, Discount Rate Changes, and Market Efficiency162 cited
  • 1988The Information Content of Discount Rate Announcements and Their Effect on Market Interest Rates116 cited
  • 1984The impact of discount rate changes on market interest rates55 cited
  • 1998The information content of discount rate announcements: What is behind the announcement effect?40 cited
  • 1984Discount rate changes and the foreign exchange market32 cited

Cited by

  • 2004The effects of monetary policy changes on market interest rates in Greece: An event study approach16 cited

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