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The effect of unanticipated money on the money and foreign exchange markets
14 references·4 citing·43 second hop
The effect of unanticipated money on the money and foreign exchange markets (1989)The effect of unanticipated money on the …Economic news, exchange rates and interest rates (1988)Economic news, exchange rates…THE REACTION OF EXCHANGE RATES TO ECONOMIC NEWS (1985)THE REACTION OF EXCHANGE RATE…Commodity Prices, Money Surprises and Fed Credibilit (1985)Commodity Prices, Money Surpr…Why interest rates react to money announcements (1984)Why interest rates react to m…Recent techniques of monetary policy (1984)Recent techniques of monetary…Market perceptions of federal reserve policy and the weekly monetary announcements (1984)Market perceptions of federal…The Response of Short-Term Interest Rates to Weekly Money Announcements: Note (1983)The Response of Short-Term In…The Money Supply Announcements Puzzle: Review and Interpretation (1983)The Money Supply Announcement…Empirical exchange rate models of the seventies (1983)Empirical exchange rate model…The Response of Short-Term Interest Rates to Weekly Money Announcements (1982)The Response of Short-Term In…Money supply announcements, interest rates, and foreign exchange (1982)Money supply announcements, i…Market Response to the Weekly Money Supply Announcements in the 1970s (1981)Market Response to the Weekly…Stagflation, persistent unemployment and the permanence of economic shocks (1980)Stagflation, persistent unemp…Dummy variables and predictive tests for structural change (1980)Dummy variables and predictiv…Money and output interaction in Nigeria: an econometric investigation using multivariate cointegration technique (2004)Money and output interaction …Do Australian and the US macroeconomic news announcements affect the USD/AUD exchange rate? Some evidence from E-GARCH estimations (1998)Do Australian and the US macr…Money Supply Announcements and Foreign Exchange Futures Prices for Five Countries (1995)Money Supply Announcements an…Tests of Covered Interest Rate Parity (1989)Tests of Covered Interest Rat…Stock Returns, Real Activity, Inflation, and Money (1981)The Fiscal and Monetary Linkage Between Stock Returns and Inflation (1983)Stock Prices and Economic News (1984)ON THE DYNAMIC RELATION BETWEEN STOCK PRICES AND EXCHANGE RATES (1996)Stock prices and exchange rate dynamics (2005)Expectations and Exchange Rate Dynamics (1976)Macroeconomics and Reality (1980)The Purchasing Power Parity Puzzle (1996)Monetary Theory and Policy (1999)Forecasting Economic Time Series (2000)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate? (1986)Monetary Policy Surprises and the Yield Curve (2000)‘Once-in-a-generation’ yen volatility in 1998: fundamentals, intervention, and order flow (2001)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)News from the U.S. and Japan (1987)Do currency markets absorb news quickly? (2005)Rational Expectations and the Theory of Price Movements (1961)Some International Evidence on Output-Inflation Tradeoffs. (1973)Energy price shocks, aggregate supply and monetary policy: The theory and the international evidence (1981)Monetarism: An Interpretation and an Assessment (1981)Interest-rate targeting (1989)The Role of Monetary Policy (1995)A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)Macroeconomic news and bond market volatility1We thank Walter Toshi Baily, Bob Korajczyk, Jim Poterba, Mark Watson, seminar participants at the University of Chicago, Columbia University, Cornell University, and the University of Montreal, and especially Ludger Hentschel (the referee) for helpful comments. We also thank Mark Mitchell for supplying data, and Amy C. Ko and Sydney Ludvigson for research assistance. Lamont was supported by the FMC Faculty Research Fund at the Graduate School of Business, University of Chicago. A portion of this research was completed while Lumsdaine was a National Fellow at the Hoover Institution. We also thank the Financial Research Center at Princeton University for support. A previous version of this paper circulated as `Public Information and the Persistence of Bond Market Volatility'.1 (1998)The surprise element: jumps in interest rates (2002)How is macro news transmitted to exchange rates? (2008)The Effects of Monetary Change on Relative Commodity Prices and the Role of Long-Term Contracts (1980)Do macroeconomics news releases affect gold and silver prices? (2000)Commodity Booms and Busts (2010)The impact of uncertainty shocks on the volatility of commodity prices (2018)Unanticipated Money Growth and Unemployment in the United States (1976)The Reaction of Stock Prices to Unanticipated Changes in Money: A Note (1983)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (2005)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)Public Information Arrival, Exchange Rate Volatility, and Quote Frequency (2000)Exchange rate expectations and economic policy uncertainty (2016)Interest rates and risk premia in the stock market and in the foreign exchange market (1987)Macroeconomic information and stock prices (1987)
this work references cited by second hop

References

  • 1983Empirical exchange rate models of the seventies4,115 cited
  • 1983The Money Supply Announcements Puzzle: Review and Interpretation212 cited
  • 1988Economic news, exchange rates and interest rates212 cited
  • 1984Why interest rates react to money announcements178 cited
  • 1981Market Response to the Weekly Money Supply Announcements in the 1970s171 cited
  • 1985Commodity Prices, Money Surprises and Fed Credibilit151 cited
  • 1980Stagflation, persistent unemployment and the permanence of economic shocks150 cited
  • 1985THE REACTION OF EXCHANGE RATES TO ECONOMIC NEWS136 cited
  • 1982Money supply announcements, interest rates, and foreign exchange118 cited
  • 1984Market perceptions of federal reserve policy and the weekly monetary announcements110 cited
  • 1982The Response of Short-Term Interest Rates to Weekly Money Announcements98 cited
  • 1980Dummy variables and predictive tests for structural change82 cited
  • 1983The Response of Short-Term Interest Rates to Weekly Money Announcements: Note61 cited
  • 1984Recent techniques of monetary policy61 cited

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  • 1998Do Australian and the US macroeconomic news announcements affect the USD/AUD exchange rate? Some evidence from E-GARCH estimations

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38 cited
  • 2004Money and output interaction in Nigeria: an econometric investigation using multivariate cointegration technique19 cited
  • 1989Tests of Covered Interest Rate Parity19 cited
  • 1995Money Supply Announcements and Foreign Exchange Futures Prices for Five Countries13 cited