SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The impact of monetary policy announcements on the stock price of large European banks during the financial crisis
16 references·16 citing·51 second hopsampled
The impact of monetary policy announcements on the stock price of large European banks during the financial crisis (2014)The impact of monetary policy announcemen…Bank/sovereign risk spillovers in the European debt crisis (2013)Bank/sovereign risk spillover…The pricing of sovereign risk and contagion during the European sovereign debt crisis (2012)The pricing of sovereign risk…Market response to policy initiatives during the global financial crisis (2011)Market response to policy ini…Event Study Testing with Cross-sectional Correlation of Abnormal Returns (2010)Event Study Testing with Cros…Bank risk and monetary policy (2009)Bank risk and monetary policyFinancial Intermediaries, Financial Stability, and Monetary Policy (2008)Financial Intermediaries, Fin…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Taking Stock: Monetary Policy Transmission to Equity Markets (2004)Taking Stock: Monetary Policy…Rating Banks: Risk and Uncertainty in an Opaque Industry (2002)Rating Banks: Risk and Uncert…Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market (2002)Pre-announcement effects, new…Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing (2002)Market Discipline in the Gove…Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When? (2000)Comparing Market and Supervis…Event Studies in Economics and Finance (1997)Event Studies in Economics an…Event-study methodology under conditions of event-induced variance (1991)Event-study methodology under…Withdrawn Security Offerings (1988)Withdrawn Security OfferingsUsing daily stock returns (1985)Using daily stock returnsThe impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis (2024)The impact of monetary policy…The drivers of volume volatility: A big data analysis based on economic uncertainty measures for the Greek banking system (2022)The drivers of volume volatil…#MeToo: Sexual harassment and company value (2021)#MeToo: Sexual harassment and…The value relevance of fair value and historical cost measurements during the financial crisis (2020)The value relevance of fair v…On the effect of credit rating announcements on sovereign bonds: International evidence (2020)On the effect of credit ratin…A survey of empirical findings on unconventional central bank policies (2020)A survey of empirical finding…The impact of Chinese monetary policy on co-movements between money and capital markets (2019)The impact of Chinese monetar…The distributional effects of conventional monetary policy and quantitative easing: Evidence from an estimated DSGE model (2019)The distributional effects of…Interconnectedness in the interbank market (2019)Interconnectedness in the int…Enforcement Actions, Market Movement and Depositors’ Reaction: Evidence from the US Banking System (2019)Enforcement Actions, Market M…Stock market reaction to policy interventions (2018)Stock market reaction to poli…Market reactions to ECB policy innovations: A cross-country analysis (2018)Market reactions to ECB polic…Forgive Me All My Sins: How Penalties Imposed on Banks Travel Through Markets (2018)Forgive Me All My Sins: How P…The dynamic effects of quantitative easing on stock price: Evidence from Asian emerging markets, 2001–2016 (2017)The dynamic effects of quanti…The Trade-Off between Monetary Policy and Bank Stability (2016)The Trade-Off between Monetar…Surprised or not surprised? The investors’ reaction to the comprehensive assessment preceding the launch of the banking union (2016)Surprised or not surprised? T…The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Estimating Standard Errors in Finance Panel Data Sets: Comparing Approaches (2008)How the Market Values Greenwashing? Evidence from China (2014)Protection of Trade Secrets and Capital Structure Decisions (2014)Carbon Risk and Corporate Capital Structure (2018)Measuring security price performance (1980)The Event Study Methodology Since 1969 (1998)The Adjustment of Stock Prices to New Information (2003)Testing Asymmetric-Information Asset Pricing Models (2012)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (2005)Practical Issues in the Analysis of Univariate GARCH Models (2009)A comprehensive survey on deep neural networks for stock market: The need, challenges, and future directions (2021)A General Equilibrium Approach To Monetary Theory (1969)Credit Cycles (1997)Do Investment-Cash Flow Sensitivities Provide Useful Measures of Financing Constraints? (1997)Investor sentiment and the stock market’s reaction to monetary policy (2009)Stocks, bonds, money markets and exchange rates: measuring international financial transmission (2010)Capital Flows, Push versus Pull Factors and the Global Financial Crisis (2011)An Empirical Evaluation of Accounting Income Numbers (1968)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Efficient Capital Markets: II (1991)Introductory Econometrics for Finance (2008)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The arbitrage theory of capital asset pricing (1976)Corporate financing and investment decisions when firms have information that investors do not have (1984)Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices (2000)Capital markets research in accounting (2001)Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations (1991)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)Asset‐based measurement of poverty (2010)Disentangling demand and supply in credit developments: A survey-based analysis for Italy (2011)Are Incentives for R&D Effective? Evidence from a Regression Discontinuity Approach (2014)Determinants and Impact of Sovereign Credit Ratings (1996)The Dynamics of Spillover Effects during the European Sovereign Debt Turmoil (2012)Credit Default Swaps: A Survey (2014)Intra- and inter-regional return and volatility spillovers across emerging and developed markets: Evidence from stock indices and stock index futures (2015)Theory of the firm: Managerial behavior, agency costs and ownership structure (1976)Agency Costs of Free Cash Flow, Corporate Finance, and Takeovers (1986)Agency costs of free cash flow, corporate finance, and takeovers (1996)Has Financial Development Made the World Riskier? (2005)Rethinking Bank Regulation: Till Angels Govern (2005)Has Finance Made the World Riskier? (2006)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1985Using daily stock returns6,497 cited
  • 1997Event Studies in Economics and Finance4,623 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1991Event-study methodology under conditions of event-induced variance1,777 cited
  • 2002Rating Banks: Risk and Uncertainty in an Opaque Industry1,244 cited
  • 2010Event Study Testing with Cross-sectional Correlation of Abnormal Returns648 cited
  • 2012The pricing of sovereign risk and contagion during the European sovereign debt crisis567 cited
  • 2009Bank risk and monetary policy566 cited
  • 2004Taking Stock: Monetary Policy Transmission to Equity Markets466 cited
  • 2002Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market435 cited
  • 1988Withdrawn Security Offerings391 cited
  • 2000Comparing Market and Supervisory Assessments of Bank Performance: Who Knows What When?358 cited
  • 2002Market Discipline in the Governance of U.S. Bank Holding Companies: Monitoring vs. Influencing296 cited
  • 2013Bank/sovereign risk spillovers in the European debt crisis289 cited
  • 2011Market response to policy initiatives during the global financial crisis

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

235 cited
  • 2008Financial Intermediaries, Financial Stability, and Monetary Policy217 cited
  • Cited by

    • 2019Interconnectedness in the interbank market171 cited
    • 2019The distributional effects of conventional monetary policy and quantitative easing: Evidence from an estimated DSGE model74 cited
    • 2020A survey of empirical findings on unconventional central bank policies72 cited
    • 2016Surprised or not surprised? The investors’ reaction to the comprehensive assessment preceding the launch of the banking union56 cited
    • 2021#MeToo: Sexual harassment and company value47 cited
    • 2022The drivers of volume volatility: A big data analysis based on economic uncertainty measures for the Greek banking system40 cited
    • 2020On the effect of credit rating announcements on sovereign bonds: International evidence37 cited
    • 2019Enforcement Actions, Market Movement and Depositors’ Reaction: Evidence from the US Banking System32 cited
    • 2016The Trade-Off between Monetary Policy and Bank Stability32 cited
    • 2018Forgive Me All My Sins: How Penalties Imposed on Banks Travel Through Markets31 cited
    • 2018Stock market reaction to policy interventions31 cited
    • 2017The dynamic effects of quantitative easing on stock price: Evidence from Asian emerging markets, 2001–201628 cited
    • 2020The value relevance of fair value and historical cost measurements during the financial crisis27 cited
    • 2018Market reactions to ECB policy innovations: A cross-country analysis23 cited
    • 2024The impact of monetary policy interventions on banking sector stocks: an empirical investigation of the COVID-19 crisis20 cited
    • 2019The impact of Chinese monetary policy on co-movements between money and capital markets16 cited