SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Determinants of Future U.S. Monetary Policy: High‐Frequency Evidence
16 references·1 citing·36 second hop
The Determinants of Future U.S. Monetary Policy: High‐Frequency Evidence (2010)The Determinants of Future U.S. Monetary …Real-time price discovery in global stock, bond and foreign exchange markets (2007)Real-time price discovery in …The high-frequency response of exchange rates and interest rates to macroeconomic announcements (2006)The high-frequency response o…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks (2005)The Stock Market's Reaction t…The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)The Sensitivity of Long-Term …The impact of monetary policy on asset prices (2004)The impact of monetary policy…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Micro Effects of Macro Announ…The Fed and Interest Rates—A High-Frequency Identification (2002)The Fed and Interest Rates—A …Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Macroeconomic Factors Do Infl…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001)Economic News and Bond Prices…Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information (1999)Price Formation and Liquidity…Do Measures of Monetary Policy in a VAR Make Sense (1998)Do Measures of Monetary Polic…Stock Prices, News, and Business Conditions (1993)Stock Prices, News, and Busin…How Markets Process Information: News Releases and Volatility (1993)How Markets Process Informati…Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation (2014)Impact of macroeconomic surpr…Stock return variances (1986)Why Does Stock Market Volatility Change Over Time? (1989)Return Volatility and Trading Volume: An Information Flow Interpretation of Stochastic Volatility (1996)Why Do Markets Move Together? An Investigation of U.S.‐Japan Stock Return Comovements (1996)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)The U.S. Treasury yield curve: 1961 to the present (2007)Monetary Policy and Long-Term Real Rates (2012)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Discretion versus policy rules in practice (1993)Dynamic Conditional Correlation (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes (2008)Capital flows, push versus pull factors and the global financial crisis (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)The Information Content of Annual Earnings Announcements (1968)Information Effects on the Bid-Ask Spread (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Identification Through Heteroskedasticity (2003)Uncertainty about Government Policy and Stock Prices (2012)Risk, uncertainty and monetary policy (2013)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)The relationship between return and market value of common stocks (1981)Does earnings guidance affect market returns? The nature and information content of aggregate earnings guidance (2006)The Determinants of Stock and Bond Return Comovements (2010)Investor Attention and Stock Market Volatility (2014)Empirical exchange rate models of the seventies (1983)ARCH modeling in finance (1992)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)High-Frequency Trading and Price Discovery (2014)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)
this work references cited by second hop

References

  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,377 cited
  • 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
  • 2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models1,004 cited
  • 1993How Markets Process Information: News Releases and Volatility970 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 2001Economic News and Bond Prices: Evidence from the U.S. Treasury Market896 cited
  • 2002Macroeconomic Factors Do Influence Aggregate Stock Returns826 cited
  • 1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information799 cited
  • 2005The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks793 cited
  • 1993Stock Prices, News, and Business Conditions675 cited
  • 1998Do Measures of Monetary Policy in a VAR Make Sense629 cited

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

  • 2006The high-frequency response of exchange rates and interest rates to macroeconomic announcements484 cited
  • 2002The Fed and Interest Rates—A High-Frequency Identification477 cited
  • Cited by

    • 2014Impact of macroeconomic surprises on the Brazilian yield curve and expected inflation12 cited