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Dynamic linkages between monetary policy and the stock market · Study

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ArticleDynamic linkages between monetary policy and the stock market

Nikiforos T. Laopodis2009

Article2009

Dynamic linkages between monetary policy and the stock market

Nikiforos T. Laopodis

41 citations·0/0 files stored·Review of Quantitative Finance and Accounting

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Market Dynamics and Volatility

Abstract

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Citations in this library

Stored only when both papers are in the corpus — 41 citations exist upstream.

References

1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root 1980Macroeconomics and Reality 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models 2000Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors 1989The federal funds rate and the channels of monetary transmission 1988Stock Prices, Earnings, and Expected Dividends 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors

Cited by

2016Interest rate changes and stock returns: A European multi-country study with wavelets 2014Interest rate changes and stock returns in Spain: A wavelet analysis 2013Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK

Details

Year2009

Typearticle

Published2009-12-16

VenueReview of Quantitative Finance and Accounting

ISSN-L0924-865X

Languageen

Citations41

Files0 public / 0

ShelfMonetary Policy and Economic Impact

Identifiers

doi10.1007/s11156-009-0154-7

openalex_workW2011045232

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