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Real Activity, Inflation, Stock Returns, and Monetary Policy
14 references·14 citing·38 second hop
Real Activity, Inflation, Stock Returns, and Monetary Policy (2000)Real Activity, Inflation, Stock Returns, …Short- Term Interest Rates as Predictors of Inflation (2021)Short- Term Interest Rates as…Chapter 2 Monetary policy shocks: What have we learned and to what end? (1999)Chapter 2 Monetary policy sho…Stock Return Predictability and The Role of Monetary Policy (1997)Stock Return Predictability a…On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…The Capital Crunch: Neither a Borrower nor a Lender Be (1995)The Capital Crunch: Neither a…Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Inside the Black Box: The Cre…Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation (1992)Causal Relations Among Stock …The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Stock returns and inflation (1987)Stock returns and inflationEconomic Forces and the Stock Market (1986)Economic Forces and the Stock…A VARMA Analysis of the Causal Relations Among Stock Returns, Real Output, and Nominal Interest Rates (1985)A VARMA Analysis of the Causa…The Fiscal and Monetary Linkage Between Stock Returns and Inflation (1983)The Fiscal and Monetary Linka…Inflation, real returns and capital investment (1982)Inflation, real returns and c…Stock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Structural vector autoregressions with smooth transition in variances (2017)Structural vector autoregress…Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market (2014)Structural Vector Autoregress…Measuring relative development level of stock markets: Capacity and effort of countries (2014)Measuring relative developmen…On Monetary Policy and Stock Market Anomalies (2013)On Monetary Policy and Stock …Monetary policy and stock market dynamics across monetary regimes (2012)Monetary policy and stock mar…The Sri Lankan stock market and the macroeconomy: an empirical investigation (2011)The Sri Lankan stock market a…The institutional and macroeconomic determinants of stock market development in emerging economies (2010)The institutional and macroec…Stock returns and expected inflation: evidence from an asymmetric test specification (2007)Stock returns and expected in…Dynamic Interactions among the Stock Market, Federal Funds Rate, Inflation, and Economic Activity (2006)Dynamic Interactions among th…The response of the default risk premium to macroeconomic shocks (2003)The response of the default r…The response of real estate investment trust returns to macroeconomic shocks (2003)The response of real estate i…Macroeconomic variables and the Malaysian equity market (2003)Macroeconomic variables and t…MACROECONOMIC VARIABLES, EXCHANGE RATE AND STOCK PRICE: A MALAYSIAN PERSPECTIVE (2001)MACROECONOMIC VARIABLES, EXCH…Cross-effects of fundamental state variables (2001)Cross-effects of fundamental …MONEY, INCOME, AND CAUSALITY (1972)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Asset returns and inflation (1977)The Efficiency of the Market for Single-Family Homes (1988)Business conditions and expected returns on stocks and bonds (1989)Macroeconomics and Reality (1980)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)The arbitrage theory of capital asset pricing (1976)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecasting and Control (1977)Stock Returns and the Term Structure (1985)Stock Returns, Expected Returns, and Real Activity (1990)Oil price shocks and stock market activity (1999)Credit Rationing in Markets with Imperfect Information (1981)Corporate Financing and Investment Decisions When Firms Have InformationThat Investors Do Not Have (1984)The institutional memory hypothesis and the procyclicality of bank lending behavior (2004)Credit Rationing in Markets With Imperfect Information (2007)Procyclical Leverage and Value-at-Risk (2013)Does Macro‐Prudential Regulation Leak? Evidence from a UK Policy Experiment (2014)Consumer Confidence and Asset Prices: Some Empirical Evidence (2006)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Chapter 21 The financial accelerator in a quantitative business cycle framework (1999)The Science of Monetary Policy: A New Keynesian Perspective (1999)The Quarterly Journal of Economics (2024)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
this work references cited by second hop

References

  • 1986Economic Forces and the Stock Market5,258 cited
  • 1995Inside the Black Box: The Credit Channel of Monetary Policy Transmission4,205 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1999Chapter 2 Monetary policy shocks: What have we learned and to what end?1,484 cited
  • 1983The Fiscal and Monetary Linkage Between Stock Returns and Inflation978 cited
  • 1997On Stock Market Returns and Monetary Policy931 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 1995The Capital Crunch: Neither a Borrower nor a Lender Be613 cited
  • 1992Causal Relations Among Stock Returns, Interest Rates, Real Activity, and Inflation551 cited
  • 1997Stock Return Predictability and The Role of Monetary Policy541 cited
  • 1982Inflation, real returns and capital investment477 cited
  • 1987Stock returns and inflation426 cited
  • 1985A VARMA Analysis of the Causal Relations Among Stock Returns, Real Output, and Nominal Interest Rates136 cited

Cited by

  • 2003Macroeconomic variables and the Malaysian equity market

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248 cited
  • 2010The institutional and macroeconomic determinants of stock market development in emerging economies145 cited
  • 2003The response of real estate investment trust returns to macroeconomic shocks120 cited
  • 2012Monetary policy and stock market dynamics across monetary regimes65 cited
  • 2006Dynamic Interactions among the Stock Market, Federal Funds Rate, Inflation, and Economic Activity55 cited
  • 2001MACROECONOMIC VARIABLES, EXCHANGE RATE AND STOCK PRICE: A MALAYSIAN PERSPECTIVE54 cited
  • 2017Structural vector autoregressions with smooth transition in variances52 cited
  • 2014Measuring relative development level of stock markets: Capacity and effort of countries50 cited
  • 2003The response of the default risk premium to macroeconomic shocks44 cited
  • 2011The Sri Lankan stock market and the macroeconomy: an empirical investigation39 cited
  • 2013On Monetary Policy and Stock Market Anomalies36 cited
  • 2001Cross-effects of fundamental state variables30 cited
  • 2007Stock returns and expected inflation: evidence from an asymmetric test specification29 cited
  • 2014Structural Vector Autoregressions with Smooth Transition in Variances: The Interaction between U.S. Monetary Policy and the Stock Market22 cited