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The signalling role of base and money announcements and their effects on interest rates
16 references·1 citing·42 second hop
The signalling role of base and money announcements and their effects on interest rates (1987)The signalling role of base and money ann…Reserves Announcements and Interest Rates: Does Monetary Policy Matter? (1987)Reserves Announcements and In…Economic Forces and the Stock Market (1986)Economic Forces and the Stock…Commodity own rates, real interest rates, and money supply announcements (1986)Commodity own rates, real int…Weekly Money Announcements: New Information and Its Effects (1985)Weekly Money Announcements: N…Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements (1985)Monetary Policy Regimes, Expe…Changing interest rate responses to money announcements: 1977–1983 (1985)Changing interest rate respon…MONEY, CREDIT, AND PRICES IN REAL BUSINESS CYCLE (1984)MONEY, CREDIT, AND PRICES IN …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…Money Supply Announcements and Interest Rates: Another View (1983)Money Supply Announcements an…Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)Forward Rates and Future Poli…Inflation, Output, and Money (1982)Inflation, Output, and MoneyStock Returns, Real Activity, Inflation, and Money (1981)Stock Returns, Real Activity,…Market Response to the Weekly Money Supply Announcements in the 1970s (1981)Market Response to the Weekly…King Charles I (1981)King Charles ICanadian Weekly Money Supply Announcements and Financial Market Reactions in the First Years of Targeting: A View of Market Perceptions of Bank of Canada Policy (1991)Canadian Weekly Money Supply …MONEY, INCOME, AND CAUSALITY (1972)Efficient Capital Markets: II (1991)A Comprehensive Look at The Empirical Performance of Equity Premium Prediction (2007)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)Some International Evidence on Output-Inflation Tradeoffs. (1973)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Time to Build and Aggregate Fluctuations (1982)Agency Costs, Collateral, and Business Fluctuations (1986)Noise (1986)The effect of banking crisis on bank-dependent borrowers (2010)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)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)The General Theory of Employment, Interest and Money. (1936)The Cost of Capital, Corporation Finance and the Theory of Investment (1958)Expectations and the neutrality of money (1972)Inflation, Asset Prices, and the Term Structure of Interest Rates in Monetary Economics (1996)An empirical investigation of the informational efficiency of the GCC equity markets: Evidence from bootstrap simulation (2009)An Intertemporal Capital Asset Pricing Model (1973)Risk, Return, and Equilibrium: Empirical Tests (1973)The arbitrage theory of capital asset pricing (1976)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Expectations and Exchange Rate Dynamics (1976)Day of the Week Effects and Asset Returns (1981)The Effects of Inflation and Money Supply Announcements on Interest Rates (1984)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)Estimating Time Varying Risk Premia in the Term Structure: The Arch-M Model (1987)Business conditions and expected returns on stocks and bonds (1989)ARCH modeling in finance (1992)Trends and random walks in macroeconmic time series (1982)Generalized impulse response analysis in linear multivariate models (1998)Dissecting the cycle: a methodological investigation (2002)
this work references cited by second hop

References

  • 1986Economic Forces and the Stock Market5,258 cited
  • 1981Stock Returns, Real Activity, Inflation, and Money2,632 cited
  • 1983Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates562 cited
  • 1984MONEY, CREDIT, AND PRICES IN REAL BUSINESS CYCLE551 cited
  • 1981King Charles I316 cited
  • 1983The Money Supply Announcements Puzzle: Review and Interpretation212 cited
  • 1981Market Response to the Weekly Money Supply Announcements in the 1970s171 cited
  • 1982Inflation, Output, and Money113 cited
  • 1983Money Supply Announcements and Interest Rates: Another View111 cited
  • 1984Market perceptions of federal reserve policy and the weekly monetary announcements110 cited
  • 1985Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements61 cited
  • 1983The Response of Short-Term Interest Rates to Weekly Money Announcements: Note61 cited
  • 1987Reserves Announcements and Interest Rates: Does Monetary Policy Matter?36 cited
  • 1985Changing interest rate responses to money announcements: 1977–198333 cited
  • 1985Weekly Money Announcements: New Information and Its Effects33 cited

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  • 1986Commodity own rates, real interest rates, and money supply announcements28 cited
  • Cited by

    • 1991Canadian Weekly Money Supply Announcements and Financial Market Reactions in the First Years of Targeting: A View of Market Perceptions of Bank of Canada Policy11 cited