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U.S. monetary policy indicators and international stock returns: 1970–2001
11 references·0 citing·47 second hop
U.S. monetary policy indicators and international stock returns: 1970–2001 (2004)U.S. monetary policy indicators and inter…Monetary environments and international stock returns (1999)Monetary environments and int…Monetary Conditions and International Investing (1999)Monetary Conditions and Inter…Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data (1998)Monetary Policy Actions, Inte…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…Business conditions, monetary policy, and expected security returns (1996)Business conditions, monetary…Does it Pay Stock Investors to Forecast the Business Cycle? (1991)Does it Pay Stock Investors t…Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects (1990)Turn-of-Month Evaluations of …Stock Returns, Expected Returns, and Real Activity (1990)Stock Returns, Expected Retur…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Business conditions and expected returns on stocks and bonds (1989)Business conditions and expec…The arbitrage theory of capital asset pricing (1976)Economic Forces and the Stock Market (1986)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Firm Size and Cyclical Variations in Stock Returns (2000)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Expectations and Exchange Rate Dynamics (1976)Sources of Real Exchange Rate Fluctuations: How Important are Nominal Shocks? (1994)Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates (1995)Official Intervention in the Foreign Exchange Market: Is it Effective, and, If so, How Does it Work? (2001)Monetary policy news and exchange rate responses: Do only surprises matter? (2007)Oral Interventions Versus Actual Interventions in FX Markets – an Event‐Study Approach (2008)Dividend yields and expected stock returns (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Efficient use of commodity futures in diversified portfolios (2000)Reexamining Stock Valuation and Inflation: The Implications Of Analysts' Earnings Forecasts (2002)The impact of macroeconomic and non-macroeconomic forces on hotel stock returns (2004)An intertemporal asset pricing model with stochastic consumption and investment opportunities (1979)Monetary Shocks and REIT Returns (2006)Simultaneous monetary policy announcements and international stock markets response: An intraday analysis (2010)Macroeconomic variables and stock market indices: Asymmetric dynamics in the US and Canada (2019)An Intertemporal Capital Asset Pricing Model (1973)The relationship between return and market value of common stocks (1981)Common risk factors in the returns on stocks and bonds (1993)Industry costs of equity (1997)Illiquidity and stock returns: cross-section and time-series effects (2002)Does the Stock Market Overreact? (1985)Financing Constraints and Corporate Investment (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Why Stocks May Disappoint (2000)Taking Stock: Monetary Policy Transmission to Equity Markets (2004)The Myth of Long-Horizon Predictability (2005)Asset Prices in an Exchange Economy (1978)Expected stock returns and volatility (1987)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Idiosyncratic Risk Matters! (2003)There is a risk-return trade-off after all (2005)Capital market seasonality: The case of stock returns (1976)Size-related anomalies and stock return seasonality (1983)The Relation Between Price Changes and Trading Volume: A Survey (1987)The Impact of Options Trading on the Market Quality of the Underlying Security: An Empirical Analysis (1998)The turn-of-the-month effect still lives: the international evidence (2003)Equity Returns at the Turn of the Month (2008)New Evidence on Optimal Asset Allocation (2003)As the PMI Turns: A Tool for Supply Chain Managers (2005)Dynamic Allocation or Diversification: A Regime-Based Approach to Multiple Assets (2017)The Science of Monetary Policy: A New Keynesian Perspective (1999)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
this work references cited by second hop

References

  • 1989Business conditions and expected returns on stocks and bonds3,934 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
  • 1997On Stock Market Returns and Monetary Policy931 cited
  • 1997Stock Return Predictability and The Role of Monetary Policy541 cited
  • 1996Business conditions, monetary policy, and expected security returns363 cited
  • 1990Turn-of-Month Evaluations of Liquid Profits and Stock Returns: A Common Explanation for the Monthly and January Effects252 cited
  • 1999Monetary environments and international stock returns155 cited
  • 1998Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data99 cited
  • 1991Does it Pay Stock Investors to Forecast the Business Cycle?39 cited
  • 1999Monetary Conditions and International Investing36 cited

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