References

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• 1986Economic Forces and the Stock Market5,258 cited
• 1996Impulse response analysis in nonlinear multivariate models5,071 cited
• 1989The federal funds rate and the channels of monetary transmission2,833 cited
• 1993Introduction to Multiple Time Series Analysis1,912 cited
• 1997On Stock Market Returns and Monetary Policy931 cited
• 1997Stock Return Predictability and The Role of Monetary Policy541 cited
• 1995The identification of monetary policy disturbances explaining the liquidity puzzle471 cited
• 2002Vector Autoregressions and Reality413 cited
• 1997Generalised Impulse Response Analysis in Linear Multivariate Models412 cited
• 1996Business conditions, monetary policy, and expected security returns363 cited
• 2000The intersection of market and credit risk304 cited
• 1997Is there a role for monetary aggregates in the conduct of monetary policy?268 cited
• 1997Economic Risk Factors and Commercial Real Estate Returns220 cited
• 1997Do Common Risk Factors in the Returns on Stocks and Bonds Explain Returns on REITs?210 cited