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Monetary policy announcements and stock reactions: An international comparison
16 references·7 citing·37 second hop
Monetary policy announcements and stock reactions: An international comparison (2012)Monetary policy announcements and stock r…Futures prices as risk-adjusted forecasts of monetary policy (2008)Futures prices as risk-adjust…The credit channel of monetary policy: Evidence from the housing market (2007)The credit channel of monetar…Real-time price discovery in global stock, bond and foreign exchange markets (2007)Real-time price discovery in …What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks (2005)The Stock Market's Reaction t…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Measuring The Reaction of Monetary Policy to the Stock Market (2003)Measuring The Reaction of Mon…The Impact of Monetary Policy on Asset Prices (2002)The Impact of Monetary Policy…Should Central Banks Respond to Movements in Asset Prices? (2001)Should Central Banks Respond …Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Open mouth operations (2000)Open mouth operationsInflation Targeting: Lessons from the International Experience (1999)Inflation Targeting: Lessons …Inflation targeting: lessons from the international experience (1999)Inflation targeting: lessons …Stock Return Predictability and The Role of Monetary Policy (1997)Stock Return Predictability a…Business conditions, monetary policy, and expected security returns (1996)Business conditions, monetary…Modelling nonlinear economic relationships (1994)Modelling nonlinear economic …Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned? (2020)Identifying and estimating th…What does unconventional monetary policy do to stock markets in the euro area? (2018)What does unconventional mone…Market reactions to ECB policy innovations: A cross-country analysis (2018)Market reactions to ECB polic…Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model (2017)Integration of Financial Mark…Impact of terrorist attacks on stock market volatility in emerging markets (2016)Impact of terrorist attacks o…What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets (2015)What can wavelets unveil abou…Dynamic relationships between industry returns and stock market returns (2013)Dynamic relationships between…Inflation Targeting: A New Framework for Monetary Policy? (1997)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)Monetary Policy and Asset Price Volatility (2000)Inefficient Credit Booms (2008)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)Risk, uncertainty and monetary policy (2013)Discretion versus policy rules in practice (1993)Dynamic Conditional Correlation (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes (2008)Capital flows, push versus pull factors and the global financial crisis (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Identification Through Heteroskedasticity (2003)Uncertainty about Government Policy and Stock Prices (2012)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)The Quarterly Journal of Economics (2024)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)Economic Forces and the Stock Market (1986)A Capital Asset Pricing Model with Time-Varying Covariances (1988)The empirical risk–return relation: A factor analysis approach☆ (2006)The Determinants of Stock and Bond Return Comovements (2010)Predictive regressions with time-varying coefficients (2012)Inflation targeting as a monetary policy rule (1999)Macroeconomic Expectations of Households and Professional Forecasters (2003)What Is Wrong with Taylor Rules? Using Judgment in Monetary Policy through Targeting Rules (2003)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Commodity currencies (2003)Inflation targeting in emerging economies: What do the data say? (2006)Central Bank Digital Currency and the Future of Monetary Policy (2017)
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References

  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2001Should Central Banks Respond to Movements in Asset Prices?1,166 cited
  • 1999Inflation targeting: lessons from the international experience1,154 cited
  • 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 1999Inflation Targeting: Lessons from the International Experience820 cited
  • 2005The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks793 cited
  • 2003Measuring The Reaction of Monetary Policy to the Stock Market744 cited
  • 1997Stock Return Predictability and The Role of Monetary Policy541 cited
  • 1996Business conditions, monetary policy, and expected security returns363 cited
  • 2008Futures prices as risk-adjusted forecasts of monetary policy353 cited
  • 2002The Impact of Monetary Policy on Asset Prices339 cited
  • 2007The credit channel of monetary policy: Evidence from the housing market304 cited
  • 1994Modelling nonlinear economic relationships

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296 cited
  • 2000Open mouth operations249 cited
  • Cited by

    • 2016Impact of terrorist attacks on stock market volatility in emerging markets70 cited
    • 2020Identifying and estimating the effects of unconventional monetary policy: How to do it and what have we learned?42 cited
    • 2017Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model31 cited
    • 2013Dynamic relationships between industry returns and stock market returns30 cited
    • 2015What can wavelets unveil about the vulnerabilities of monetary integration? A tale of Eurozone stock markets30 cited
    • 2018What does unconventional monetary policy do to stock markets in the euro area?29 cited
    • 2018Market reactions to ECB policy innovations: A cross-country analysis23 cited