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The Effects of Inflation and Money Supply Announcements on Interest Rates
4 references·16 citing·51 second hop
The Effects of Inflation and Money Supply Announcements on Interest Rates (1984)The Effects of Inflation and Money Supply…Money Supply Announcements and Interest Rates: Another View (1983)Money Supply Announcements an…The Adjustment of Stock Prices to Information About Inflation (1981)The Adjustment of Stock Price…The "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises (1981)The "Rationality" of Money Su…Market Response to the Weekly Money Supply Announcements in the 1970s (1981)Market Response to the Weekly…Why Does Aggregate Earnings Growth Reflect Information about Future Inflation? (2017)Why Does Aggregate Earnings G…What do scientists know about inflation hedging? (2015)What do scientists know about…INFLATION DYNAMICS ON THE OVERALL STOCK MARKET PERFORMANCE: The Case of Nairobi Securities Exchange in Kenya. (2013)INFLATION DYNAMICS ON THE OVE…Gold prices, cost of carry, and expected inflation (2009)Gold prices, cost of carry, a…The ECB Survey of Professional Forecasters (SPF): A Review after Eight Years' Experience (2007)The ECB Survey of Professiona…Where Are We Now? Real-Time Estimates of the Macro Economy (2005)Where Are We Now? Real-Time E…Do currency markets absorb news quickly? (2005)Do currency markets absorb ne…Do Currency Markets Absorb News Quickly? (2005)Do Currency Markets Absorb Ne…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2002)Micro Effects of Macro Announ…Economic News and the Yield Curve: Evidence from the U.S. Treasury Market (1998)Economic News and the Yield C…Macroeconomic news and the efficiency of international bond futures markets (1996)Macroeconomic news and the ef…Domestic macroeconomic news and foreign interest rates (1995)Domestic macroeconomic news a…Time-Varying Return and Risk in the Corporate Bond Market (1990)Time-Varying Return and Risk …THE IMPACT OF MONEY ON SHORT‐TERM INTEREST RATES (1987)THE IMPACT OF MONEY ON SHORT‐…International market response to announcements of US macroeconomic data (1987)International market response…Information Aggregation, Inflation, and the Pricing of Indexed Bonds (1985)Information Aggregation, Infl…Forecasting, Structural Time Series Models and the Kalman Filter (1990)Monetary Policy Rules Based on Real-Time Data (2001)Macroeconomic Forecasting Using Diffusion Indexes (2002)Order Flows and The Exchange Rate Disconnect Puzzle (2008)A Survey of Econometric Methods for Mixed-Frequency Data (2013)Forecasting Output (2013)Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information (1999)Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)On the economic determinants of the gold–inflation relation (2014)The gold price in times of crisis (2014)Gold price dynamics and the role of uncertainty (2018)Rational Expectations and the Theory of Price Movements (1961)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Unanticipated Money Growth and Unemployment in the United States (1976)The liquidity effect: Identifying short-run interest rate dynamics using long-run restrictions (1995)The Federal Reserve’s operating procedure, nonborrowed reserves, borrowed reserves and the liquidity effect (2001)The Liquidity Effect in the Federal Funds Market: Evidence from Daily Open Market Operations (2006)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Econometric policy evaluation: A critique (1976)The Reaction of Stock Prices to Unanticipated Changes in Money: A Note (1983)News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate? (1986)Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (2005)Expectations and Exchange Rate Dynamics (1976)Day of the Week Effects and Asset Returns (1981)Market perceptions of federal reserve policy and the weekly monetary announcements (1984)Monetary Policy Surprises and the Yield Curve (2000)Asset returns and inflation (1977)Estimating betas from nonsynchronous data (1977)Stock Returns, Real Activity, Inflation, and Money (1981)Stock Prices and Economic News (1984)BUBBLES AND FADS IN ASSET PRICES (1989)Dynamic analysis between the US stock returns and the macroeconomic variables (2007)An Empirical Evaluation of Accounting Income Numbers (1968)FINANCIAL RATIOS, DISCRIMINANT ANALYSIS AND THE PREDICTION OF CORPORATE BANKRUPTCY (1968)The economic implications of corporate financial reporting (2005)GDP Growth Incentives and Earnings Management: Evidence from China (2019)Macroeconomic effects of corporate tax policy (2019)Reporting matters: the real effects of financial reporting on investing and financing decisions (2020)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Implications of rational inattention (2003)What defines ‘news’ in foreign exchange markets? (2006)Fundamentals, Trader Activity and Derivative Pricing (2008)A model of investor sentiment /Discretion versus policy rules in practice (1993)Measuring and Testing the Impact of News on Volatility (1993)Time-varying liquidity in foreign exchange (2002)Nonlinear prediction of exchange rates with monetary fundamentals (2003)Stocks, Bonds, Money Markets and Exchange Rates: Measuring International Financial Transmission (2005)Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)
this work references cited by second hop

References

  • 1981The Adjustment of Stock Prices to Information About Inflation387 cited
  • 1981Market Response to the Weekly Money Supply Announcements in the 1970s171 cited
  • 1981The "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises128 cited
  • 1983Money Supply Announcements and Interest Rates: Another View111 cited

Cited by

  • 2009Gold prices, cost of carry, and expected inflation180 cited
  • 2005Do currency markets absorb news quickly?147 cited
  • 2002Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange101 cited
  • 2017Why Does Aggregate Earnings Growth Reflect Information about Future Inflation?99 cited
  • 2005Where Are We Now? Real-Time Estimates of the Macro Economy97 cited
  • 1987THE IMPACT OF MONEY ON SHORT‐TERM INTEREST RATES94 cited
  • 2015What do scientists know about inflation hedging?94 cited
  • 1998Economic News and the Yield Curve: Evidence from the U.S. Treasury Market84 cited
  • 1985Information Aggregation, Inflation, and the Pricing of Indexed Bonds67 cited
  • 1987International market response to announcements of US macroeconomic data56 cited
  • 1990

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Time-Varying Return and Risk in the Corporate Bond Market
56 cited
  • 2005Do Currency Markets Absorb News Quickly?55 cited
  • 1996Macroeconomic news and the efficiency of international bond futures markets53 cited
  • 2007The ECB Survey of Professional Forecasters (SPF): A Review after Eight Years' Experience53 cited
  • 2013INFLATION DYNAMICS ON THE OVERALL STOCK MARKET PERFORMANCE: The Case of Nairobi Securities Exchange in Kenya.43 cited
  • 1995Domestic macroeconomic news and foreign interest rates43 cited