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Monetary policy shocks and stock returns: evidence from the British market · Study

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ArticleMonetary policy shocks and stock returns: evidence from the British market

Andros Gregoriou A2009

Article2009

Monetary policy shocks and stock returns: evidence from the British market

Andros Gregoriou A · Alexandros Kontonikas · Ronald R. MacDonald · Alberto Montagnoli

67 citations·0/0 files stored·Financial markets and portfolio management

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Monetary Policy and Economic Impact Financial Markets and Investment Strategies Market Dynamics and Volatility

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References

1991Some Tests of Specification for Panel Data: Monte Carlo Evidence and an Application to Employment Equations 2012The Econometrics of Financial Markets 1997The Econometrics of Financial Markets 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market 2006Monetary Policy and Financial Markets

Cited by

2014Stock market liquidity and macro-liquidity shocks: Evidence from the 2007–2009 financial crisis 2012Macroeconomic Factors of Emerging Stock Market: The Evidence from Thailand 2012Monetary policy announcements and stock reactions: An international comparison 2020Nonlinearity in stock returns: Do risk aversion, investor sentiment and, monetary policy shocks matter?2013Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK 2016Monetary Policy and Stock Prices: Does the “Fed Put” Work When It Is Most Needed?2017Integration of Financial Markets in Post Global Financial Crises and Implications for British Financial Sector: Analysis Based on A Panel VAR Model

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2019Monetary Policy Announcements and Stock Returns: Some Further Evidence from Indiaarticle · 5 shared references 2017The international REIT’s time-varying response to the U.S. monetary policy and macroeconomic surprisesarticle · 4 shared references 2020Monetary Policy and Corporate Bond Returnsarticle · 4 shared references 2012The time-varying response of foreign stock markets to U.S. monetary policy surprises: Evidence from the Federal funds futures marketarticle · 4 shared references 2014Monetary policy and stock prices – Cross-country evidence from cointegrated VAR modelsarticle · 4 shared references 2003Monetary Policy Shocks and Security Market Responsespreprint · 4 shared references

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Year2009

Typearticle

Published2009-10-12

VenueFinancial markets and portfolio management

ISSN-L1555-4961

Languageen

Citations67

Files0 public / 0

ShelfMonetary Policy and Economic Impact

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doi10.1007/s11408-009-0113-2

openalex_workW2127359867

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2018Stock market reaction to policy interventions