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The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence
16 references·16 citing·43 second hopsampled
The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence (2015)The Effects of Monetary Policy on Stock M…Risk, uncertainty and monetary policy (2013)Risk, uncertainty and monetar…International Journal of Central Banking (2012)International Journal of Cent…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Time Varying Structural Vecto…Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Nominal Rigidities and the Dy…Asset Prices, Financial and Monetary Stability: Exploring the Nexus (2005)Asset Prices, Financial and M…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Do Actions Speak Louder Than Words? 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References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 1958An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money3,538 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1998Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models2,265 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2005Asset Prices, Financial and Monetary Stability: Exploring the Nexus1,287 cited
  • 2000Monetary Policy and Asset Price Volatility1,274 cited
  • 2012International Journal of Central Banking1,258 cited
  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 2001Should Central Banks Respond to Movements in Asset Prices?1,166 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 1997On Stock Market Returns and Monetary Policy931 cited
  • 1985Asset Bubbles and Overlapping Generations853 cited
  • 2002Asset prices, financial and monetary stability: exploring the nexus

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763 cited
  • 2003Measuring The Reaction of Monetary Policy to the Stock Market744 cited
  • Cited by

    • 2019The Time-Varying Effect of Monetary Policy on Asset Prices225 cited
    • 2016Loan Supply Shocks and the Business Cycle185 cited
    • 2018Asset Bubbles and Credit Constraints171 cited
    • 2020Asset Price Bubbles and Systemic Risk159 cited
    • 2018Oil price shocks and uncertainty: How stable is their relationship over time?129 cited
    • 2017Identification of Financial Factors in Economic Fluctuations116 cited
    • 2018Global Financial Cycles and Risk Premiums112 cited
    • 2019Does Monetary Policy Affect Income Inequality in the Euro Area?75 cited
    • 2020Monetary policy uncertainty, investor sentiment, and US stock market performance: New evidence from nonlinear cointegration analysis62 cited
    • 2021Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry55 cited
    • 2019The impact of monetary policy on M&A outcomes54 cited
    • 2017Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis51 cited
    • 2017Financial shocks, financial stability, and optimal Taylor rules44 cited
    • 2014Monetary policy and stock prices – Cross-country evidence from cointegrated VAR models43 cited
    • 2017Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions40 cited
    • 2019The impact of monetary policy shocks on stock market bubbles: International evidence40 cited