SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The impact of economic news on expected changes in monetary policy
16 references·0 citing·41 second hop
The impact of economic news on expected changes in monetary policy (2012)The impact of economic news on expected c…Futures prices as risk-adjusted forecasts of monetary policy (2008)Futures prices as risk-adjust…Real-time price discovery in global stock, bond and foreign exchange markets (2007)Real-time price discovery in …The high-frequency response of exchange rates and interest rates to macroeconomic announcements (2006)The high-frequency response o…Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets (2006)Monetary Policy Surprises and…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…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Micro Effects of Macro Announ…Macroeconomic Factors Do Influence Aggregate Stock Returns (2002)Macroeconomic Factors Do Infl…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Economic News and Bond Prices: Evidence from the U.S. Treasury Market (2001)Economic News and Bond Prices…Stock prices, news, and business conditions (1993)Stock prices, news, and busin…Stock Prices, News, and Business Conditions (1993)Stock Prices, News, and Busin…Discretion versus policy rules in practice (1993)Discretion versus policy rule…Stock Prices and Economic News (1985)Stock Prices and Economic NewsWhy interest rates react to money announcements (1984)Why interest rates react to m…Stock Prices and Economic News (1984)Stock Prices and Economic NewsEconomic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Presidential Address: Expected Return, Realized Return, and Asset Pricing Tests (1999)Predictive regressions with time-varying coefficients (2012)Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? (2018)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)The Information Content of Annual Earnings Announcements (1968)Information Effects on the Bid-Ask Spread (1983)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)An Empirical Analysis of Stock and Bond Market Liquidity (2004)Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Expectations and Exchange Rate Dynamics (1976)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Exchange Rate Models Are Not as Bad as You Think (2007)Rules, discretion and reputation in a model of monetary policy (1983)The Science of Monetary Policy: A New Keynesian Perspective (1999)Estimation and Inference of Impulse Responses by Local Projections (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)An Intertemporal Capital Asset Pricing Model (1973)The arbitrage theory of capital asset pricing (1976)The relationship between return and market value of common stocks (1981)Does earnings guidance affect market returns? The nature and information content of aggregate earnings guidance (2006)The Determinants of Stock and Bond Return Comovements (2010)Investor Attention and Stock Market Volatility (2014)Empirical exchange rate models of the seventies (1983)ARCH modeling in finance (1992)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)High-Frequency Trading and Price Discovery (2014)A Capital Asset Pricing Model with Time-Varying Covariances (1988)The empirical risk–return relation: A factor analysis approach☆ (2006)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)Uncertainty about Government Policy and Stock Prices (2012)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)
this work references cited by second hop

References

  • 1993Discretion versus policy rules in practice9,059 cited
  • 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
  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,377 cited
  • 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
  • 2001Economic News and Bond Prices: Evidence from the U.S. Treasury Market896 cited
  • 2002Macroeconomic Factors Do Influence Aggregate Stock Returns826 cited
  • 2005The Stock Market's Reaction to Unemployment News: Why Bad News Is Usually Good for Stocks793 cited
  • 1993Stock Prices, News, and Business Conditions675 cited
  • 2006The high-frequency response of exchange rates and interest rates to macroeconomic announcements484 cited
  • 1985Stock Prices and Economic News420 cited
  • 2006Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets414 cited
  • 1984Stock Prices and Economic News380 cited
  • 2008Futures prices as risk-adjusted forecasts of monetary policy353 cited
  • 1984Why interest rates react to money announcements

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

178 cited
  • 1993Stock prices, news, and business conditions153 cited
  • Cited by

    No citing works inside the corpus for this window.