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Monetary policy surprises and international bond markets

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References

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1997

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Stock Return Predictability and The Role of Monetary Policy

541 cited

2006The high-frequency response of exchange rates and interest rates to macroeconomic announcements484 cited

Cited by

2015“Whatever it takes”: An Empirical Assessment of the Value of Policy Actions in Banking58 cited
2016International Sentiment Spillovers in Equity Returns56 cited
2017The impact of ECB monetary policy surprises on the German stock market53 cited
2020Monetary Policy and Corporate Bond Returns47 cited
2017Impact of interest rate surprises on Islamic and conventional stocks and bonds36 cited
2016Interest rate dynamic effect on stock returns and central bank transparency: Evidence from emerging markets35 cited
2013Interest rate risk and the creation of the Monetary Policy Committee: Evidence from banks’ and life insurance companies’ stocks in the UK35 cited
2016Unconventional Monetary Policy and International Risk Premia29 cited
2018US Monetary Policy and International Bond Markets28 cited
2012New measures of monetary policy surprises and jumps in interest rates25 cited
2014U.S. Monetary Policy and Foreign Bond Yields22 cited
2019The role of ECB communication in guiding markets16 cited
2018Monetary policy shocks and financially constrained stock returns: The effects of the financial crisis11 cited