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Measuring the Effects of Unconventional Monetary Policy on Asset Prices
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Measuring the Effects of Unconventional Monetary Policy on Asset Prices (2015)Measuring the Effects of Unconventional M…The Case for a Long-Run Inflation Target of Four Percent (2014)The Case for a Long-Run Infla…Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates (2014)Measuring the Effect of the Z…What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? 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The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…The asymmetric effects of monetary policy on stock price bubbles (2024)The asymmetric effects of mon…Unexpected Supply Effects of Quantitative Easing and Tightening (2023)Unexpected Supply Effects of …Did quantitative easing reduce the borrowing costs of firms? 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(2005)Risk, uncertainty and monetary policy (2013)Rise of the Machines: Algorithmic Trading in the Foreign Exchange Market (2014)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment (2011)The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)Monetary Policy and Real Borrowing Costs at the Zero Lower Bound (2015)Asset Purchase Programmes and Financial Markets: Lessons from the Euro Area (2016)ECB Unconventional Monetary Policy: Market Impact and International Spillovers (2016)Are Government Bonds Net Wealth? (1974)ON THE PRICING OF CORPORATE DEBT: THE RISK STRUCTURE OF INTEREST RATES* (1974)Modeling Term Structures of Defaultable Bonds (1999)A Macroprudential Approach to Financial Regulation (2011)Monetary Policy as Financial Stability Regulation (2012)The Deposits Channel of Monetary Policy* (2017)Discretion versus policy rules in practice (1993)The Science of Monetary Policy: A New Keynesian Perspective (1999)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)The New Tools of Monetary Policy (2020)Futures prices as risk-adjusted forecasts of monetary policy (2008)Investor sentiment and the stock market’s reaction to monetary policy (2009)The Econometrics of Financial Markets (2012)Are Sticky Prices Costly? Evidence from the Stock Market (2015)Parsimonious Modeling of Yield Curves (1987)The Econometrics of Financial Markets (1997)The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)Explaining and Forecasting Bond Risk Premiums (2010)Expected Returns in Treasury Bonds (2015)Inflation Bets or Deflation Hedges? The Changing Risks of Nominal Bonds (2017)Has the Business Cycle Changed and Why? (2002)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Rediscovering the Macroeconomic Roots of Financial Stability Policy: Journey, Challenges, and a Way Forward (2011)Costs and Benefits to Phasing Out Paper Currency (2014)Monetary Policy in a Low Interest Rate World (2017)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)
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References

  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2012The Aggregate Demand for Treasury Debt1,591 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2014Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates595 cited
  • 2012What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?531 cited
  • 2012Methods of Policy Accommodation at the Interest-Rate Lower Bound439 cited
  • 2007Market-Based Measures of Monetary Policy Expectations373 cited
  • 2006The U.S. Treasury Yield Curve: 1961 to the Present305 cited
  • 2011The Signaling Channel for Federal Reserve Bond Purchases216 cited
  • 2010Rethinking Macroeconomic Policy191 cited
  • 2014The Case for a Long-Run Inflation Target of Four Percent164 cited
  • 2007Futures Prices as Risk-Adjusted Forecasts of Monetary Policy139 cited
  • 2006Futures Prices as Risk-Adjusted Forecasts of Monetary Policy44 cited

Cited by

  • 2017Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions40 cited
  • 2022

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Debt maturity heterogeneity and investment responses to monetary policy
39 cited
  • 2020Monetary policy announcements and market interest rates’ response: Evidence from China38 cited
  • 2020The effects of monetary policy on income and wealth inequality in the U.S. Exploring different channels34 cited
  • 2022Credit risk and the transmission of interest rate shocks29 cited
  • 2017Monetary Policy Surprises Over Time24 cited
  • 2018Asset market responses to conventional and unconventional monetary policy shocks in the United States23 cited
  • 2015Unconventional Monetary Policy and the Allocation of Credit23 cited
  • 2017ECB Monetary Policy Transmission During Normal and Negative Interest Rate Periods21 cited
  • 2023Unexpected Supply Effects of Quantitative Easing and Tightening19 cited
  • 2019Central Bank Communication15 cited
  • 2016Measuring the Effect of the Zero Lower Bound on Monetary Policy15 cited
  • 2020Inquiry on the transmission of U.S. aggregate shocks to Mexico: A SVAR approach13 cited
  • 2024The asymmetric effects of monetary policy on stock price bubbles12 cited
  • 2016Measuring the Effect of the Zero Lower Bound on Monetary Policy12 cited
  • 2023Did quantitative easing reduce the borrowing costs of firms? The risk‐taking channel9 cited