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The macroeconomic impact of financial and uncertainty shocks
16 references·16 citing·31 second hopsampled
The macroeconomic impact of financial and uncertainty shocks (2016)The macroeconomic impact of financial and…Measuring Uncertainty (2015)Measuring UncertaintyUncertainty, Financial Frictions, and Investment Dynamics (2014)Uncertainty, Financial Fricti…Fluctuations in Uncertainty (2014)Fluctuations in UncertaintyWhen Credit Bites Back (2013)When Credit Bites BackUncertainty and Economic Activity: Evidence from Business Survey Data (2013)Uncertainty and Economic Acti…Risk Shocks (2013)Risk ShocksWhat are the effects of fiscal policy shocks? (2009)What are the effects of fisca…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…The Impact of Uncertainty Shocks (2007)The Impact of Uncertainty Sho…Are Technology Improvements Contractionary? (2006)Are Technology Improvements C…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)What are the effects of monet…Do Actions Speak Louder Than Words? 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…On Persistence in Mutual Fund Performance (1997)On Persistence in Mutual Fund…The Cross-Section of Expected Stock Returns (1992)The Cross-Section of Expected…Measuring Geopolitical Risk (2022)Measuring Geopolitical RiskMeasuring Geopolitical Risk (2022)Measuring Geopolitical RiskUncertainty Shocks and Business Cycle Research (2020)Uncertainty Shocks and Busine…Economic policy uncertainty and non-performing loans: The moderating role of bank concentration (2020)Economic policy uncertainty a…Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index (2020)Economic policy uncertainty (…Uncertainty Shocks as Second-Moment News Shocks (2019)Uncertainty Shocks as Second-…Does economic policy uncertainty matter for carbon emission? Evidence from US sector level data (2019)Does economic policy uncertai…The impact of uncertainty shocks on the volatility of commodity prices (2018)The impact of uncertainty sho…Measuring Geopolitical Risk (2018)Measuring Geopolitical RiskFinancial regimes and uncertainty shocks (2018)Financial regimes and uncerta…Measuring Uncertainty and Its Impact on the Economy (2017)Measuring Uncertainty and Its…Identifying Uncertainty Shocks Using the Price of Gold (2017)Identifying Uncertainty Shock…Estimating the real effects of uncertainty shocks at the Zero Lower Bound (2017)Estimating the real effects o…Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises (2016)Surprise and uncertainty inde…Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach (2013)Credit Spreads as Predictors …Aggregate Uncertainty and the Supply of Credit (2013)Aggregate Uncertainty and the…Econometric policy evaluation: A critique (1976)Macroeconomics and Reality (1980)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)Understanding the Effects of Government Spending on Consumption (2007)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)Risk, Return, and Equilibrium: Empirical Tests (1973)Common risk factors in the returns on stocks and bonds (1993)Multifactor Explanations of Asset Pricing Anomalies (1996)Illiquidity and stock returns: cross-section and time-series effects (2002)A five-factor asset pricing model (2014)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Valuation of Risk Assets and the Selection of Risky Investments in Stock Portfolios and Capital Budgets (1965)Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency (1993)Time to Build and Aggregate Fluctuations (1982)CEO Overconfidence and Corporate Investment (2005)Really Uncertain Business Cycles (2018)Estimation and Inference of Impulse Responses by Local Projections (2005)Measuring Economic Policy Uncertainty* (2016)Geopolitical risk and the systemic risk in the commodity markets under the war in Ukraine (2022)Russia–Ukraine crisis: The effects on the European stock market (2022)The impact of the Russian-Ukrainian war on global financial markets (2023)Postwar U.S. Business Cycles: An Empirical Investigation (1997)COVID-Induced Economic Uncertainty (2020)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? 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References

  • 1997On Persistence in Mutual Fund Performance17,267 cited
  • 1992The Cross-Section of Expected Stock Returns17,251 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2015Measuring Uncertainty2,908 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2005What are the effects of monetary policy on output? Results from an agnostic identification procedure2,303 cited
  • 2007The Impact of Uncertainty Shocks2,111 cited
  • 2014Fluctuations in Uncertainty2,098 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2013Risk Shocks1,342 cited
  • 2009What are the effects of fiscal policy shocks?1,331 cited
  • 2013Uncertainty and Economic Activity: Evidence from Business Survey Data1,005 cited
  • 2014Uncertainty, Financial Frictions, and Investment Dynamics879 cited
  • 2006Are Technology Improvements Contractionary?878 cited
  • 2013When Credit Bites Back

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Cited by

  • 2022Measuring Geopolitical Risk3,788 cited
  • 2018Measuring Geopolitical Risk596 cited
  • 2020Economic policy uncertainty (EPU) and firm carbon emissions: Evidence using a China provincial EPU index473 cited
  • 2016Surprise and uncertainty indexes: Real-time aggregation of real-activity macro-surprises339 cited
  • 2018Financial regimes and uncertainty shocks297 cited
  • 2017Measuring Uncertainty and Its Impact on the Economy252 cited
  • 2019Does economic policy uncertainty matter for carbon emission? Evidence from US sector level data232 cited
  • 2019Uncertainty Shocks as Second-Moment News Shocks226 cited
  • 2018The impact of uncertainty shocks on the volatility of commodity prices223 cited
  • 2022Measuring Geopolitical Risk220 cited
  • 2017Estimating the real effects of uncertainty shocks at the Zero Lower Bound188 cited
  • 2013Credit Spreads as Predictors of Real-Time Economic Activity: A Bayesian Model-Averaging Approach183 cited
  • 2020Uncertainty Shocks and Business Cycle Research164 cited
  • 2013Aggregate Uncertainty and the Supply of Credit163 cited
  • 2017Identifying Uncertainty Shocks Using the Price of Gold161 cited
  • 2020Economic policy uncertainty and non-performing loans: The moderating role of bank concentration150 cited