SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence
7 references·8 citing·44 second hop
The effects of monetary policy on stock market bubbles at zero lower bound: Revisiting the evidence (2018)The effects of monetary policy on stock m…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum (2015)Time Varying Structural Vecto…The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence (2015)The Effects of Monetary Polic…The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence (2014)The Effects of Monetary Polic…Monetary Policy and Rational Asset Price Bubbles (2014)Monetary Policy and Rational …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…An enquiry into the monetary policy and stock market shocks in the US (2025)An enquiry into the monetary …Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development (2023)Monetary policy and bubbles i…Evolving United States stock market volatility: The role of conventional and unconventional monetary policies (2022)Evolving United States stock …Can monetary policy lean against housing bubbles? (2022)Can monetary policy lean agai…Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment (2021)Time-varying impact of moneta…Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries (2021)Sentiment Regimes and Reactio…Driving factors of equity bubbles (2019)Driving factors of equity bub…Stock Market Bubbles and Monetary Policy Effectiveness (2016)Stock Market Bubbles and Mone…An Exact Consumption-Loan Model of Interest with or without the Social Contrivance of Money (1958)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)The Great Housing Boom of China (2017)Asset Bubbles and Credit Constraints (2018)What Drives House Price Cycles? International Experience and Policy Issues (2021)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Credit Cycles (1997)Effects of Conventional and Unconventional Monetary Policy Shocks on Housing Prices in the United States: The Role of Sentiment (2021)An analysis of monetary and macroprudential policies in a DSGE model with reserve requirements and mortgage lending (2022)Noise Trader Risk in Financial Markets (1990)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)Fiscal policy and stock markets at the effective lower bound (2023)The Role of Monetary Policy (1995)Staggered Prices in a Utility-Maximizing Framework (1996)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)The Impact of Uncertainty Shocks (2009)Stochastic Volatility: Likelihood Inference and Comparison with ARCH Models (1998)Asset Prices, Financial and Monetary Stability: Exploring the Nexus (2005)Identification of Financial Factors in Economic Fluctuations (2017)Global Financial Cycles and Risk Premiums (2018)Asset Price Bubbles and Systemic Risk (2020)Why Has U.S. Inflation Become Harder to Forecast? (2007)Measuring Uncertainty and Its Impact on the Economy (2017)Safety, Liquidity, and the Natural Rate of Interest (2017)Econometric policy evaluation: A critique (1976)Drifts and volatilities: monetary policies and outcomes in the post WWII US (2005)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)Were There Regime Switches in U.S. Monetary Policy? (2006)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Interpreting the macroeconomic time series facts (1992)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Macroeconomic Shocks and Their Propagation (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Economic Growth (1999)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries (2023)Loan Supply Shocks and the Business Cycle (2016)The Time-Varying Effect of Monetary Policy on Asset Prices (2019)
this work references cited by second hop

References

  • 2005Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy5,868 cited
  • 2005Time Varying Structural Vector Autoregressions and Monetary Policy3,044 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2015Time Varying Structural Vector Autoregressions and Monetary Policy: A Corrigendum347 cited
  • 2014Monetary Policy and Rational Asset Price Bubbles330 cited
  • 2015The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence221 cited
  • 2014The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence124 cited

Cited by

  • 2022Can monetary policy lean against housing bubbles?27 cited
  • 2023Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development26 cited
  • 2021Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment24 cited
  • 2021Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries22 cited
  • 2022Evolving United States stock market volatility: The role of conventional and unconventional monetary policies19 cited
  • 2019Driving factors of equity bubbles18 cited
  • 2016Stock Market Bubbles and Monetary Policy Effectiveness

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

16 cited
  • 2025An enquiry into the monetary policy and stock market shocks in the US10 cited