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Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements
16 references·2 citing·43 second hop
Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements (1985)Monetary Policy Regimes, Expected Inflati…Short- Term Interest Rates as Predictors of Inflation (2021)Short- Term Interest Rates as…Why Interest Rates Rise When an Unexpectedly Large Money Stock is Announced (2016)Why Interest Rates Rise When …Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant (2016)Short-Term Interest Rates as …Market perceptions of federal reserve policy and the weekly monetary announcements (1984)Market perceptions of federal…The Impact of New Economic Information on the Volatility Of Short-Term Interest Rates (1983)The Impact of New Economic In…Money Supply Announcements and Interest Rates: Another View (1983)Money Supply Announcements an…Weekly money supply announcements and the volatility of short-term interest rates (1982)Weekly money supply announcem…The short-run volatility of money stock targeting (1982)The short-run volatility of m…The Response of Short-Term Interest Rates to Weekly Money Announcements (1982)The Response of Short-Term In…The information content of weekly money supply announcements (1982)The information content of we…The effects of alternative operating procedures on economic and financial relationships (1982)The effects of alternative op…Money supply announcements, interest rates, and foreign exchange (1982)Money supply announcements, i…Interest Rate Volatility and Monetary Policy (1982)Interest Rate Volatility and …Innovation in monetary policy (1982)Innovation in monetary policyThe "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises (1981)The "Rationality" of Money Su…Day of the Week Effects and Asset Returns (1981)Day of the Week Effects and A…RESPONSE OF FINANCIAL MARKETS TO ANNOUNCEMENTS OF THE AUSTRALIAN CURRENT ACCOUNT BALANCE (1995)RESPONSE OF FINANCIAL MARKETS…THE REACTION OF INTEREST RATES TO UNANTICIPATED FEDERAL RESERVE ACTIONS AND STATEMENTS: IMPLICATIONS FOR THE MONEY ANNOUNCEMENT CONTROVERSY (1987)THE REACTION OF INTEREST RATE…EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Asset returns and inflation (1977)The Efficiency of the Market for Single-Family Homes (1988)Business conditions and expected returns on stocks and bonds (1989)Rational Expectations and the Theory of Price Movements (1961)Likelihood‐based cointegration tests in heterogeneous panels (2001)Chapter 15 Anomalies and market efficiency (2003)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2013)On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)Forward Rates and Future Policy: Interpreting the Term Structure of Interest Rates (1983)The Money Supply Announcements Puzzle: Review and Interpretation (1983)News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate? (1986)Monetary Policy Surprises and the Yield Curve (2000)‘Once-in-a-generation’ yen volatility in 1998: fundamentals, intervention, and order flow (2001)Expectations and the neutrality of money (1972)Some International Evidence on Output-Inflation Tradeoffs. (1973)"Rational" Expectations, the Optimal Monetary Instrument, and the Optimal Money Supply Rule (1975)Optimal Aggregation of Money Supply Forecasts: Accuracy, Profitability and Market Efficiency (1983)Some Evidence on the International Transmission of U. S. Money Supply Announcement Effects (1985)Ain't Behavin': Forecast Errors and Measurement Errors in Early GNP Estimates (1987)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Inflation, Rational Expectations and the Term Structure of Interest Rates (1973)Econometric policy evaluation: A critique (1976)THE IMPACT OF MONEY ON SHORT‐TERM INTEREST RATES (1987)The Reaction of Live Hog Futures Prices to USDA Hogs and Pigs Reports (1990)The Effects of Inflation News on High Frequency Stock Returns (2004)Expectations and Exchange Rate Dynamics (1976)A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)News from the U.S. and Japan (1987)Do currency markets absorb news quickly? (2005)The Behavior of Stock-Market Prices (1965)Time Series Analysis: Forecasting and Control (1977)The relationship between return and market value of common stocks (1981)A Further Investigation of the Weekend Effect in Stock Returns (1984)Do Bulls and Bears Move Across Borders? International Transmission of Stock Returns and Volatility (1994)Order imbalance, liquidity, and market returns (2002)Liquidity Preference as Behavior Towards Risk (1958)Money Supply Announcements and the Ex Ante Volatility of Asset Prices (1988)Interest Rate Sensitivity, Asymmetry, and the Stock Returns of Financial Institutions (1989)Chapter 22 Targets and instruments of monetary policy (1990)The Reaction of Stock Prices to Unanticipated Changes in Money: A Note (1983)Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (2005)The Effects of Inflation and Money Supply Announcements on Interest Rates (1984)
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References

  • 1981Day of the Week Effects and Asset Returns1,173 cited
  • 2021Short- Term Interest Rates as Predictors of Inflation870 cited
  • 2016Short-Term Interest Rates as Predictors of Inflation: On Testing the Hypothesis that the Real Rate of Interest is Constant382 cited
  • 1981The "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises128 cited
  • 1982Money supply announcements, interest rates, and foreign exchange118 cited
  • 1983Money Supply Announcements and Interest Rates: Another View111 cited
  • 1984Market perceptions of federal reserve policy and the weekly monetary announcements110 cited
  • 1982The Response of Short-Term Interest Rates to Weekly Money Announcements98 cited
  • 1982Interest Rate Volatility and Monetary Policy63 cited
  • 1982The information content of weekly money supply announcements52 cited
  • 1982Weekly money supply announcements and the volatility of short-term interest rates46 cited
  • 2016Why Interest Rates Rise When an Unexpectedly Large Money Stock is Announced45 cited
  • 1983The Impact of New Economic Information on the Volatility Of Short-Term Interest Rates28 cited
  • 1982Innovation in monetary policy25 cited
  • 1982

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The effects of alternative operating procedures on economic and financial relationships
21 cited
  • 1982The short-run volatility of money stock targeting21 cited
  • Cited by

    • 1995RESPONSE OF FINANCIAL MARKETS TO ANNOUNCEMENTS OF THE AUSTRALIAN CURRENT ACCOUNT BALANCE19 cited
    • 1987THE REACTION OF INTEREST RATES TO UNANTICIPATED FEDERAL RESERVE ACTIONS AND STATEMENTS: IMPLICATIONS FOR THE MONEY ANNOUNCEMENT CONTROVERSY11 cited