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Asset market responses to conventional and unconventional monetary policy shocks in the United States
16 references·3 citing·37 second hop
Asset market responses to conventional and unconventional monetary policy shocks in the United States (2018)Asset market responses to conventional an…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…Risk, uncertainty and monetary policy (2013)Risk, uncertainty and monetar…What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound? (2012)What does Monetary Policy do …The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases (2012)The Financial Market Effects …Measuring the stance of monetary policy in zero lower bound environments (2012)Measuring the stance of monet…Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply (2012)Flow and stock effects of lar…The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy (2011)The Effects of Quantitative E…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Interest Rates as Options (1995)Interest Rates as OptionsSmall Sample Bias in GMM Estimation of Covariance Structures (1994)Small Sample Bias in GMM Esti…Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz (1989)Does Monetary Policy Matter? …Parsimonious Modeling of Yield Curves (1987)Parsimonious Modeling of Yiel…House Bubbles, global imbalances and monetary policy in the US (2023)House Bubbles, global imbalan…Quantitative easing and exuberance in stock markets: Evidence from the euro area (2021)Quantitative easing and exube…Unconventional monetary policy in the Euro Area: Shadow rate and light effets (2020)Unconventional monetary polic…Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Credit Spreads and Business Cycle Fluctuations (2012)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy According to HANK (2018)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Identification Through Heteroskedasticity (2003)Real-time price discovery in global stock, bond and foreign exchange markets (2007)Uncertainty about Government Policy and Stock Prices (2012)Debt, Deleveraging, and the Liquidity Trap: A Fisher-Minsky-Koo Approach* (2012)Fiscal Policy in a Depressed Economy (2012)The Aggregate Demand for Treasury Debt (2012)Macroeconomic Shocks and Their Propagation (2016)Macroeconomics and Reality (1980)Discretion versus policy rules in practice (1993)The Impact of Uncertainty Shocks (2009)The VIX, the variance premium and stock market volatility (2014)Economic policy uncertainty: A literature review (2019)U.S. Monetary Policy and the Global Financial Cycle (2020)A Monetary History of the United States 1867-1960 (1964)Non-Monetary Effects of the Financial Crisis in the Propagation of the Great Depression (1983)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)The Financial Accelerator and the Flight to Quality (1996)Growth Dynamics: The Myth of Economic Recovery (2008)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)The federal funds rate and the channels of monetary transmission (1989)Interpreting the macroeconomic time series facts (1992)Measuring Monetary Policy (1998)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)Uncertainty Shocks in a Model of Effective Demand (2017)Measuring the effects of federal reserve forward guidance and asset purchases on financial markets (2020)Explaining the Rate Spread on Corporate Bonds (2001)Forecasting the Term Structure of Government Bond Yields (2003)The U.S. Treasury yield curve: 1961 to the present (2007)
this work references cited by second hop

References

  • 1987Parsimonious Modeling of Yield Curves2,918 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 2011The Effects of Quantitative Easing on Interest Rates: Channels and Implications for Policy1,198 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 1989Does Monetary Policy Matter? A New Test in the Spirit of Friedman and Schwartz744 cited
  • 2012The Financial Market Effects of the Federal Reserve's Large-Scale Asset Purchases704 cited
  • 2012Flow and stock effects of large-scale treasury purchases: Evidence on the importance of local supply655 cited
  • 2012What does Monetary Policy do to Long‐term Interest Rates at the Zero Lower Bound?531 cited
  • 1994Small Sample Bias in GMM Estimation of Covariance Structures468 cited

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2012
Measuring the stance of monetary policy in zero lower bound environments
442 cited
  • 1995Interest Rates as Options428 cited
  • Cited by

    • 2020Unconventional monetary policy in the Euro Area: Shadow rate and light effets22 cited
    • 2023House Bubbles, global imbalances and monetary policy in the US19 cited
    • 2021Quantitative easing and exuberance in stock markets: Evidence from the euro area17 cited