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The Effect of FOMC Votes on Financial Markets
16 references·1 citing·37 second hop
The Effect of FOMC Votes on Financial Markets (2018)The Effect of FOMC Votes on Financial Mar…Stock Returns Over the FOMC Cycle (2015)Stock Returns Over the FOMC C…Are Sticky Prices Costly? Evidence from the Stock Market (2015)Are Sticky Prices Costly? Evi…The Pre-FOMC Announcement Drift (2012)The Pre-FOMC Announcement Dri…Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Central Bank Communication an…The U.S. Treasury yield curve: 1961 to the present (2007)The U.S. Treasury yield curve…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Social Value of Public Information (2002)Social Value of Public Inform…Illiquidity and stock returns: cross-section and time-series effects (2002)Illiquidity and stock returns…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Testing for structural change in conditional models (2000)Testing for structural change…Dynamic Econometrics (1995)Dynamic EconometricsHow Markets Process Information: News Releases and Volatility (1993)How Markets Process Informati…No news is good news (1992)No news is good newsThe Federal Funds Rate and the Channels of Monetary Transnission (1990)The Federal Funds Rate and th…The federal funds rate and the channels of monetary transmission (1989)The federal funds rate and th…Financial markets and dissent in the ECB’s Governing Council (2021)Financial markets and dissent…The General Theory of Employment, Interest and Money. (1936)A Simple Model of Herd Behavior (1992)Maps of Bounded Rationality: Psychology for Behavioral Economics (2003)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)The Causal Impact of Media in Financial Markets (2011)The Science of Monetary Policy: A New Keynesian Perspective (1999)INTEREST AND PRICES: FOUNDATIONS OF A THEORY OF MONETARY POLICY (2005)MACROPRUDENTIAL POLICY – A LITERATURE REVIEW (2010)The Transmission of Monetary Policy Shocks (2017)Parsimonious Modeling of Yield Curves (1987)The Information in Long-Maturity Forward Rates (1987)A Preferred-Habitat Model of the Term Structure of Interest Rates (2009)The Econometrics of Financial Markets (2012)Pricing the term structure with linear regressions (2013)Intermediary asset pricing: New evidence from many asset classes (2017)Editor's Choice Digesting Anomalies: An Investment ApproachThe Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)On Persistence in Mutual Fund Performance (1997)Liquidity Risk and Expected Stock Returns (2003)Asset pricing with liquidity risk (2005)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Is the correlation in international equity returns constant: 1960–1990? (1995)Forecasting crashes: trading volume, past returns, and conditional skewness in stock prices (2001)The distribution of realized stock return volatility (2001)Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Econometric Analysis of Realized Volatility and its Use in Estimating Stochastic Volatility Models (2002)Political Choice in Britain (2004)Taking Time Seriously (2008)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Uncertainty about Government Policy and Stock Prices (2012)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)What Do a Million Observations on Banks Say About the Transmission of Monetary Policy? (2000)
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References

  • 2002Illiquidity and stock returns: cross-section and time-series effects10,008 cited
  • 1989The federal funds rate and the channels of monetary transmission2,833 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2002Social Value of Public Information1,982 cited
  • 1992No news is good news1,929 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2008Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence1,391 cited
  • 2007The U.S. Treasury yield curve: 1961 to the present1,337 cited
  • 1995Dynamic Econometrics1,199 cited
  • 1993How Markets Process Information: News Releases and Volatility970 cited
  • 1990The Federal Funds Rate and the Channels of Monetary Transnission658 cited
  • 2012The Pre-FOMC Announcement Drift630 cited
  • 2000Testing for structural change in conditional models465 cited
  • 2015Are Sticky Prices Costly? Evidence from the Stock Market370 cited

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  • 2015Stock Returns Over the FOMC Cycle342 cited
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    • 2021Financial markets and dissent in the ECB’s Governing Council17 cited