SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Stock market evidence on the international transmission channels of US monetary policy surprises
16 references·0 citing·42 second hop
Stock market evidence on the international transmission channels of US monetary policy surprises (2023)Stock market evidence on the internationa…U.S. Monetary Policy and the Global Financial Cycle (2020)U.S. Monetary Policy and the …Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?* (2019)Exchange Arrangements Enterin…Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Deconstructing Monetary Polic…Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…International Stock Return Predictability: What Is the Role of the United States? (2013)International Stock Return Pr…High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…Country spreads and emerging countries: Who drives whom? (2005)Country spreads and emerging …Bad Beta, Good Beta (2004)Bad Beta, Good BetaA New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…What Drives Firm‐Level Stock Returns? (2002)What Drives Firm‐Level Stock …On Stock Market Returns and Monetary Policy (1997)On Stock Market Returns and M…A VARIANCE DECOMPOSITION FOR STOCK RETURNS (1990)A VARIANCE DECOMPOSITION FOR …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)The Dividend-Price Ratio and …The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and …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)Monetary Policy According to HANK (2018)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Efficient Capital Markets: II (1991)ARCH modeling in finance (1992)A five-factor asset pricing model (2014)Macroeconomics and Reality (1980)Discretion versus policy rules in practice (1993)Macroeconomic Shocks and Their Propagation (2016)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Measuring Geopolitical Risk (2022)Interest and Prices (2004)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)Determining the Number of Factors in Approximate Factor Models (2002)U.S. Monetary Policy and International Risk Spillovers (2019)China's overseas lending (2021)The Time Variation in Risk Appetite and Uncertainty (2021)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Business conditions and expected returns on stocks and bonds (1989)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Presidential Address: Discount Rates (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)The Cross-Section of Expected Stock Returns (1992)Common risk factors in the returns on stocks and bonds (1993)Industry Concentration and Average Stock Returns (2003)Consumption Strikes Back? Measuring Long‐Run Risk (2008)Investor Sentiment Aligned: A Powerful Predictor of Stock Returns (2014)The federal funds rate and the channels of monetary transmission (1989)Interpreting the macroeconomic time series facts (1992)Measuring Monetary Policy (1998)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)Investor Psychology and Asset Pricing (2001)
this work references cited by second hop

References

  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
  • 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,425 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 2004Bad Beta, Good Beta1,167 cited
  • 2020U.S. Monetary Policy and the Global Financial Cycle1,074 cited
  • 2002What Drives Firm‐Level Stock Returns?1,003 cited
  • 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks981 cited
  • 1997On Stock Market Returns and Monetary Policy931 cited
  • 2019Exchange Arrangements Entering the Twenty-First Century: Which Anchor will Hold?*802 cited
  • 2013International Stock Return Predictability: What Is the Role of the United States?

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

702 cited
  • 2005Country spreads and emerging countries: Who drives whom?698 cited
  • Cited by

    No citing works inside the corpus for this window.