References

• 1988The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors3,784 cited
• 1989The federal funds rate and the channels of monetary transmission2,833 cited
• 1986The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors2,443 cited
• 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
• 1998Monetary Policy Shocks: What Have We Learned and to What End?2,203 cited
• 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
• 1990A Variance Decomposition for Stock Returns1,805 cited
• 1999Handbook of macroeconomics1,397 cited
• 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
• 1993What Moves the Stock and Bond Markets? A Variance Decomposition for Long-Term Asset Returns1,016 cited
• 2002What Drives Firm‐Level Stock Returns?1,004 cited
• 2003Measuring The Reaction of Monetary Policy to the Stock Market744 cited
• 1997Stock Return Predictability and The Role of Monetary Policy541 cited
• 2002The Fed and Interest Rates—A High-Frequency Identification477 cited
• 2009What moves housing markets: A variance decomposition of the rent–price ratio