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The Fed's policy decisions and implied volatility
16 references·4 citing·38 second hop
The Fed's policy decisions and implied volatility (2010)The Fed's policy decisions and implied vo…Understanding the VIX (2009)Understanding the VIXInvestor sentiment and the stock market’s reaction to monetary policy (2009)Investor sentiment and the st…Global Financial Transmission of Monetary Policy Shocks* (2009)Global Financial Transmission…Stock market volatility around national elections (2008)Stock market volatility aroun…Macroeconomic cycles and the stock market’s reaction to monetary policy (2008)Macroeconomic cycles and the …Why does the correlation between stock and bond returns vary over time? (2007)Why does the correlation betw…The impact of monetary policy on stock prices (2007)The impact of monetary policy…Does Monetary Policy Have Asymmetric Effects on Stock Returns? 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The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market (2002)Pre-announcement effects, new…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…The Fed funds futures rate as a predictor of federal reserve policy (1996)The Fed funds futures rate as…Evolving United States stock market volatility: The role of conventional and unconventional monetary policies (2022)Evolving United States stock …Volatility jumps and macroeconomic news announcements (2018)Volatility jumps and macroeco…The informational role of options markets: Evidence from FOMC announcements (2018)The informational role of opt…Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? 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References

  • 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
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 2005Stock Market Uncertainty and the Stock-Bond Return Relation655 cited
  • 2009Understanding the VIX650 cited
  • 2004Taking Stock: Monetary Policy Transmission to Equity Markets466 cited
  • 2002Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market435 cited
  • 2008Stock market volatility around national elections435 cited
  • 2006Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets414 cited
  • 2009Investor sentiment and the stock market’s reaction to monetary policy379 cited
  • 2009Global Financial Transmission of Monetary Policy Shocks*313 cited
  • 1996The Fed funds futures rate as a predictor of federal reserve policy262 cited
  • 2008Macroeconomic cycles and the stock market’s reaction to monetary policy247 cited
  • 2007Does Monetary Policy Have Asymmetric Effects on Stock Returns?232 cited
  • 2007Why does the correlation between stock and bond returns vary over time?

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195 cited
  • 2007The impact of monetary policy on stock prices182 cited
  • Cited by

    • 2018Volatility jumps and macroeconomic news announcements25 cited
    • 2018The informational role of options markets: Evidence from FOMC announcements24 cited
    • 2022Evolving United States stock market volatility: The role of conventional and unconventional monetary policies19 cited
    • 2015Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market19 cited