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The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence
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The Effects of Monetary Policy on Stock Market Bubbles: Some Evidence (2013)The Effects of Monetary Policy on Stock M…Stock market reactions to monetary policy surprises under uncertainty (2023)Stock market reactions to mon…Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles (2023)Point estimation in sign-rest…Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development (2023)Monetary policy and bubbles i…Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models (2022)Macroeconomic forecasting and…Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment (2021)Time-varying impact of moneta…Quantitative easing and exuberance in stock markets: Evidence from the euro area (2021)Quantitative easing and exube…Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis (2021)Has the Fed Responded to Hous…Effects of monetary policy on the exchange rates: A Time-varying analysis (2021)Effects of monetary policy on…Will macroprudential policy counteract monetary policy’s effects on financial stability? (2019)Will macroprudential policy c…US monetary policy and the euro area (2019)US monetary policy and the eu…The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach (2019)The role of credit supply sho…The Time-Varying Effect of Monetary Policy on Asset Prices (2017)The Time-Varying Effect of Mo…Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Determining the Number of Factors in Approximate Factor Models (2002)Monetary policy and herd behavior: International evidence (2020)Quantifying Return Spillovers in Global Real Estate Markets (2021)COVID-19 and Exchange Rates: Spillover Effects of U.S. Monetary Policy (2022)Noise Trader Risk in Financial Markets (1990)Investor Sentiment and the Cross‐Section of Stock Returns (2006)Integración de los mercados financieros Latinoamericanos por medio de MILA (2020)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)A model of unconventional monetary policy (2010)Credit Booms Gone Bust: Monetary Policy, Leverage Cycles, and Financial Crises, 1870–2008 (2012)Financial stability: A scientometric analysis and research agenda (2024)Stock Returns, Real Activity, Inflation, and Money (1981)Economic Forces and the Stock Market (1986)Time Varying Structural Vector Autoregressions and Monetary Policy (2005)What are the effects of monetary policy on output? Results from an agnostic identification procedure (2005)Credit Spreads and Business Cycle Fluctuations (2012)Systemic risk: The coordination of macroprudential and monetary policies in China (2020)Changing Impact of Shocks: A Time‐Varying Proxy SVAR Approach (2022)Monetary policy reaction function and the financial cycle (2022)Risk, Return, and Equilibrium: Empirical Tests (1973)Expectations and Exchange Rate Dynamics (1976)Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)Comparing Predictive Accuracy (1995)Dynamic Conditional Correlation (2002)Bayesian VARs and Prior Calibration in Times of COVID-19 (2021)Bayesian VARs and prior calibration in times of COVID-19 (2022)Macroeconomics and Reality (1980)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Stock Markets, Banks, and Economic Growth (1996)Stock Markets, Banks, and Economic Growth (1999)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries (2023)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)The Impact of Uncertainty Shocks (2009)Measuring Economic Policy Uncertainty* (2016)
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Cited by

  • 2022Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models41 cited
  • 2023Stock market reactions to monetary policy surprises under uncertainty37 cited
  • 2019Will macroprudential policy counteract monetary policy’s effects on financial stability?33 cited
  • 2017The Time-Varying Effect of Monetary Policy on Asset Prices27 cited
  • 2023Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development26 cited
  • 2021Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment24 cited
  • 2019US monetary policy and the euro area21 cited
  • 2021Quantitative easing and exuberance in stock markets: Evidence from the euro area17 cited
  • 2021Effects of monetary policy on the exchange rates: A Time-varying analysis16 cited
  • 2023Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles16 cited
  • 2019The role of credit supply shocks in pacific alliance countries: A TVP-VAR-SV approach15 cited
  • 2021Has the Fed Responded to House and Stock Prices? A Time-Varying Analysis12 cited

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