References

• 1976Expectations and Exchange Rate Dynamics4,704 cited
• 1987Parsimonious Modeling of Yield Curves2,918 cited
• 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
• 2005Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach1,852 cited
• 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,840 cited
• 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
• 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
• 2015Monetary Policy Surprises, Credit Costs, and Economic Activity1,480 cited
• 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
• 2013Capital Flows and the Risk-Taking Channel of Monetary Policy1,303 cited
• 1995Some Empirical Evidence on the Effects of Shocks to Monetary Policy on Exchange Rates1,127 cited
• 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
• 2020U.S. Monetary Policy and the Global Financial Cycle1,074 cited
• 2013The Dynamic Effects of Personal and Corporate Income Tax Changes in the United States1,022 cited