SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
The Response of Global Equity Indexes to U.S. Monetary Policy Announcements
16 references·0 citing·47 second hopsampled
The Response of Global Equity Indexes to U.S. Monetary Policy Announcements (2005)The Response of Global Equity Indexes to …What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets (2005)Real-Time Price Discovery in …Taking Stock: Monetary Policy Transmission to Equity Markets (2004)Taking Stock: Monetary Policy…A New Set of Measures on Capital Account Restrictions (2004)A New Set of Measures on Capi…Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange (2003)Micro Effects of Macro Announ…A Rational Expectations Model of Financial Contagion (2002)A Rational Expectations Model…Contagion as a Wealth Effect (2001)Contagion as a Wealth EffectHow Does U.S. Monetary Policy Influence Economic Conditions in Emerging Markets? (2000)How Does U.S. Monetary Policy…Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information (1999)Price Formation and Liquidity…Stock Return Predictability and The Role of Monetary Policy (1997)Stock Return Predictability a…Emerging equity market volatility (1997)Emerging equity market volati…Measuring International Economic Linkages with Stock Market Data (1996)Measuring International Econo…Business conditions, monetary policy, and expected security returns (1996)Business conditions, monetary…How Markets Process Information: News Releases and Volatility (1993)How Markets Process Informati…A VARIANCE DECOMPOSITION FOR STOCK RETURNS (1990)A VARIANCE DECOMPOSITION FOR …A Variance Decomposition for Stock Returns (1990)A Variance Decomposition for …Stock return variances (1986)Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatility Change Over Time? (1989)Intraday periodicity and volatility persistence in financial markets (1997)Econometrics of Testing for Jumps in Financial Economics Using Bipower Variation (2005)Optimum consumption and portfolio rules in a continuous-time model (1971)A Simple Model of Capital Market Equilibrium with Incomplete Information (1987)The Limits of Arbitrage (1995)Investor Psychology and Asset Pricing (2001)Overconfidence and Speculative Bubbles (2003)Market Liquidity and Funding Liquidity (2008)Does the Stock Market Overreact? (1985)Financing Constraints and Corporate Investment (1988)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Stock Return Predictability: Is it There? (2001)Stock Return Predictability: Is it There? (2006)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)Business conditions and expected returns on stocks and bonds (1989)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Presidential Address: Discount Rates (2011)Permanent and Temporary Components of Stock Prices (1988)By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior (1999)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)On the Impossibility of Informationally Efficient Markets (1980)On the Impossibility of Informationally Efficient Markets (1980)On crises, contagion, and confusion (2000)The separation of ownership and control in East Asian Corporations (2000)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)Contagion in financial networks (2010)The Information Content of Annual Earnings Announcements (1968)Measuring the Information Content of Stock Trades (1991)Real-time price discovery in global stock, bond and foreign exchange markets (2007)The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes (2008)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Foreign Speculators and Emerging Equity Markets (2000)Asymmetric correlations of equity portfolios (2002)Empirical exchange rate models of the seventies (1983)ARCH modeling in finance (1992)Discretion versus policy rules in practice (1993)Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (2007)High-Frequency Trading and Price Discovery (2014)Consumption, Aggregate Wealth, and Expected Stock Returns (2001)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 1990A VARIANCE DECOMPOSITION FOR STOCK RETURNS1,822 cited
  • 1990A Variance Decomposition for Stock Returns1,805 cited
  • 1997Emerging equity market volatility1,743 cited
  • 2003Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange1,416 cited
  • 2002A Rational Expectations Model of Financial Contagion1,080 cited
  • 1993How Markets Process Information: News Releases and Volatility970 cited
  • 2001Contagion as a Wealth Effect926 cited
  • 1999Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information799 cited
  • 1997Stock Return Predictability and The Role of Monetary Policy541 cited
  • 2004Taking Stock: Monetary Policy Transmission to Equity Markets466 cited
  • 1996Business conditions, monetary policy, and expected security returns363 cited
  • 2004A New Set of Measures on Capital Account Restrictions253 cited
  • 2005Real-Time Price Discovery in Stock, Bond and Foreign Exchange Markets208 cited
  • 1996Measuring International Economic Linkages with Stock Market Data201 cited

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

  • 2000How Does U.S. Monetary Policy Influence Economic Conditions in Emerging Markets?42 cited
  • Cited by

    No citing works inside the corpus for this window.