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Monetary policy shocks and Bitcoin prices
16 references·0 citing·47 second hopsampled
Monetary policy shocks and Bitcoin prices (2021)Monetary policy shocks and Bitcoin pricesSafe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Safe haven or risky hazard? B…Datestamping the Bitcoin and Ethereum Bubbles (2017)Datestamping the Bitcoin and …The Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinOn the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)On the hedge and safe haven p…Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound (2016)Measuring the Macroeconomic I…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…Risk, Uncertainty and Monetary Policy (2011)Risk, Uncertainty and Monetar…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Estimation and Inference of Impulse Responses by Local Projections (2005)Estimation and Inference of I…A New Measure of Monetary Shocks: Derivation and Implications (2004)A New Measure of Monetary Sho…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Measuring Monetary Policy (1998)Measuring Monetary PolicyA test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Macroeconomics and Reality (1980)Discretion versus policy rules in practice (1993)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Macroeconomic Shocks and Their Propagation (2016)Government Spending Multipliers in Good Times and in Bad: Evidence from US Historical Data (2017)Measuring Geopolitical Risk (2022)Gold as a hedge against the dollar (2005)A power GARCH examination of the gold market (2006)Metal volatility in presence of oil and interest rate shocks (2007)Permanent and Temporary Components of Stock Prices (1988)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (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)Dynamic Conditional Correlation (2002)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2009)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)The Financial Accelerator in a Quantitative Business Cycle Framework (1998)The Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)The Quarterly Journal of Economics (2024)The effect of changes in the federal funds rate target on market interest rates in the 1970s (1989)Federal Reserve interest rate targeting, rational expectations, and the term structure (1995)Do Measures of Monetary Policy in a VAR Make Sense (1998)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)The federal funds rate and the channels of monetary transmission (1989)Interpreting the macroeconomic time series facts (1992)The Macroeconomic Effects of Tax Changes: Estimates Based on a New Measure of Fiscal Shocks (2010)Monetary Policy Shocks: What Have We Learned and to What End? (1998)Zero Bound on Interest Rates and Optimal Monetary Policy (2003)Measuring the Effects of Monetary Policy: A Factor-Augmented Vector Autoregressive (FAVAR) Approach (2005)Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades (2016)Uncertainty Shocks in a Model of Effective Demand (2017)Investment under Uncertainty (1994)Investment Under Uncertainty. (1994)The Impact of Uncertainty Shocks (2009)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)The Unprecedented Stock Market Reaction to COVID-19 (2020)
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References

  • 2016Measuring Economic Policy Uncertainty*12,809 cited
  • 2005Estimation and Inference of Impulse Responses by Local Projections4,629 cited
  • 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
  • 2016Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound1,877 cited
  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,695 cited
  • 1998Measuring Monetary Policy1,643 cited
  • 2004A New Measure of Monetary Shocks: Derivation and Implications1,621 cited
  • 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?1,569 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,473 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 2016The Inefficiency of Bitcoin1,404 cited
  • 2011Risk, Uncertainty and Monetary Policy1,330 cited
  • 2015Hedging capabilities of bitcoin. Is it the virtual gold?1,058 cited
  • 2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market

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  • 2017Datestamping the Bitcoin and Ethereum Bubbles711 cited
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