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When does the fed care about stock prices?
16 references·0 citing·37 second hop
When does the fed care about stock prices? (2022)When does the fed care about stock prices?Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Monetary Policy Surprises, Cr…The VIX, the variance premium and stock market volatility (2014)The VIX, the variance premium…Risk, uncertainty and monetary policy (2013)Risk, uncertainty and monetar…Monetary Policy and Long-Term Real Rates (2012)Monetary Policy and Long-Term…Real-time price discovery in global stock, bond and foreign exchange markets (2007)Real-time price discovery in …What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…The impact of monetary policy on asset prices (2004)The impact of monetary policy…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …Measuring The Reaction of Monetary Policy to the Stock Market (2003)Measuring The Reaction of Mon…Order Flow and Exchange Rate Dynamics (2002)Order Flow and Exchange Rate …A simple framework for analysing bull and bear markets (2002)A simple framework for analys…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Stealth trading and volatility (1993)Stealth trading and volatilityLong-Lived Private Information and Imperfect Competition (1992)Long-Lived Private Informatio…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Stock return variances (1986)Stock return variancesThe Behavior of Stock-Market Prices (1965)Stock returns and the weekend effect (1980)A Simple Implicit Measure of the Effective Bid-Ask Spread in an Efficient Market (1984)Simple Technical Trading Rules and the Stochastic Properties of Stock Returns (1992)Do Brokerage Analysts' Recommendations Have Investment Value? (1996)Have Individual Stocks Become More Volatile? An Empirical Exploration of Idiosyncratic Risk (2001)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)Shocks and Frictions in US Business Cycles: A Bayesian DSGE Approach (2007)Credit Spreads and Business Cycle Fluctuations (2012)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy According to HANK (2018)Discretion versus policy rules in practice (1993)Dynamic Conditional Correlation (2002)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)The Spline-GARCH Model for Low-Frequency Volatility and Its Global Macroeconomic Causes (2008)Capital flows, push versus pull factors and the global financial crisis (2012)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Identification Through Heteroskedasticity (2003)Uncertainty about Government Policy and Stock Prices (2012)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Expected stock returns and volatility (1987)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)Macroeconomics and Reality (1980)The Impact of Uncertainty Shocks (2009)Economic policy uncertainty: A literature review (2019)U.S. Monetary Policy and the Global Financial Cycle (2020)Empirical exchange rate models of the seventies (1983)Exchange Rate Dynamics Redux (1995)Exchange Rates, Equity Prices, and Capital Flows (2005)International Liquidity and Exchange Rate Dynamics * (2015)Trading and Arbitrage in Cryptocurrency Markets (2018)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)
this work references cited by second hop

References

  • 1989Why Does Stock Market Volatility Change Over Time?3,433 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
  • 1986Stock return variances1,813 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
  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 2007Real-time price discovery in global stock, bond and foreign exchange markets1,127 cited
  • 2002Order Flow and Exchange Rate Dynamics957 cited
  • 2004The impact of monetary policy on asset prices956 cited
  • 1993Stealth trading and volatility948 cited
  • 2014The VIX, the variance premium and stock market volatility812 cited
  • 1992Long-Lived Private Information and Imperfect Competition802 cited
  • 2003Measuring The Reaction of Monetary Policy to the Stock Market744 cited
  • 2012Monetary Policy and Long-Term Real Rates680 cited

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A simple framework for analysing bull and bear markets
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