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The Impact of Monetary Policy on Asset Prices
0 references·16 citing·53 second hopsampled
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  • 2004Futures Prices as Risk-adjusted Forecasts of Monetary Policy57 cited
  • 2006Dynamic Interactions among the Stock Market, Federal Funds Rate, Inflation, and Economic Activity55 cited
  • 2020Risk Premia at the ZLB: A Macroeconomic Interpretation48 cited
  • 2003Statements of ECB Officials and Their Effect on the Level and Volatility of the Euro-Dollar Exchange Rate44 cited
  • 2003Monetary Policy Shocks and Security Market Responses42 cited
  • 2009Dynamic linkages between monetary policy and the stock market41 cited
  • 2006What Explains the Stock Market's Reaction to Federal Reserve Policy?40 cited
  • 2006Market-Based Measures of Monetary Policy Expectations36 cited
  • 2014The Evolution of Federal Reserve Policy and the Impact of Monetary Policy Surprises on Asset Prices

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35 cited
  • 2010Counter-cyclical Economic Policy34 cited
  • 2004Central Bank Talk: Does it Matter and Why?29 cited