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Stock market reactions to monetary policy surprises under uncertainty
16 references·0 citing·33 second hop
Stock market reactions to monetary policy surprises under uncertainty (2023)Stock market reactions to monetary policy…Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)Deconstructing Monetary Polic…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…Measuring Uncertainty (2015)Measuring UncertaintyArbitrage Asymmetry and the Idiosyncratic Volatility Puzzle (2015)Arbitrage Asymmetry and the I…Risk, uncertainty and monetary policy (2013)Risk, uncertainty and monetar…High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)High Frequency Identification…The Pre-FOMC Announcement Drift (2012)The Pre-FOMC Announcement Dri…Stock Market Declines and Liquidity (2010)Stock Market Declines and Liq…The Impact of Uncertainty Shocks (2009)The Impact of Uncertainty Sho…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …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…Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Risks for the Long Run: A Pot…Stock Returns, Expected Returns, and Real Activity (1990)Stock Returns, Expected Retur…Stock Returns and Real Activity: A Century of Evidence (1990)Stock Returns and Real Activi…The equity premium: A puzzle (1985)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Presidential Address: Discount Rates (2011)Value and Momentum Everywhere (2013)… and the Cross-Section of Expected Returns (2015)Tobin's Marginal q and Average q: A Neoclassical Interpretation (1982)Nominal Rigidities and the Dynamic Effects of a Shock to Monetary Policy (2005)The Impact of Uncertainty Shocks (2007)Measuring Geopolitical Risk (2022)Asset Prices in an Exchange Economy (1978)Economic Forces and the Stock Market (1986)Expected stock returns and volatility (1987)Production-Based Asset Pricing and the Link Between Stock Returns and Economic Fluctuations (1991)Idiosyncratic Risk Matters! (2003)There is a risk-return trade-off after all (2005)Interest and Prices (2004)U.S. Monetary Policy and the Global Financial Cycle (2020)Macroeconomics and Reality (1980)Discretion versus policy rules in practice (1993)The VIX, the variance premium and stock market volatility (2014)Economic policy uncertainty: A literature review (2019)The Role of Monetary Policy (1995)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)The Cross-Section of Expected Stock Returns (1992)Postwar U.S. Business Cycles: An Empirical Investigation (1997)Policy Uncertainty and Corporate Investment (2015)COVID-Induced Economic Uncertainty (2020)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)
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References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 2009The Impact of Uncertainty Shocks5,941 cited
  • 2000Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles4,249 cited
  • 2015Measuring Uncertainty2,908 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
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 1990Stock Returns, Expected Returns, and Real Activity1,553 cited
  • 2013High Frequency Identification of Monetary Non-Neutrality: The Information Effect1,410 cited
  • 2013Risk, uncertainty and monetary policy1,237 cited
  • 2018Deconstructing Monetary Policy Surprises: The Role of Information Shocks981 cited
  • 2015Arbitrage Asymmetry and the Idiosyncratic Volatility Puzzle944 cited
  • 1990Stock Returns and Real Activity: A Century of Evidence733 cited
  • 2012The Pre-FOMC Announcement Drift630 cited
  • 2010Stock Market Declines and Liquidity626 cited

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A simple framework for analysing bull and bear markets
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