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Why interest rates react to money announcements
4 references·16 citing·47 second hop
Why interest rates react to money announcements (1984)Why interest rates react to money announc…On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials (1979)On the Mark: A Theory of Floa…A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence (1977)A Monetary Approach To The Ex…Expectations and Exchange Rate Dynamics (1976)Expectations and Exchange Rat…A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence (1976)A Monetary Approach to the Ex…Monetary policy surprises and exchange rate behavior (2021)Monetary policy surprises and…Do currency markets absorb news quickly? (2005)Do currency markets absorb ne…Relative importance of scheduled macroeconomic news for stock market investors (2003)Relative importance of schedu…Macroeconomic News and the Euro/Dollar Exchange Rate (2003)Macroeconomic News and the Eu…ECB Foreign Exchange Intervention and the EURO: Institutional Framework, News, and Intervention (2002)ECB Foreign Exchange Interven…Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data (1998)Monetary Policy Actions, Inte…Empirical exchange rate models and shifts in the co-integrating vector (1996)Empirical exchange rate model…Expectations and the Treasury Bill-Federal Funds Rate Spread over Recent Monetary Policy Regimes (1990)Expectations and the Treasury…Monetary Policy Lessons of Recent Inflation and Disinflation (1988)Monetary Policy Lessons of Re…THE IMPACT OF MONEY ON SHORT‐TERM INTEREST RATES (1987)THE IMPACT OF MONEY ON SHORT‐…News from the U.S. and Japan (1987)News from the U.S. and JapanMacroeconomic information and stock prices (1987)Macroeconomic information and…Interest rates and risk premia in the stock market and in the foreign exchange market (1987)Interest rates and risk premi…THE REACTION OF EXCHANGE RATES TO ECONOMIC NEWS (1985)THE REACTION OF EXCHANGE RATE…Commodity Prices, Money Surprises and Fed Credibilit (1985)Commodity Prices, Money Surpr…Market perceptions of federal reserve policy and the weekly monetary announcements (1984)Market perceptions of federal…Domestic Financial Policies Under Fixed and Under Floating Exchange Rates (1962)Nominal exchange rate regimes and the behavior of real exchange rates: Evidence and implications (1986)Was It Real? The Exchange Rate‐Interest Differential Relation over the Modern Floating‐Rate Period (1988)Exchange Rates and Fundamentals (2004)The Purchasing-Power Parity Doctrine: A Reappraisal (1964)Theoretical Notes on Trade Problems (1964)The Economics of Exchange Rates (2003)The Purchasing Power Parity Debate (2004)The Quarterly Journal of Economics (2024)Inflation and the Stock Market (1978)Stock Prices and Economic News (1984)Stock Prices and Economic News (1985)Price volatility, international market links, and their implications for regulatory policies (1989)Events That Shook the Market (2002)How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements (2011)CAPITAL ASSET PRICES: A THEORY OF MARKET EQUILIBRIUM UNDER CONDITIONS OF RISK* (1964)An Intertemporal Capital Asset Pricing Model (1973)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)The Time Variation of Risk and Return in the Foreign Exchange and Stock Markets (1989)Fundamental determinants of national equity market returns: A perspective on conditional asset pricing (1997)What is Project Success: A Literature Review (2009)The Effects of Monetary Change on Relative Commodity Prices and the Role of Long-Term Contracts (1980)Market Response to the Weekly Money Supply Announcements in the 1970s (1981)Do macroeconomics news releases affect gold and silver prices? (2000)Commodity Booms and Busts (2010)The impact of uncertainty shocks on the volatility of commodity prices (2018)Empirical regularities in the behavior of exchange rates and theories of the foreign exchange market (1979)Flexible Exchange Rates, Prices, and the Role of "News": Lessons from the 1970s (1981)News from the U. S. and Japan: Which Moves the Yen/Dollar Exchange Rate? (1986)Public Information Arrival, Exchange Rate Volatility, and Quote Frequency (2000)Exchange rate expectations and economic policy uncertainty (2016)Exchange Rate Economics: Where Do We Stand? (1980)Public information releases, private information arrival and volatility in the foreign exchange market (1997)Intraday and interday volatility in the Japanese stock market (2000)What moves the gold market? (2001)Bid, ask and transaction prices in a specialist market with heterogeneously informed traders (1985)Continuous Auctions and Insider Trading (1985)Implications of rational inattention (2003)What defines ‘news’ in foreign exchange markets? (2006)Fundamentals, Trader Activity and Derivative Pricing (2008)Order Flows and The Exchange Rate Disconnect Puzzle (2008)Empirical exchange rate models of the seventies (1983)Convergence Across States and Regions (1991)The Purchasing Power Parity Puzzle (1996)Purchasing Power Parity in the Long Run (1990)The behavior of real exchange rates during the post-Bretton Woods period (1998)Exchange Rates and Fundamentals (2005)
this work references cited by second hop

References

  • 1976Expectations and Exchange Rate Dynamics4,704 cited
  • 1977A Monetary Approach To The Exchange Rate: Doctrinal Aspects And Empirical Evidence981 cited
  • 1979On the Mark: A Theory of Floating Exchange Rates Based on Real Interest Differentials955 cited
  • 1976A Monetary Approach to the Exchange Rate: Doctrinal Aspects and Empirical Evidence824 cited

Cited by

  • 1987Macroeconomic information and stock prices192 cited
  • 1987Interest rates and risk premia in the stock market and in the foreign exchange market186 cited
  • 1985Commodity Prices, Money Surprises and Fed Credibilit151 cited
  • 2005Do currency markets absorb news quickly?147 cited
  • 1985THE REACTION OF EXCHANGE RATES TO ECONOMIC NEWS136 cited
  • 1987News from the U.S. and Japan115 cited
  • 1984Market perceptions of federal reserve policy and the weekly monetary announcements110 cited
  • 1998Monetary Policy Actions, Intervention, and Exchange Rates: A Reexamination of the Empirical Relationships Using Federal Funds Rate Target Data99 cited
  • 1987THE IMPACT OF MONEY ON SHORT‐TERM INTEREST RATES94 cited
  • 1988Monetary Policy Lessons of Recent Inflation and Disinflation91 cited
  • 2003

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

Macroeconomic News and the Euro/Dollar Exchange Rate
82 cited
  • 2003Relative importance of scheduled macroeconomic news for stock market investors67 cited
  • 1990Expectations and the Treasury Bill-Federal Funds Rate Spread over Recent Monetary Policy Regimes66 cited
  • 2002ECB Foreign Exchange Intervention and the EURO: Institutional Framework, News, and Intervention59 cited
  • 1996Empirical exchange rate models and shifts in the co-integrating vector58 cited
  • 2021Monetary policy surprises and exchange rate behavior58 cited