Monetary policy and stock returns

Bulletin of Economic Research

Volumn 53, Issue 1, 2001, Pages 73-79

  Ewing, Bradley T ^a  

^a TEXAS TECH UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0012802832     PISSN: 03073378     EISSN: None     Source Type: Journal    
DOI: 10.1111/1467-8586.00119     Document Type: Article

References (12)

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5. Estrella, A. and Mishkin, F. (1997). 'Is there a role for monetary aggregates in the conduct of monetary policy?', Journal of Monetary Economics, vol. 40, pp. 279-304.
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8. Mishkin, F. (1990). The information in the longer maturity term structure about future inflation', Quarterly Journal of Economics, vol. 105, pp. 815-28.
9. Patellis, A. (1997). 'Stock return predictability and the role of monetary policy', Journal of Finance, vol. 52, pp. 1951-72.
10. Pesaran, M. H. and Pesaran, B. (1997). Working with Microfit 4.O. Camfit Data Ltd, Cambridge, England.
11. Pesaran, M. H. and Shin, Y. (1998). 'Generalized impulse response anlaysis in linear multivariate models', Economics Letters, vol. 58, pp. 17-29.
12. Thorbecke, W. (1997). 'On stock market returns and monetary policy', Journal of Finance, vol. 52, pp. 638-54.