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Volumn 22, Issue 1, 2000, Pages 159-174

Monetary policy, time-varying risk, and the bond market debacle of 1994

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Indexed keywords


EID: 0034407065     PISSN: 01640704     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0164-0704(00)00127-0     Document Type: Article
Times cited : (7)

References (21)
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  • 3
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  • 4
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  • 5
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    • Some lessons from the Yield curve
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    • Campbell, John. "Some Lessons from the Yield Curve." Journal of Economic Perspectives 9 (Fall 1995): 129-52.
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    • Campbell, J.1
  • 6
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    • What moves the stock and bond markets? A variance decomposition for long-term asset returns
    • January
    • Campbell, John, and John Ammer. "What Moves the Stock and Bond Markets? A Variance Decomposition for Long-term Asset Returns." Journal of Finance 48 (January 1993): 3-26.
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    • Campbell, J.1    Ammer, J.2
  • 7
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    • Economic forces and the stock market
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    • Chen, Nai-fu, Richard Roll, and Steven Ross. "Economic Forces and the Stock Market." Journal of Business 59 (July 1986): 383-403.
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    • Chen, N.-F.1    Roll, R.2    Ross, S.3
  • 8
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    • A comparison of inflation forecasts
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    • Fama, Eugene, and Michael Gibbons. "A Comparison of Inflation Forecasts." Journal of Monetary Economics 13 (May 1984): 327-48.
    • (1984) Journal of Monetary Economics , vol.13 , pp. 327-348
    • Fama, E.1    Gibbons, M.2
  • 9
    • 84934453931 scopus 로고
    • The variation of economic risk premia
    • April
    • Ferson, Wayne, and Campbell Harvey. "The Variation of Economic Risk Premia." Journal of Political Economy 99 (April 1991): 385-415.
    • (1991) Journal of Political Economy , vol.99 , pp. 385-415
    • Ferson, W.1    Harvey, C.2
  • 10
    • 0000087084 scopus 로고
    • Commodity prices, money surprises, and fed credibility
    • November
    • Frankel, Jeffrey, and Gikas Hardouvelis. "Commodity Prices, Money Surprises, and Fed Credibility." Journal of Money, Credit, and Banking 17 (November 1985): 425-38.
    • (1985) Journal of Money, Credit, and Banking , vol.17 , pp. 425-438
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  • 11
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    • Monetary policy, business cycles, and the behavior of small manufacturing firms
    • May
    • Gertler, Mark, and Simon Gilchrist. "Monetary Policy, Business Cycles, and the Behavior of Small Manufacturing Firms." Quarterly Journal of Economics 109 (May 1994): 310-38.
    • (1994) Quarterly Journal of Economics , vol.109 , pp. 310-338
    • Gertler, M.1    Gilchrist, S.2
  • 13
    • 0030117442 scopus 로고    scopus 로고
    • Domestic and international financial market responses to federal deficit announcements
    • Kitchen, J. "Domestic and International Financial Market Responses to Federal Deficit Announcements." Journal of International Money and Finance 15 (1996): 239-54.
    • (1996) Journal of International Money and Finance , vol.15 , pp. 239-254
    • Kitchen, J.1
  • 14
    • 84952494803 scopus 로고
    • Arbitrage pricing theory as a restricted nonlinear multivariate regression model
    • January
    • McElroy, Marjorie, and Edwin Burmeister. "Arbitrage Pricing Theory as a Restricted Nonlinear Multivariate Regression Model." Journal of Business and Economic Statistics 6 (January 1988): 29-42.
    • (1988) Journal of Business and Economic Statistics , vol.6 , pp. 29-42
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  • 15
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    • The information in the longer-maturity term structure about future inflation
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  • 16
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  • 17
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  • 21
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    • The federal funds rate and the arbitrage pricing theory: Evidence that monetary policy matters
    • Fall
    • Thorbecke, Willem, and Tarik Alami. "The Federal Funds Rate and the Arbitrage Pricing Theory: Evidence that Monetary Policy Matters." Journal of Macroeconomics 14 (Fall 1992): 731-44.
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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.