Measuring the reaction of monetary policy to the stock market

Quarterly Journal of Economics

Volumn 118, Issue 2, 2003, Pages 639-669

  Rigobon, Roberto ^a   Sack, Brian ^b  

^a NATIONAL BUREAU OF ECONOMIC RESEARCH   (United States)

^b FEDERAL RESERVE BOARD   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0038353805     PISSN: 00335533     EISSN: None     Source Type: Journal    
DOI: 10.1162/003355303321675473     Document Type: Article

References (14)

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10. Reinhart, Vincent, "Equity Prices and Monetary Policy in the United States," in The Role of Asset Prices in the Formulation of Monetary Policy (Basel: Bank for International Settlements, 1998), pp. 280-300.
11. Rigobon, Roberto, "Identification through Heteroskedasticity," mimeo, Sloan School of Management, Massachusetts Institute of Technology, 1999.
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