More on monetary policy and stock price returns

Financial Analysts Journal

Volumn 61, Issue 4, 2005, Pages 83-90

  Durham, J Benson ^a  

^a FEDERAL RESERVE BOARD   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 24344466292     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v61.n4.2745     Document Type: Review

References (8)

1. Bernanke, B., and K. Kuttner. 2005. "What Explains the Stock Market's Reaction to Federal Reserve Policy?" Journal of Finance, vol. 60, no. 3 (June):1221-57.
2. Conover, C.M., G.R. Jensen, and R.R. Johnson. 1999. "Monetary Conditions and International Investing." Financial Analysts Journal, vol. 55, no. 4 (July/August):38-48.
3. Conover, C.M., G.R. Jensen, R.R. Johnson, and J.M. Mercer. 2005. "Is Fed Policy Still Relevant for Investors?" Financial Analysts Journal, vol. 61, no. 1 (January/February):70-79.
4. D'Amico, S., and M. Farka. 2003. "The Fed and the Stock Market: An Identification Based on Intra-Day Futures Data." Working paper.
5. Durham, J.B. 2003a. "Does Monetary Policy Affect Stock Prices and Treasury Yields? An Error Correction and Simultaneous Equation Approach." Finance and Economics Discussion Series No. 10, Federal Reserve Board.
6. _. 2003b. "Monetary Policy and Stock Price Returns." Financial Analysts Journal, vol. 59, no. 4 (July/August):26-35.
7. Kuttner, K. 2001. "Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market." Journal of Monetary Economics, vol. 47, no. 3 (June):523-544.
8. Rigobon, R., and B. Sack. 2003. "Measuring the Reaction of Monetary Policy to the Stock Market." Quarterly Journal of Economics, vol. 118, no. 2 (May):639-669.