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Volumn 15, Issue 17, 2005, Pages 1243-1250

US monetary policy announcements and Irish stock market volatility

Author keywords

[No Author keywords available]

Indexed keywords

MONETARY POLICY; STOCK MARKET;

EID: 31144460349     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100500390836     Document Type: Article
Times cited : (15)

References (20)
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  • 2
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    • What explains the stock markets reaction to federal reserve policy
    • forthcoming
    • Bernanke, B and Kuttner, K. (2005) What explains the stock markets reaction to federal reserve policy Journal of Finance. forthcoming
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  • 4
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  • 5
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    • Pre-announcement effects, new effects and volatility: Monetary policy and the stock market
    • Bonfim, A. (2003) Pre-announcement effects, new effects and volatility: monetary policy and the stock market Journal of Banking and Finance, 27, 133-51.
    • (2003) Journal of Banking and Finance , vol.27 , pp. 133-151
    • Bonfim, A.1
  • 6
    • 3543087494 scopus 로고    scopus 로고
    • The influence of domestic and international interest rates on the ISEQ
    • Bredin, D Gavin, C and O'Reilly, G. (2003) The influence of domestic and international interest rates on the ISEQ Economic and Social Review, 34, 249-65.
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    • Bredin, D.1    Gavin, C.2    O'Reilly, G.3
  • 7
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    • Bredin, D Gavin, C and O'Reilly, G. (2004) International monetary policy shocks and Irish market rates Applied Economics Letters, 11, 409-14.
    • (2004) Applied Economics Letters , vol.11 , pp. 409-414
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  • 9
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    • Connolly, R and Wang, F. (2003) Economic equity market comovements: economic news or contagion Pacific Basin Finance Journal, 11, 23-43.
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    • Connolly, R.1    Wang, F.2
  • 10
    • 0036292518 scopus 로고    scopus 로고
    • Macroeconomic factors do influence aggregate stock returns
    • Flannery, M and Protopapadkis, A. (2002) Macroeconomic factors do influence aggregate stock returns Review of Financial Studies, 15, 751-82.
    • (2002) Review of Financial Studies , vol.15 , pp. 751-782
    • Flannery, M.1    Protopapadkis, A.2
  • 12
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    • Gallagher, L.1    Twomey, C.2
  • 14
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    • The link between monetary policy and stock and bond markets: Evidence from the federal funds futures contract
    • Gulley, OD and Sultan, J. (2003) The link between monetary policy and stock and bond markets: Evidence from the federal funds futures contract Applied Financial Economics, 13, 199-209.
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  • 17
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  • 18
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    • (1998)
    • Li, L.1    Engle, R.2
  • 19
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  • 20


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.