-
1
-
-
85016834058
-
The Federal Funds Rate and the Channels of Monetary Transmission
-
Bernanke, Ben S., and Alan S. Blinder. (1992) "The Federal Funds Rate and the Channels of Monetary Transmission." American Economic Review, 82:4, 901-21.
-
(1992)
American Economic Review
, vol.82
, Issue.4
, pp. 901-921
-
-
Bernanke, B.S.1
Blinder, A.S.2
-
3
-
-
84977364496
-
Agency Costs, Net Worth, and Business Fluctuations
-
Bernanke, Ben, and Gertler Mark. (1989) "Agency Costs, Net Worth, and Business Fluctuations." American Economic Review, 79:1, 14-31.
-
(1989)
American Economic Review
, vol.79
, Issue.1
, pp. 14-31
-
-
Bernanke, B.1
Mark, G.2
-
4
-
-
70449089152
-
Monetary Policy Shocks: What Have We Learned and to What End?
-
edited by J.B. Taylor and M. Woodford. Amsterdam: Elsevier Science B.V. Press
-
Christiano, Lawrence J., Martin Eichenbaum, and Charles L. Evans. (1999) "Monetary Policy Shocks: What Have We Learned and to What End?" In Handbook of Macroeconomics, Volume 1A, edited by J.B. Taylor and M. Woodford. Amsterdam: Elsevier Science B.V. Press.
-
(1999)
Handbook of Macroeconomics
, vol.1 A
-
-
Christiano, L.J.1
Eichenbaum, M.2
Evans, C.L.3
-
5
-
-
0037798107
-
Monetary Environments and International Stock Returns
-
Conover, C. Mitchell, Gerald R. Jensen, and Robert R. Johnson. (1999) "Monetary Environments and International Stock Returns. "Journal of Banking and Finance, 23:9, 1357-81.
-
(1999)
Journal of Banking and Finance
, vol.23
, Issue.9
, pp. 1357-1381
-
-
Conover, C.M.1
Jensen, G.R.2
Johnson, R.R.3
-
6
-
-
45349110134
-
The Effect of Changes in the Federal Funds Rate Target on Market Interest Rates in the 1970s
-
Cook, Timothy, and Thomas Hahn. (1989) "The Effect of Changes in the Federal Funds Rate Target on Market Interest Rates in the 1970s." Journal of Monetary Economics, 24:3, 331-51.
-
(1989)
Journal of Monetary Economics
, vol.24
, Issue.3
, pp. 331-351
-
-
Cook, T.1
Hahn, T.2
-
7
-
-
84896415105
-
Efficient Capital Markets and the Quantity Theory of Money
-
Cooper, Richard V. L. (1974) "Efficient Capital Markets and the Quantity Theory of Money." Journal of Finance, 29:3, 889.
-
(1974)
Journal of Finance
, vol.29
, Issue.3
, pp. 889
-
-
Cooper, R.V.L.1
-
8
-
-
84872374847
-
Asymmetric Effects of Positive and Negative Money-Supply Shocks
-
Cover, James Peery. (1992) "Asymmetric Effects of Positive and Negative Money-Supply Shocks." Quarterly Journal of Economics, 107:4, 1261-82.
-
(1992)
Quarterly Journal of Economics
, vol.107
, Issue.4
, pp. 1261-1282
-
-
Cover, J.P.1
-
9
-
-
0347759865
-
Stock Market Cycles, Financial Liberalization and Volatility
-
Edwards, Sebastian, Javier Gomez Biscarri, and Fernando Perez de Gracia. (2003) "Stock Market Cycles, Financial Liberalization and Volatility." Journal of International Money and Finance, 22:7, 925-55.
-
(2003)
Journal of International Money and Finance
, vol.22
, Issue.7
, pp. 925-955
-
-
Edwards, S.1
Gomez Biscarri, J.2
Perez de Gracia, F.3
-
10
-
-
4544277576
-
Taking Stock: Monetary Policy Transmission to Equity Markets
-
Ehrmann, Michael, and Marcel Fratzscher. (2004) "Taking Stock: Monetary Policy Transmission to Equity Markets." Journal of Money, Credit and Banking, 36:4, 719-38.
-
(2004)
Journal of Money, Credit and Banking
, vol.36
, Issue.4
, pp. 719-738
-
-
Ehrmann, M.1
Fratzscher, M.2
-
11
-
-
0001563266
-
Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models
-
Garcia, Rene. (1998) "Asymptotic Null Distribution of the Likelihood Ratio Test in Markov Switching Models." International Economic Review, 39:3, 763-88.
-
(1998)
International Economic Review
, vol.39
, Issue.3
, pp. 763-788
-
-
Garcia, R.1
-
12
-
-
0035993084
-
Are the Effects of Monetary Policy Asymmetric?
-
Garcia, Rene, and Huntley Schaller. (2002) "Are the Effects of Monetary Policy Asymmetric?" Economic Inquiry, 40:1, 102-19.
-
(2002)
Economic Inquiry
, vol.40
, Issue.1
, pp. 102-119
-
-
Garcia, R.1
Schaller, H.2
-
13
-
-
4544377846
-
An Alternative Explanation of the Price Puzzle
-
Giordani, Paolo. (2004) "An Alternative Explanation of the Price Puzzle. "Journal of Monetary Economics, 51, 1271-96.
-
(2004)
Journal of Monetary Economics
, vol.51
, pp. 1271-1296
-
-
Giordani, P.1
-
14
-
-
0001208180
-
Money and Stock Prices: The Channels of Influences
-
Hamburner, M.J., and L.A. Kochin. (1972) "Money and Stock Prices: The Channels of Influences." Journal of Finance, 27:2, 231-49.
-
(1972)
Journal of Finance
, vol.27
, Issue.2
, pp. 231-249
-
-
Hamburner, M.J.1
Kochin, L.A.2
-
15
-
-
0001342006
-
A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
-
Hamilton, James D. (1989) "A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle." Econometrica, 57, 357-84.
-
(1989)
Econometrica
, vol.57
, pp. 357-384
-
-
Hamilton, J.D.1
-
16
-
-
0039805537
-
Stock Market Volatility and the Business Cycle
-
Hamilton, James D., and Gang Lin. (1996) "Stock Market Volatility and the Business Cycle." Journal of Applied Econometrics, 11:5, 573-93.
-
(1996)
Journal of Applied Econometrics
, vol.11
, Issue.5
, pp. 573-593
-
-
Hamilton, J.D.1
Lin, G.2
-
17
-
-
84986382561
-
The Likelihood Ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP
-
Hansen, Bruce E. (1992) "The Likelihood Ratio Test Under Nonstandard Conditions: Testing the Markov Switching Model of GNP." Journal of Applied Econometrics, 7, 61-82.
-
(1992)
Journal of Applied Econometrics
, vol.7
, pp. 61-82
-
-
Hansen, B.E.1
-
18
-
-
84993869769
-
The Supply of Money and Common Stock Prices
-
Homa, K.E., and D.M. Jaffee. (1971) "The Supply of Money and Common Stock Prices." Journal of Finance, 26:5, 1045-66.
-
(1971)
Journal of Finance
, vol.26
, Issue.5
, pp. 1045-1066
-
-
Homa, K.E.1
Jaffee, D.M.2
-
19
-
-
0002026347
-
Expectations, Money and the Stock Market
-
Keran, Michael W. (1971) "Expectations, Money and the Stock Market." Federal Reserve Bank of St. Louis Review, 53:1, 16-31.
-
(1971)
Federal Reserve Bank of St. Louis Review
, vol.53
, Issue.1
, pp. 16-31
-
-
Keran, M.W.1
-
20
-
-
0002634803
-
Dynamic Linear Models with Markov-Switching
-
Kim, Chang-Jin. (1994) "Dynamic Linear Models with Markov-Switching." Journal of Econometrics, 60:1-2, 1-22.
-
(1994)
Journal of Econometrics
, vol.60
-
-
Kim, C.1
-
22
-
-
3142693539
-
Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets
-
Lunde, Asger, and Allan G. Timmermann. (2004) "Duration Dependence in Stock Prices: An Analysis of Bull and Bear Markets." Journal of Business and Economic Statistics, 22:3, 253-73.
-
(2004)
Journal of Business and Economic Statistics
, vol.22
, Issue.3
, pp. 253-273
-
-
Lunde, A.1
Timmermann, A.G.2
-
24
-
-
0037286694
-
A Simple Framework for Analysing Bull and Bear Markets
-
Pagan, Adrian R., and Kirill A. Sossounov. (2003) "A Simple Framework for Analysing Bull and Bear Markets." Journal of Applied Econometrics, 18:1, 23-46.
-
(2003)
Journal of Applied Econometrics
, vol.18
, Issue.1
, pp. 23-46
-
-
Pagan, A.R.1
Sossounov, K.A.2
-
25
-
-
0041049050
-
Stock Return Predictability and the Role of Monetary Policy
-
Patelis, Alex D. (1997) "Stock Return Predictability and the Role of Monetary Policy." Journal of Finance, 52:5, 1951-72.
-
(1997)
Journal of Finance
, vol.52
, Issue.5
, pp. 1951-1972
-
-
Patelis, A.D.1
-
26
-
-
0013084399
-
Firm Size and Cyclical Variations in Stock Returns
-
Perez-Quiros, Gabriel, and Allan Timmermann. (2000) "Firm Size and Cyclical Variations in Stock Returns." Journal of Finance, 55:3, 1229-62.
-
(2000)
Journal of Finance
, vol.55
, Issue.3
, pp. 1229-1262
-
-
Perez-Quiros, G.1
Timmermann, A.2
-
27
-
-
0040209430
-
Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities
-
Perez-Quiros, Gabriel, and Allan Timmermann. (2001) "Business Cycle Asymmetries in Stock Returns: Evidence from Higher Order Moments and Conditional Densities." Journal of Econometrics, 103:1-2, 259-306.
-
(2001)
Journal of Econometrics
, vol.103
-
-
Perez-Quiros, G.1
Timmermann, A.2
-
28
-
-
0003590905
-
The Supply of Money and Common Stock Prices: Further Observations on the Econometric Evidence
-
Pesando, James E. (1974) "The Supply of Money and Common Stock Prices: Further Observations on the Econometric Evidence." Journal of Finance, 29:3, 909-21.
-
(1974)
Journal of Finance
, vol.29
, Issue.3
, pp. 909-921
-
-
Pesando, J.E.1
-
29
-
-
0038353805
-
Measuring the Reaction of Monetary Policy to the Stock Market
-
Rigobon, Roberto, and Brian Sack. (2003) "Measuring the Reaction of Monetary Policy to the Stock Market." Quarterly Journal of Economics, 118:2, 639-69.
-
(2003)
Quarterly Journal of Economics
, vol.118
, Issue.2
, pp. 639-669
-
-
Rigobon, R.1
Sack, B.2
-
30
-
-
84977420051
-
Stock Returns, Money Supply and the Direction of Causality
-
Rogalski, Richard J., and Joseph D. Vinso. (1977) "Stock Returns, Money Supply and the Direction of Causality." Journal of Finance, 32:4, 1017-30.
-
(1977)
Journal of Finance
, vol.32
, Issue.4
, pp. 1017-1030
-
-
Rogalski, R.J.1
Vinso, J.D.2
-
31
-
-
0001524717
-
Money and Stock Prices: Market Efficiency and the Lag in Effect of Monetary Policy
-
Rozeff, Michael S. (1974) "Money and Stock Prices: Market Efficiency and the Lag in Effect of Monetary Policy." Journal of Financial Economics, 1:3, 245-302.
-
(1974)
Journal of Financial Economics
, vol.1
, Issue.3
, pp. 245-302
-
-
Rozeff1
Michael, S.2
-
32
-
-
0000529574
-
Inflation Forecast Targeting: Implementing and Monitoring Inflation Targets
-
Svensson, Lars E.O. (1997) "Inflation Forecast Targeting: Implementing and Monitoring Inflation Targets." European Economic Review, 41, 1111-46.
-
(1997)
European Economic Review
, vol.41
, pp. 1111-1146
-
-
Svensson, L.E.O.1
-
33
-
-
0006223301
-
On Stock Market Returns and Monetary Policy
-
Thorbecke, Willem. (1997) "On Stock Market Returns and Monetary Policy." Journal of Finance, 52:2, 635-54.
-
(1997)
Journal of Finance
, vol.52
, Issue.2
, pp. 635-654
-
-
Thorbecke, W.1
-
34
-
-
38249004914
-
A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market
-
Turner, Christopher M., Richard Startz, and Charles R. Nelso. (1989) "A Markov Model of Heteroskedasticity, Risk, and Learning in the Stock Market. "Journal of Financial Economics, 25:1, 3-22.
-
(1989)
Journal of Financial Economics
, vol.25
, Issue.1
, pp. 3-22
-
-
Turner, C.M.1
Startz, R.2
Nelso, C.R.3
|