-
1
-
-
0242345456
-
Micro effects of macro announcements: real-time price discovery in foreign exchange
-
Andersen T., Bollerslev T., Diebold F.X., and Vega C. Micro effects of macro announcements: real-time price discovery in foreign exchange. American Economics Review 93 (2003) 38-62
-
(2003)
American Economics Review
, vol.93
, pp. 38-62
-
-
Andersen, T.1
Bollerslev, T.2
Diebold, F.X.3
Vega, C.4
-
2
-
-
35648955067
-
Real-time price discovery in stock, bond and foreign exchange markets
-
Andersen T., Bollerslev T., Diebold F.X., and Vega C. Real-time price discovery in stock, bond and foreign exchange markets. Journal of International Economics 73 (2007) 251-277
-
(2007)
Journal of International Economics
, vol.73
, pp. 251-277
-
-
Andersen, T.1
Bollerslev, T.2
Diebold, F.X.3
Vega, C.4
-
3
-
-
38249018157
-
U.S. money supply announcements and pacific rim stock markets: evidence and implications
-
Bailey W. U.S. money supply announcements and pacific rim stock markets: evidence and implications. Journal of International Money and Finance 9 (1990) 344-356
-
(1990)
Journal of International Money and Finance
, vol.9
, pp. 344-356
-
-
Bailey, W.1
-
4
-
-
50849133277
-
The monetary origins of asymmetric information in international equity markets
-
Bauer G.H., and Vega C. The monetary origins of asymmetric information in international equity markets. Journal of International Money and Finance 27 7 (2008) 1029-1055
-
(2008)
Journal of International Money and Finance
, vol.27
, Issue.7
, pp. 1029-1055
-
-
Bauer, G.H.1
Vega, C.2
-
5
-
-
77957186796
-
Market integration and investment barriers in emerging equity markets
-
Bekaert G. Market integration and investment barriers in emerging equity markets. World Bank Economic Review 9 (1995) 75-107
-
(1995)
World Bank Economic Review
, vol.9
, pp. 75-107
-
-
Bekaert, G.1
-
6
-
-
0040212676
-
Foreign speculators and emerging equity markets
-
Bekaert G., and Harvey C.R. Foreign speculators and emerging equity markets. Journal of Finance 55 (2000) 565-613
-
(2000)
Journal of Finance
, vol.55
, pp. 565-613
-
-
Bekaert, G.1
Harvey, C.R.2
-
7
-
-
14944344261
-
What explains the stock market's reaction to federal reserve policy?
-
Bernanke B.S., and Kuttner K. What explains the stock market's reaction to federal reserve policy?. Journal of Finance 60 (2005) 1221-1257
-
(2005)
Journal of Finance
, vol.60
, pp. 1221-1257
-
-
Bernanke, B.S.1
Kuttner, K.2
-
8
-
-
4444299332
-
A decomposition of global linkages in financial markets over time
-
Chinn M., and Forbes K. A decomposition of global linkages in financial markets over time. Review of Economics and Statistics 86 (2004) 705-722
-
(2004)
Review of Economics and Statistics
, vol.86
, pp. 705-722
-
-
Chinn, M.1
Forbes, K.2
-
9
-
-
45349110134
-
The effect of changes in the federal funds rate target on market interest rates in the 1970s
-
Cook T., and Hahn T. The effect of changes in the federal funds rate target on market interest rates in the 1970s. Journal of Monetary Economics 24 (1989) 331-351
-
(1989)
Journal of Monetary Economics
, vol.24
, pp. 331-351
-
-
Cook, T.1
Hahn, T.2
-
10
-
-
84993867978
-
How markets process information: news releases and volatility
-
Ederington L.H., and Lee J.H. How markets process information: news releases and volatility. Journal of Finance 48 (1993) 1161-1191
-
(1993)
Journal of Finance
, vol.48
, pp. 1161-1191
-
-
Ederington, L.H.1
Lee, J.H.2
-
11
-
-
0037317053
-
A simple measure of the intensity of capital controls
-
Edison H., and Warnock F. A simple measure of the intensity of capital controls. Journal of Empirical Finance 10 (2003) 81-103
-
(2003)
Journal of Empirical Finance
, vol.10
, pp. 81-103
-
-
Edison, H.1
Warnock, F.2
-
15
-
-
33750472421
-
Price formation and liquidity in the U.S. treasury market: the response to public information
-
Fleming M., and Remolona E. Price formation and liquidity in the U.S. treasury market: the response to public information. Journal of Finance 52 (1999) 1111-1130
-
(1999)
Journal of Finance
, vol.52
, pp. 1111-1130
-
-
Fleming, M.1
Remolona, E.2
-
16
-
-
20444412539
-
Do actions speak louder than words? The response of asset prices to monetary policy actions and statements
-
Gürkaynak R., Sack B., and Swanson E. Do actions speak louder than words? The response of asset prices to monetary policy actions and statements. International Journal of Central Banking 1 (2005) 55-93
-
(2005)
International Journal of Central Banking
, vol.1
, pp. 55-93
-
-
Gürkaynak, R.1
Sack, B.2
Swanson, E.3
-
17
-
-
0008919779
-
Stock market liberalizations, economic reform, and emerging market equity prices
-
Henry P. Stock market liberalizations, economic reform, and emerging market equity prices. Journal of Finance 55 (2000) 529-564
-
(2000)
Journal of Finance
, vol.55
, pp. 529-564
-
-
Henry, P.1
-
18
-
-
0000323668
-
Do stock market liberalizations cause investment booms?
-
Henry P. Do stock market liberalizations cause investment booms?. Journal of Financial Economics 58 (2000) 301-334
-
(2000)
Journal of Financial Economics
, vol.58
, pp. 301-334
-
-
Henry, P.1
-
19
-
-
0001185132
-
Some evidence on the international transmission of U.S. money supply announcement effects
-
Husted S., and Kitchen J. Some evidence on the international transmission of U.S. money supply announcement effects. Journal of Money, Credit, and Banking 17 (1985) 456-466
-
(1985)
Journal of Money, Credit, and Banking
, vol.17
, pp. 456-466
-
-
Husted, S.1
Kitchen, J.2
-
22
-
-
0002841993
-
Discount rate changes and security returns in the U.S., 1962-1991
-
Jensen G.R., and Johnson R.R. Discount rate changes and security returns in the U.S., 1962-1991. Journal of Banking and Finance 19 (1995) 79-95
-
(1995)
Journal of Banking and Finance
, vol.19
, pp. 79-95
-
-
Jensen, G.R.1
Johnson, R.R.2
-
23
-
-
0030076532
-
Business conditions, monetary policy, and expected security returns
-
Jensen G.R., Mercer J.M., and Johnson R.R. Business conditions, monetary policy, and expected security returns. Journal of Financial Economics 40 (1996) 213-237
-
(1996)
Journal of Financial Economics
, vol.40
, pp. 213-237
-
-
Jensen, G.R.1
Mercer, J.M.2
Johnson, R.R.3
-
25
-
-
8744288646
-
The fed funds futures rate as a predictor of federal reserve policy
-
Krueger J.T., and Kuttner K.N. The fed funds futures rate as a predictor of federal reserve policy. Journal of Futures Markets 16 (1996) 865-879
-
(1996)
Journal of Futures Markets
, vol.16
, pp. 865-879
-
-
Krueger, J.T.1
Kuttner, K.N.2
-
26
-
-
0001011206
-
Monetary policy surprises and interest rates: evidence from the fed funds futures market
-
Kuttner K.N. Monetary policy surprises and interest rates: evidence from the fed funds futures market. Journal of Monetary Economics 47 (2001) 523-544
-
(2001)
Journal of Monetary Economics
, vol.47
, pp. 523-544
-
-
Kuttner, K.N.1
-
27
-
-
4644303662
-
A new set of measures on capital account restrictions
-
Miniane J. A new set of measures on capital account restrictions. IMF Staff Papers 51 (2004) 276-308
-
(2004)
IMF Staff Papers
, vol.51
, pp. 276-308
-
-
Miniane, J.1
-
28
-
-
0040816817
-
Did discount rate changes affect the foreign exchange value of the dollar during 1978
-
Mudd D.R. Did discount rate changes affect the foreign exchange value of the dollar during 1978. Federal Reserve Bank of St. Louis Review 61 (1979) 20-26
-
(1979)
Federal Reserve Bank of St. Louis Review
, vol.61
, pp. 20-26
-
-
Mudd, D.R.1
-
29
-
-
0041049050
-
Stock return predictability and the role of monetary policy
-
Patelis A.D. Stock return predictability and the role of monetary policy. Journal of Finance 52 (1997) 1951-1972
-
(1997)
Journal of Finance
, vol.52
, pp. 1951-1972
-
-
Patelis, A.D.1
-
30
-
-
1642369860
-
The modern history of exchange rate arrangements: a reinterpretation
-
Reinhart C.M., and Rogoff K.S. The modern history of exchange rate arrangements: a reinterpretation. Quarterly Journal of Economics 119 (2004) 1-48
-
(2004)
Quarterly Journal of Economics
, vol.119
, pp. 1-48
-
-
Reinhart, C.M.1
Rogoff, K.S.2
-
31
-
-
60449104257
-
-
Robitaille, P.T., Roush, J.E., 2006. How do FOMC actions and U.S. macroeconomic data announcements move Brazilian sovereign yield spreads and stock prices? FRB International Finance Discussion paper no. 868.
-
Robitaille, P.T., Roush, J.E., 2006. How do FOMC actions and U.S. macroeconomic data announcements move Brazilian sovereign yield spreads and stock prices? FRB International Finance Discussion paper no. 868.
-
-
-
-
35
-
-
0006223301
-
On stock market returns and monetary policy
-
Thorbecke W. On stock market returns and monetary policy. Journal of Finance 52 (1997) 635-654
-
(1997)
Journal of Finance
, vol.52
, pp. 635-654
-
-
Thorbecke, W.1
-
37
-
-
33750489015
-
Transmission of information across international equity markets
-
Wongswan J. Transmission of information across international equity markets. Review of Financial Studies 19 (2006) 1157-1189
-
(2006)
Review of Financial Studies
, vol.19
, pp. 1157-1189
-
-
Wongswan, J.1
|