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The time varying effect of monetary policy on stock returns
Economics Letters
◽
10.1016/j.econlet.2017.08.022
◽
2017
◽
Vol 160
◽
pp. 54-58
◽
Cited By ~ 3
Author(s):
Dennis W. Jansen
◽
Anastasia Zervou
Keyword(s):
Monetary Policy
◽
Stock Returns
◽
Time Varying
◽
Effect Of Monetary Policy
Download Full-text
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References
The Time Varying Effect of Monetary Policy Surprise on Stock Returns: Bursting Bubble Beating Forward Guidance
SSRN Electronic Journal
◽
10.2139/ssrn.2702112
◽
2015
◽
Author(s):
Dennis W. Jansen
◽
Anastasia S. Zervou
Keyword(s):
Monetary Policy
◽
Stock Returns
◽
Time Varying
◽
Forward Guidance
◽
Effect Of Monetary Policy
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The time-varying effect of monetary policy in China
Applied Economics Letters
◽
10.1080/13504851.2018.1558344
◽
2018
◽
Vol 26
(17)
◽
pp. 1378-1383
Author(s):
Jia Ji
Keyword(s):
Monetary Policy
◽
Time Varying
◽
Effect Of Monetary Policy
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The Time-Varying Effect of Monetary Policy on Asset Prices
10.24148/wp2017-09
◽
2017
◽
pp. 01-46
◽
Cited By ~ 4
Author(s):
Pascal Paul
◽
Keyword(s):
Monetary Policy
◽
Asset Prices
◽
Time Varying
◽
Effect Of Monetary Policy
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Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment
The North American Journal of Economics and Finance
◽
10.1016/j.najef.2021.101550
◽
2021
◽
pp. 101550
Author(s):
Oguzhan Cepni
◽
Rangan Gupta
Keyword(s):
Monetary Policy
◽
Stock Returns
◽
Investor Sentiment
◽
Time Varying
◽
Monetary Policy Shocks
◽
Policy Shocks
Download Full-text
The Effect Of Monetary Policy On Demand For Money In Algeria (1993 - 2013)
10.37136/1003-000-044-089
◽
2016
◽
pp. 7
Author(s):
Latifa Sebti
Keyword(s):
Monetary Policy
◽
Demand For Money
◽
On Demand
◽
Effect Of Monetary Policy
Download Full-text
Conditional Moments of the Distribution of Abnormal Returns, the Cross-Section of Stock Returns, and Monetary Policy
SSRN Electronic Journal
◽
10.2139/ssrn.1917551
◽
2011
◽
Author(s):
Marc William Simpson
◽
Axel Grossmann
Keyword(s):
Monetary Policy
◽
Stock Returns
◽
Cross Section
◽
Abnormal Returns
◽
Conditional Moments
◽
The Cross
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Time-Varying Predictability for Stock Returns, Dividend Growth and Consumption Growth
SSRN Electronic Journal
◽
10.2139/ssrn.2493703
◽
2014
◽
Author(s):
David G. McMillan
Keyword(s):
Stock Returns
◽
Time Varying
◽
Consumption Growth
◽
Dividend Growth
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Estimation of a Forward-Looking Monetary Policy Rule: A Time-Varying Parameter Model using Ex-Post Data
SSRN Electronic Journal
◽
10.2139/ssrn.607663
◽
2004
◽
Author(s):
Chang-Jin Kim
◽
Charles R. Nelson
Keyword(s):
Monetary Policy
◽
Time Varying
◽
Policy Rule
◽
Ex Post
◽
Time Varying Parameter
◽
Monetary Policy Rule
◽
Forward Looking
Download Full-text
Time‐Varying Response of Monetary Policy to Macroeconomic Conditions
Southern Economic Journal
◽
10.1002/j.2325-8012.1999.tb00178.x
◽
1999
◽
Vol 65
(3)
◽
pp. 584-593
Author(s):
Chung‐Hua Shen
◽
David R. Hakes
◽
Kenneth Brown
Keyword(s):
Monetary Policy
◽
Time Varying
◽
Macroeconomic Conditions
Download Full-text
MONETARY POLICY INDICATORS AS PREDICTORS OF STOCK RETURNS
The Journal of Financial Research
◽
10.1111/j.1475-6803.2008.00243.x
◽
2008
◽
Vol 31
(4)
◽
pp. 357-379
◽
Cited By ~ 15
Author(s):
David A. Becher
◽
Gerald R. Jensen
◽
Jeffrey M. Mercer
Keyword(s):
Monetary Policy
◽
Stock Returns
Download Full-text
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