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 on stock returns

Economics Letters ◽

10.1016/j.econlet.2017.08.022 ◽

2017 ◽

Vol 160 ◽

pp. 54-58 ◽

Author(s):

Dennis W. Jansen ◽

Anastasia Zervou

Keyword(s):

Monetary Policy ◽

Stock Returns ◽

Time Varying ◽

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 ◽

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 ◽

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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

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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 ◽

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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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Future Monetary Policy Rules in Forward Guidance

SSRN Electronic Journal ◽

10.2139/ssrn.2635878 ◽

2015 ◽

Author(s):

Stephen D. Morris

Keyword(s):

Monetary Policy ◽

Policy Rules ◽

Monetary Policy Rules ◽

Forward Guidance

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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

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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

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