Show me the money: the monetary policy risk premium
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- Ozdagli, Ali & Velikov, Mihail, 2020. "Show me the money: The monetary policy risk premium," Journal of Financial Economics, Elsevier, vol. 135(2), pages 320-339.
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- Pinter, Gabor, 2018.
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- Ai, Hengjie & Han, Leyla Jianyu & Pan, Xuhui Nick & Xu, Lai, 2022. "The cross section of the monetary policy announcement premium," Journal of Financial Economics, Elsevier, vol. 143(1), pages 247-276.
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- Inessa BENCHORA & Aurélien LEROY & Louis RAFFESTIN, 2023. "Is Monetary Policy Transmission Green?," Bordeaux Economics Working Papers 2023-08, Bordeaux School of Economics (BSE).
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- Patozi, A., 2023. "Green Transmission: Monetary Policy in the Age of ESG," Janeway Institute Working Papers 2302, Faculty of Economics, University of Cambridge.
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- Michael Weber & Andreas Neuhierl, 2017. "Monetary Policy and the Stock Market: Time Series Evidence," 2017 Meeting Papers 304, Society for Economic Dynamics.
- Andreas Neuhierl & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," NBER Working Papers 22831, National Bureau of Economic Research, Inc.
- Simona Malovana & Josef Bajzik & Dominika Ehrenbergerova & Jan Janku, 2020. "A Prolonged Period of Low Interest Rates: Unintended Consequences," Research and Policy Notes 2020/02, Czech National Bank.
- Julian Di Giovanni & Galina Hale, 2022.
"Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy,"
Journal of Finance, American Finance Association, vol. 77(6), pages 3373-3421, December.
- Julian di Giovanni & Galina Hale, 2020. "Stock market spillovers via the global production network: Transmission of U.S. monetary policy," Economics Working Papers 1747, Department of Economics and Business, Universitat Pompeu Fabra.
- Julian di Giovanni & Galina Hale, 2020. "Stock Market Spillovers Via the Global Production Network: Transmission of U.S. Monetary Policy," Working Papers 1213, Barcelona School of Economics.
- Hale, Galina & di Giovanni, Julian, 2020. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," CEPR Discussion Papers 15404, C.E.P.R. Discussion Papers.
- Julian di Giovanni & Galina Hale, 2020. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," Staff Reports 945, Federal Reserve Bank of New York.
- Julian di Giovanni & Galina Hale, 2021. "Stock Market Spillovers via the Global Production Network: Transmission of U.S. Monetary Policy," NBER Working Papers 28827, National Bureau of Economic Research, Inc.
- Jang, Bosung & So, Inhwan, 2024. "Stock returns and monetary policy stance," International Review of Economics & Finance, Elsevier, vol. 92(C), pages 851-869.
- Wei Chen & Paul Hribar & Sam Melessa, 2023. "Standard Error Biases When Using Generated Regressors in Accounting Research," Journal of Accounting Research, Wiley Blackwell, vol. 61(2), pages 531-569, May.
- Andreas Neuhierl & Michael Weber, 2016.
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- Michael Weber & Andreas Neuhierl, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," Working Papers 2016-26, Becker Friedman Institute for Research In Economics.
- Andreas Neuhierl & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," CESifo Working Paper Series 6199, CESifo Group Munich.
- Pintor, Gabor, 2016. "The macroeconomic shock with the highest price of risk," LSE Research Online Documents on Economics 86225, London School of Economics and Political Science, LSE Library.
- Carsten M. Stann & Theocharis N. Grigoriadis, 2020. "Monetary Policy Transmission to Russia and Eastern Europe," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, vol. 62(2), pages 303-353, June.
- Simona Malovaná & Josef Bajzík & Dominika Ehrenbergerová & Jan Janků, 2023. "A prolonged period of low interest rates in Europe: Unintended consequences," Journal of Economic Surveys, Wiley Blackwell, vol. 37(2), pages 526-572, April.
- Wang, Hailong & Hu, Duni, 2024. "Heterogeneous beliefs with information processing capacity constraints and asset pricing in a monetary economy," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
- Michael Smolyansky & Gustavo A. Suarez, 2021. "Monetary policy and the corporate bond market: How important is the Fed information effect?," Finance and Economics Discussion Series 2021-010, Board of Governors of the Federal Reserve System (U.S.).
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More about this item
Keywords
monetary policy; asset pricing; risk factors;All these keywords.
JEL classification:
- E12 - Macroeconomics and Monetary Economics - - General Aggregative Models - - - Keynes; Keynesian; Post-Keynesian; Modern Monetary Theory
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2017-03-19 (Central Banking)
- NEP-MAC-2017-03-19 (Macroeconomics)
- NEP-MON-2017-03-19 (Monetary Economics)
Statistics
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