Monetary Policy and the Stock Market: Time-Series Evidence
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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 & Michael Weber, 2016. "Monetary Policy and the Stock Market: Time-Series Evidence," CESifo Working Paper Series 6199, CESifo.
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Citations
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- Kroencke, Tim-Alexander & Schmeling, Maik & Schrimpf, Andreas, 2021. "The FOMC risk shift," SAFE Working Paper Series 302, Leibniz Institute for Financial Research SAFE.
- Eksi, Ozan & Tas, Bedri Kamil Onur, 2017. "Unconventional monetary policy and the stock market’s reaction to Federal Reserve policy actions," The North American Journal of Economics and Finance, Elsevier, vol. 40(C), pages 136-147.
- 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.
- Ali Ozdagli & Mihail Velikov, 2016. "Show me the money: the monetary policy risk premium," Working Papers 16-27, Federal Reserve Bank of Boston.
- Lakdawala, Aeimit & Schaffer, Matthew, 2019.
"Federal reserve private information and the stock market,"
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- Lakdawala, Aeimit & Schaffer, Matthew, 2016. "Federal Reserve Private Information and the Stock Market," MPRA Paper 77608, University Library of Munich, Germany.
- Michael Weber & Ali Ozdagli, 2016.
"Monetary Policy Through Production Networks: Evidence from the Stock Market,"
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- Ali Ozdagli & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," NBER Working Papers 23424, National Bureau of Economic Research, Inc.
- Ali Ozdagli & Michael Weber & Michael Weber, 2017. "Monetary Policy through Production Networks: Evidence from the Stock Market," CESifo Working Paper Series 6486, CESifo.
- Ali Ozdagli & Michael Weber, 2017. "Monetary policy through production networks: evidence from the stock market," Working Papers 17-15, Federal Reserve Bank of Boston.
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- Andreas Schrimpf & Semyon Malamud, 2017. "Intermediation Markups and Monetary Policy Passthrough," 2017 Meeting Papers 812, Society for Economic Dynamics.
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- Caporin, Massimiliano & Pelizzon, Loriana & Plazzi, Alberto, 2020. "Does monetary policy impact international market co-movements?," SAFE Working Paper Series 276, Leibniz Institute for Financial Research SAFE.
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- Hüning, Hendrik, 2020. "Swiss National Bank communication and investors’ uncertainty," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
- Peter Tillmann, 2020. "Financial Markets and Dissent in the ECB’s Governing Council," MAGKS Papers on Economics 202048, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
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- Rubio-RamÃrez, Juan Francisco & Petrella, Ivan & Antolin-Diaz, Juan, 2021.
"Dividend Momentum and Stock Return Predictability: A Bayesian Approach,"
CEPR Discussion Papers
16613, C.E.P.R. Discussion Papers.
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More about this item
JEL classification:
- E31 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles - - - Price Level; Inflation; Deflation
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- 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
- E58 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Central Banks and Their Policies
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CBA-2016-11-27 (Central Banking)
- NEP-MAC-2016-11-27 (Macroeconomics)
- NEP-MON-2016-11-27 (Monetary Economics)
Statistics
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