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The timing of monetary policy shocks
Olivei, Giovanni P.; Tenreyro, Silvana - 2006
Persistent link: https://www.econbiz.de/10003352970
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Has U.S. monetary policy changed? : Evidence from drifting coefficients and real-time data
Boivin, Jean - In: Journal of money, credit and banking : JMCB 38 (2006) 5, pp. 1149-1173
Persistent link: https://www.econbiz.de/10003353280
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Multiple regimes in U.S. monetary policy? : A nonparametric approach
Duffy, John; Engle-Warnick, Jim - In: Journal of money, credit and banking : JMCB 38 (2006) 5, pp. 1363-1377
Persistent link: https://www.econbiz.de/10003353306
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Time-varying risk premia and the cross section of stock returns
Guo, Hui - In: Journal of banking & finance 30 (2006) 7, pp. 2087-2107
Persistent link: https://www.econbiz.de/10003339524
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Does monetary policy have asymmetric effects on stock returns?
Chen, Shiu-sheng - In: Journal of money, credit and banking : JMCB 39 (2007) 2/3, pp. 667-688
Persistent link: https://www.econbiz.de/10003469729
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Depression econometrics : a FAVAR model of monetary policy during the Great Depression
Ahmadi, Pooyan Amir; Ritschl, Albrecht - 2009
Persistent link: https://www.econbiz.de/10003912091
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The forward premium puzzle and latent factors day by day
Bernoth, Kerstin; Hagen, Jürgen von; Vries, Casper G. de - 2010
Persistent link: https://www.econbiz.de/10003969493
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A generalized extreme value approach to financial risk measurement
Bali, Turan G. - In: Journal of money, credit and banking : JMCB 39 (2007) 7, pp. 1613-1649
Persistent link: https://www.econbiz.de/10003549211
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Fleshing out the monetary transmission mechanism : output composition and the role of financial frictions
Meier, André; Müller, Gernot J. - In: Journal of money, credit and banking : JMCB 38 (2006) 8, pp. 2099-2133
Persistent link: https://www.econbiz.de/10003506385
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Disposition matters ; volume, volatility and price impact of behavioural bias
Goetzmann, William N.; Massa, Massimo - 2004
Persistent link: https://www.econbiz.de/10002593861