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Essays of monetary policy, growth, and twin crises

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The time-varying response of foreign stock markets to US monetary policy surprises : evidence from the Federal funds futures market

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Persistent link: https://www.econbiz.de/10009726483

Using federal funds futures contracts for monetary policy analysis

Gürkaynak, Refet S. - 2005

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The policy anticipation hypothesis : evidence from the federal funds futures market

Burger, John D. - In: Contemporary economic policy : a journal of Western … 22 (2004) 4, pp. 544-554

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The impact of changes in FOMC disclosure practices on the transparency of monetary policy : are markets and the FOMC better "synched"?

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The Time-Varying Response of Foreign Stock Markets to U.S. Monetary Policy Surprises : Evidence from the Federal Funds Futures Market

Kishor, N. Kundan - 2012

In this paper, we estimate the time-varying response of foreign stock markets to U.S. monetary policy shocks derived from the high-frequency Federal funds futures market. Our results show significant time-variation in the response of the global equity markets to U.S. monetary policy surprises,...

Persistent link: https://www.econbiz.de/10013111064