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Spillovers of US market volatility and monetary policy uncertainty to global stock markets

Chiang, Thomas C. - In: The North American journal of economics and finance : a … 58 (2021), pp. 1-18

Persistent link: https://www.econbiz.de/10013187644

Does monetary policy affect stock prices and treasury yields? : An error correction and simultaneous equation approach

Durham, J. Benson - 2003

Persistent link: https://www.econbiz.de/10001759542

U.S. monetary policy indicators and international stock returns : 1970 - 2001

Mann, Thomas; Atra, Robert J.; Dowen, Richard J. - In: International review of financial analysis 13 (2004) 4, pp. 543-558

Persistent link: https://www.econbiz.de/10002224949

Forecasting financial markets and understanding the role of monetary policy

Willner, Marco - 2010

Persistent link: https://www.econbiz.de/10008990760

Stock market evidence on the international transmission channels of US monetary policy surprises

Maurer, Tim Dominik; Nitschka, Thomas - 2021

This working paper evaluates the economic sources of the stock market responses of 40 countries to surprises in the fed funds rate (FFR), the Fed's forward guidance (FG) and large-scale asset purchases (LSAP). We decompose stock market returns into different components reflecting investors'...

Persistent link: https://www.econbiz.de/10012520011

Nonlinear relationship between monetary policy and stock returns : evidence from the U.S.

Chauvet, Marcelle; Jiang, Cheng - In: Global finance journal 55 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014248590

Quantitative easing announcements and high-frequency stock market volatility : evidence from the United States

Corbet, Shaen; Dunne, John James; Larkin, Charles - In: Research in international business and finance 48 (2019), pp. 321-334

Persistent link: https://www.econbiz.de/10012135920

Evolving United States stock market volatility : the role of conventional and unconventional monetary policies

Plakandaras, Vasilios; Gupta, Rangan; Balcilar, Mehmet; … - In: The North American journal of economics and finance : a … 60 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013449139

Communicating with many tongues : FOMC speeches and US financial market reaction

Hayo, Bernd; Kutan, Ali Mustafa; Neuenkirch, Matthias - 2008

This paper studies the effects of FOMC communication on U.S. financial markets’ returns and volatility using a GARCH … and volatility is larger if the communication channel is more formal. However, since speeches happen much more often than …

Persistent link: https://www.econbiz.de/10003864447

The monetary environment and long-run reversals in stock returns

Garcia-Feijoo, Luis; Jensen, Gerald R. - In: The journal of financial research 37 (2014) 1, pp. 3-25

Persistent link: https://www.econbiz.de/10010359515