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Monetary policy risk : rules versus discretion

Backus, David; Chernov, Mikhail; Zin, Stanley E.; … - In: The review of financial studies 35 (2022) 5, pp. 2308-2344

Persistent link: https://www.econbiz.de/10013188961

The effect of monetary policy announcements and government interventions on the US insurance industry during the 2007-2009 crisis

Grace, Martin Francis; Rauch, Jannes; Wende, Sabine - In: Journal of risk finance : the convergence of financial … 18 (2017) 5, pp. 500-522

Persistent link: https://www.econbiz.de/10011814888

Daily monetary policy shocks and the delayed response of new home sales

Hamilton, James D. - 2008

Persistent link: https://www.econbiz.de/10003746100

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

Maurer, Tim D.; Nitschka, Thomas - 2020

Persistent link: https://www.econbiz.de/10012299403

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