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Monetary policy surprises and exchange rate behavior

Gürkaynak, Refet S.; Kara, Ali Hakan; Kısacıkoğlu, … - 2020

Persistent link: https://www.econbiz.de/10012301795

Stock market's assessment of monetary policy transmission : the cash flow effect

Gürkaynak, Refet S.; Karasoy-Can, Hati̇ce Gökçe; … - In: The journal of finance : the journal of the American … 77 (2022) 4, pp. 2375-2421

Persistent link: https://www.econbiz.de/10013279831

Missing events in event studies : identifying the effects of partially-measured news surprises

Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Wright, … - 2018

Persistent link: https://www.econbiz.de/10011981002

Missing events in event studies : identifying the effects of partially-measured news surprises

Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Wright, … - 2018

Persistent link: https://www.econbiz.de/10011915481

Missing events in event studies : identifying the effects of partially measured news surprises

Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Wright, … - In: The American economic review 110 (2020) 12, pp. 3871-3912

Persistent link: https://www.econbiz.de/10012431236

Missing events in event studies : identifying the effects of partially-measured news surprises

Gürkaynak, Refet S.; Kısacıkoğlu, Burçin; Wright, … - 2018

Macroeconomic news announcements are elaborate and multi-dimensional. We consider a framework in which jumps in asset prices around macroeconomic news and monetary policy announcements reflect both the response to observed surprises in headline numbers and latent factors, reflecting other...

Persistent link: https://www.econbiz.de/10011900777