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Inflation, interest rates, and stock returns : tests of causality
Pugh, William N. - 1986
Persistent link: https://www.econbiz.de/10000831085
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Tight money timing : the impact of interest rates and the federal reserve on the stock market
George, Wilfred R. - 1982
Persistent link: https://www.econbiz.de/10000040535
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Inflation, monetary policy and stock market conditions
Bordo, Michael D. (contributor); Dueker, Michael (contributor) - 2008
"This paper examines the association between inflation, monetary policy and U.S. stock market conditions during the second half of the 20th century. We estimate a latent variable VAR to examine how macroeconomic and policy shocks affect the condition of the stock market. Further, we examine the...
Persistent link: https://www.econbiz.de/10003741414
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Can a lender of last resort stabilize financial markets? : Lessons from the founding of the Fed
Bernstein, Asaf; Hughson, Eric; Weidenmier, Marc D. - 2008
Persistent link: https://www.econbiz.de/10003770634
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Margin loans and stock market bubbles : an analytical models and empirical tests of selected results
Ricke, Markus - 2006
Persistent link: https://www.econbiz.de/10003348576
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The high-frequency response of exchange rates and interest rates to macroeconomic announcements
Faust, Jon; Rogers, John H.; Wang, Shing-Yi B.; Wright, … - In: Journal of monetary economics 54 (2007) 4, pp. 1051-1068
Persistent link: https://www.econbiz.de/10003465294
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Equity return and short-term interest rate volatility : level effects and asymmetric dynamics
Henry, Ólan Thomas John (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003448337
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Monetary policy and financial imbalances : facts and fiction
Assenmacher-Wesche, Katrin; Gerlach, Stefan - In: Economic policy : a European forum 63 (2010), pp. 437-482
Persistent link: https://www.econbiz.de/10008665445
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Are stock price and interest rates cointegrated? : evidence from the manufacturing industry
Supanvanij, Janikan - In: The journal of current research in global business : JCRGB 13 (2010) 19, pp. 1-8
Persistent link: https://www.econbiz.de/10003953097
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Does monetary policy react to asset prices? : some international evidence
Furlanetto, Francesco - 2008
Persistent link: https://www.econbiz.de/10003990945