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Monetary policy and asset valuation

Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2018

Persistent link: https://www.econbiz.de/10011862029

Gradualism in monetary policy : a time-consistency problem?

Stein, Jeremy C.; Sunderam, Adi - 2015

Persistent link: https://www.econbiz.de/10011350530

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

How important is the financial sector to price indices in an inflation targeting regime? : an empirical analysis of the UK and the US

Shah, Imran; Ahmad, Ahmad Hassan - In: Review of quantitative finance and accounting 48 (2017) 4, pp. 1063-1082

Persistent link: https://www.econbiz.de/10011796999

Monetary policy and asset valuation : evidence from a Markov-switching cay

Bianchi, Francesco; Lettau, Martin; Ludvigson, Sydney C. - 2017

Persistent link: https://www.econbiz.de/10011739466

Quantitative Easing Announcements and High-Frequency Stock Market Volatility : Evidence From the United States

Corbet, Shaen - 2018

the volatility effects associated with regularly scheduled US Federal Reserve quantitative easing (QE) announcements …, using high-frequency returns data. We find significant and substantial increases of stock market volatility immediately … increase in volatility is largest when the market is provided with forewarning of an announcement. Unexpected announcements …

Persistent link: https://www.econbiz.de/10012913007

International spillovers of U.S. monetary uncertainty and equity market volatility to China's stock markets

Lee, Chi-Chuan; Lee, Chien-chiang - In: Journal of Asian economics 84 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014248299

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

Price dividend models, expectations formation, and monetary policy

Valckx, Nico - 2003

Persistent link: https://www.econbiz.de/10013430520

The Bitcoin-macro disconnect

Benigno, Gianluca; Rosa, Carlo - 2023

This paper investigates the link between Bitcoin and macroeconomic fundamentals by estimating the impact of macroeconomic news on Bitcoin using an event study with intraday data. The key result is that, unlike other U.S. asset classes, Bitcoin is orthogonal to monetary and macroeconomic news....

Persistent link: https://www.econbiz.de/10013548985