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How is the ECB's quantitative easing transmitted to the financial markets?

Aloui, Donia; Ben Maatoug, Abderrazek - In: Studies in economics and finance 41 (2024) 2, pp. 268-285

Persistent link: https://www.econbiz.de/10015049545

The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - In: The review of financial studies 21 (2008) 4, pp. 1653-1687

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The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - 2006

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Macroeconomic news effects on conditional volatilities in the bond and stock markets

Arshanapalli, Bala Gangadhar; D'Ouville, Edmond L.; … - In: Applied financial economics 16 (2006) 5, pp. 377-384

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The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin (contributor); … - 2004 - rev

Persistent link: https://www.econbiz.de/10003229588

The declining equity premium : what role does macroeconomic risk play?

Lettau, Martin; Ludvigson, Sydney C.; Wachter, Jessica - 2004

Persistent link: https://www.econbiz.de/10001927181

What explains the stock market's reaction to federal reserve policy?

Bernanke, Ben; Kuttner, Kenneth N. - 2004

Persistent link: https://www.econbiz.de/10001998382

What explains the stock market's reaction to Federal Reserve policy?

Bernanke, Ben; Kuttner, Kenneth N. - In: The journal of finance : the journal of the American … 60 (2005) 3, pp. 1221-1257

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What explains the stock market's reaction to the federal reserve policy?

Bernanke, Ben (contributor); Kuttner, Kenneth N. (contributor) - 2003 - [Elektronische Ressource]

This paper analyzes the impact of unanticipated changes in the federal funds rate target on equity prices, with the aim of both estimating the size of the typical reaction and understanding the reasons for the market's response. We find that over the June 1989-December 2002 sample period, a...

Persistent link: https://www.econbiz.de/10001909010

What explains the stock market's reaction to federal reserve policy?

Bernanke, Ben; Kuttner, Kenneth N. - 2004

Persistent link: https://www.econbiz.de/10002010596