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The time-varying response of foreign stock markets to US monetary policy surprises : evidence from the Federal funds futures market

Kishor, N. Kundan; Marfatia, Hardik A. - In: Journal of international financial markets, … 24 (2013), pp. 1-24

Persistent link: https://www.econbiz.de/10009726483

The Time-Varying Response of Foreign Stock Markets to U.S. Monetary Policy Surprises : Evidence from the Federal Funds Futures Market

Kishor, N. Kundan - 2012

In this paper, we estimate the time-varying response of foreign stock markets to U.S. monetary policy shocks derived from the high-frequency Federal funds futures market. Our results show significant time-variation in the response of the global equity markets to U.S. monetary policy surprises,...

Persistent link: https://www.econbiz.de/10013111064

Impact of uncertainty on high frequency response of the US stock markets to the Fed's policy surprises

Marfatia, Hardik A. - In: The quarterly review of economics and finance : journal … 54 (2014) 3, pp. 382-392

Persistent link: https://www.econbiz.de/10010492635

Is the future really observable? : a practical approach to model monetary policy rules

Marfatia, Hardik A. - In: Empirical economics : a quarterly journal of the … 61 (2021) 3, pp. 1189-1223

Persistent link: https://www.econbiz.de/10012616947

Data revisions in India : implications for monetary policy

Kishor, N. Kundan - In: Journal of Asian economics 22 (2011) 2, pp. 164-173

Persistent link: https://www.econbiz.de/10009244157

A note on time variation in a forward-looking monetary policy rule : evidence from European Countries

Kishor, N. Kundan - In: Macroeconomic dynamics 16 (2012), pp. 422-437

Persistent link: https://www.econbiz.de/10009746008

Bank lending channel in India : evidence from state-level analysis

Bhatt, Vipul; Kishor, N. Kundan - In: Empirical economics : a journal of the Institute for … 45 (2013) 3, pp. 1307-1331

Persistent link: https://www.econbiz.de/10010222396

The success of the Fed and the death of monetarism

Kishor, N. Kundan; Kochin, Levis A. - In: Economic inquiry : journal of the Western Economic … 45 (2007) 1, pp. 56-70

Persistent link: https://www.econbiz.de/10003454736

Understanding the dynamics of the macroeconomic trilemma

Hosny, Amr; Kishor, N. Kundan; Bahmani-Oskooee, Mohsen - In: International review of applied economics 29 (2015) 1, pp. 32-64

Persistent link: https://www.econbiz.de/10010533062

Are all movements in food and energy prices transitory? : evidence from India

Bhatt, Vipul; Kishor, N. Kundan - In: Journal of policy modeling : JPMOD ; a social science … 37 (2015) 1, pp. 92-106

Persistent link: https://www.econbiz.de/10011332982