Similar Search Results

US monetary shocks and global stock prices

Laeven, Luc; Tong, Hui - In: Journal of financial intermediation 21 (2012) 3, pp. 530-547

Persistent link: https://www.econbiz.de/10009631241

Monetary policy, stock prices, and consumption externalities

Airaudo, Marco - In: Economics letters 120 (2013) 3, pp. 537-541

Persistent link: https://www.econbiz.de/10010187192

Asymmetric monetary policy towards the stock market : a DSGE approach

Ravn, Søren Hove - In: Journal of macroeconomics 39 (2014) 1, pp. 24-41

Persistent link: https://www.econbiz.de/10010494133

The time varying effect of monetary policy on stock returns

Jansen, Dennis W.; Zervou, Anastasia - In: Economics letters 160 (2017), pp. 54-58

Persistent link: https://www.econbiz.de/10011903742

Monetary policy through production networks : evidence from the stock market

Ozdagli, Ali; Weber, Michael - 2017

Persistent link: https://www.econbiz.de/10011669357

Monetary policy through production networks : evidence from the stock market

Ozdagli, Ali; Weber, Michael - 2017 - This version: October, 2017

Monetary policy shocks have a large impact on stock prices during narrow time windows centered around press releases by the FOMC. We use spatial autoregressions to decompose the overall effect of monetary policy shocks into a direct effect and a network effect. We attribute 50 to 85 percent of...

Persistent link: https://www.econbiz.de/10011770624

Stock market dynamics, leveraged network-based financial accelerator and monetary policy

Riccetti, Luca; Russo, Alberto; Gallegati, Mauro - In: International review of economics & finance : IREF 43 (2016), pp. 509-524

Persistent link: https://www.econbiz.de/10011625923

The equity price channel in a New-Keynesian DSGE model with financial frictions and banking

Hollander, Hylton; Liu, Guangling - In: Economic modelling 52 (2016), pp. 375-389

Persistent link: https://www.econbiz.de/10011642791

Monetary policy through production networks : evidence from the stock market

Ozdagli, Ali; Weber, Michael - 2017 - This version: May 2017

Monetary policy shocks have a large impact on aggregate stock market returns in narrow event windows around press releases by the Federal Open Market Committee. We use spatial autoregressions to decompose the overall effect of monetary policy shocks into a direct (demand) effect and an indirect...

Persistent link: https://www.econbiz.de/10011657891

Stock Market Dynamics, Leveraged Network-Based Financial Accelerator and Monetary Policy

Riccetti, Luca - 2019

; (iii) network-based accelerator - the network structure may propagate the initial shock possibly resulting in an avalanche …

Persistent link: https://www.econbiz.de/10012904349