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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

Does federal funds futures rate contain information about the treasury bill rate?

Kishor, N. Kundan; Marfatia, H. A. - In: Applied financial economics 23 (2013) 16/18, pp. 1311-1324

Persistent link: https://www.econbiz.de/10010259457

House price synchronization across the US states : the role of structural oil shocks

Sheng, Xin; Marfatia, Hardik A.; Gupta, Rangan; Ji, Qiang - In: The North American journal of economics and finance : a … 56 (2021), pp. 1-10

Persistent link: https://www.econbiz.de/10012821423

The international REIT's time-varying response to the U.S. monetary policy and macroeconomic surprises

Marfatia, Hardik A.; Gupta, Rangan; Cakan, Esin - In: The North American journal of economics and finance : a … 42 (2017), pp. 640-653

Persistent link: https://www.econbiz.de/10011938217

The time-varying impact of uncertainty shocks on the comovement of regional housing prices of the United Kingdom

Cepni, Oguzhan; Marfatia, Hardik A.; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012661143

The non-linear response of US state-level tradable and non-tradable inflation to Oil Shocks : the role of oil-dependence

Sheng, Xin; Marfatia, Hardik A.; Gupta, Rangan - 2021

Persistent link: https://www.econbiz.de/10012661170

Dynamic impact of the US monetary policy on oil market returns and volatility

Marfatia, Hardik A.; Gupta, Rangan; Cakan, Esin - In: The quarterly review of economics and finance : journal … 80 (2021), pp. 159-169

Persistent link: https://www.econbiz.de/10012655291

Effects of conventional and unconventional monetary policy shocks on housing prices in the United States : the role of sentiment

Caraiani, Petre; Gupta, Rangan; Lau, Chi Keung; … - In: The journal of behavioral finance : a publication of … 23 (2022) 3, pp. 241-261

Persistent link: https://www.econbiz.de/10013353005

The Instability in the Monetary Policy Reaction Function and the Estimation of Monetary Policy Shocks

Kishor, N. Kundan - 2009

This paper uses the conventional wisdom about the shift in the monetary policy stance in 1979 to compute monetary policy shocks by estimating different monetary policy reaction functions for the pre-1979 and post-1979 time periods. We use the information from the internal forecasts of the...

Persistent link: https://www.econbiz.de/10013155899