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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

The local employment effect of house prices : evidence from U.S. States

Kishor, N. Kundan; Marfatia, Hardik A.; Nam, Gooan; … - In: Journal of housing economics 55 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013264963

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

Investors' risk perceptions in the US and global stock market integration

Marfatia, Hardik A. - In: Research in international business and finance 52 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012548544

Modeling house price synchronization across the U.S. states and their time-varying macroeconomic linkages

Marfatia, Hardik A. - In: Journal of time series econometrics 13 (2021) 1, pp. 73-117

Persistent link: https://www.econbiz.de/10012437826

The superiority of greenbook forecasts and the role of recessions

Kishor, N. Kundan - 2010

Persistent link: https://www.econbiz.de/10003983019

Does consumption respond more to housing wealth than to financial market wealth? : If so, why?

Kishor, N. Kundan - In: The journal of real estate finance and economics 35 (2007) 4, pp. 427-448

Persistent link: https://www.econbiz.de/10003621346

Consumption-wealth ratio and expected housing return

Kishor, N. Kundan; Kumari, Swati - In: The journal of real estate research 36 (2014) 1, pp. 87-108

Persistent link: https://www.econbiz.de/10010355413

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