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Monetary policy and stock prices: theory and evidence. (2004). Neri, Stefano.
In: Temi di discussione (Economic working papers).
RePEc:bdi:wptemi:td_513_04.

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Cited: 38

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  5. Interdependence between monetary policy and asset prices in ASEAN-5 countries. (2021). Juhro, Solikin ; Narayan, Paresh Kumar ; Iyke, Bernard Njindan.
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  6. Euro area equity risk premia and monetary policy: a longer-term perspective. (2021). Kristiansen, Kristian ; Kapp, Daniel.
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  7. Interdependence Between Monetary Policy And Asset Prices In Asean-5 Countries. (2020). Juhro, Solikin ; Iyke, Bernard N ; Narayan, Paresh K.
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  8. Lean against the wind or float with the storm? Revisiting the monetary policy asset price nexus by means of a novel statistical identification approach. (2018). Rohloff, Hannes ; Maxand, Simone ; Herwartz, Helmut.
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  9. Monetary policy shocks, set-identifying restrictions, and asset prices: A benchmarking approach for analyzing set-identified models. (2016). Uhrin, Gábor ; Herwartz, Helmut.
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  10. The Panel VAR Approach to Modelling the Housing Wealth Effect: Evidence from selected European post-transition economies. (2016). Tica, Josip ; Josip, Tica ; Ksenija, Dumii ; Asni, EH.
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  11. An Empirical Analysis of the Relationship between Monetary Policy Stance and Stock Price in Bangladesh. (2016). Sajib, MD ; Amin, Shabnaz ; Amzad, MD.
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  12. Spillovers from Japan’s Unconventional Monetary Policy to Emerging Asia; a Global VAR approach. (2016). Ganelli, Giovanni ; Tawk, Nour.
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  13. The response of asset prices to monetary policy shocks: stronger than thought. (2016). Kerssenfischer, Mark ; Alessi, Lucia.
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  14. Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model. (2015). GUPTA, RANGAN.
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  15. Stock prices and monetary policy shocks: A general equilibrium approach. (2014). Giannitsarou, Chryssi ; Challe, Edouard.
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  16. Monetary policy shocks and financial conditions: A Monte Carlo experiment. (2013). Castelnuovo, Efrem.
    In: Journal of International Money and Finance.
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  17. Did monetary or technology shocks move euro area stock prices?. (2012). Berg, Tim.
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  18. Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-Varying Vector Autoregressive Model. (2012). GUPTA, RANGAN ; Aye, Goodness C. ; Modise, Mampho P..
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  19. Monetary policy and stock prices in small open economies: Empirical evidence for the new EU member states. (2012). Pirovano, Mara.
    In: Economic Systems.
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  20. Macro-Financial Linkages: evidence from country-specific VARs. (2012). Jeanfils, Philippe ; Guarda, Paolo.
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  21. Macro-financial linkages: Evidence from country-specific VARs. (2012). Jeanfils, Philippe ; Guarda, Paolo.
    In: BCL working papers.
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  22. Stock Prices and Monetary Policy Shocks: A General Equilibrium Approach. (2011). Giannitsarou, Chryssi ; Challe, Edouard.
    In: Working papers.
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  23. Stock market conditions and monetary policy in a DSGE model for the U.S.. (2010). Nisticò, Salvatore ; Castelnuovo, Efrem.
    In: Journal of Economic Dynamics and Control.
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  24. Stock market conditions and monetary policy in an DSGE model for the US. (2010). Nisticò, Salvatore ; Castelnuovo, Efrem ; Nistico, Salvatore.
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  25. European monetary policy surprises: the aggregate and sectoral stock market response. (2009). O'Reilly, Gerard ; Hyde, Stuart ; Bredin, Don ; Nitzsche, Dirk.
    In: International Journal of Finance & Economics.
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  26. Identifying the interdependence between US monetary policy and the stock market. (2009). Leitemo, Kai ; Bjørnland, Hilde.
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  27. Ensuring financial stability: financial structure and the impact of monetary policy on asset prices. (2008). Assenmacher, Katrin ; Gerlach, Stefan.
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  28. Ensuring financial stability: Financial structure and the impact of monetary policy on asset prices. (2008). Assenmacher, Katrin ; Gerlach, Stefan ; Assenmacher-Wesche, Katrin .
    In: IMFS Working Paper Series.
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  29. Financial structure and the impact of monetary policy on asset prices. (2008). Assenmacher, Katrin ; Gerlach, Stefan ; Assenmacher-Wesche, Katrin .
    In: CFS Working Paper Series.
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  30. Monetary policy effects: new evidence from the Italian flow-of-funds. (2008). Columba, Francesco ; Bonci, Riccardo.
    In: Applied Economics.
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  31. Financial Structure and the Impact of Monetary Policy on Asset Prices. (2008). Assenmacher, Katrin ; Gerlach, Stefan ; Assenmacher-Wesche, Katrin .
    In: Working Papers.
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  32. Ensuring Financial Stability: Financial Structure and the Impact of Monetary Policy on Asset Prices. (2008). Assenmacher, Katrin ; Gerlach, Stefan.
    In: CEPR Discussion Papers.
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  33. Monetary Policy Effects: New Evidence from the Italian Flow of Funds. (2008). Columba, Francesco ; Bonci, Riccardo.
    In: Temi di discussione (Economic working papers).
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  34. THE EFFECTS OF MONETARY POLICY SHOCKS ON FLOW OF FUNDS:THE ITALIAN CASE. (2007). Columba, Francesco ; Bonci, Riccardo.
    In: Money Macro and Finance (MMF) Research Group Conference 2006.
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  35. Stock market fluctuations and money demand in Italy, 1913-2003. (2006). Caruso, Massimo .
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_576_06.

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  36. Identifying the Interdependence between US Monetary Policy and the Stock Market. (2005). Leitemo, Kai ; Bjørnland, Hilde.
    In: Memorandum.
    RePEc:hhs:osloec:2005_012.

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  37. Identifying the interdependence between US monetary policy and the stock market. (2005). Bjørnland, Hilde ; Bjornland, Hilde C ; Leitemo, Kai .
    In: Research Discussion Papers.
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References

References cited by this document

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  42. Monetary Policy Shocks in an Economy with Segmented Markets. (2001). Occhino, Filippo.
    In: Departmental Working Papers.
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  43. Do We Really Know that Oil Caused the Great Stagflation? A Monetary Alternative. (2001). Kilian, Lutz ; barsky, robert.
    In: NBER Working Papers.
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  44. Do high interest rates defend currencies during speculative attacks ?. (2000). Kraay, Aart.
    In: Policy Research Working Paper Series.
    RePEc:wbk:wbrwps:2267.

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  45. A Monetary Explanation of the Great Stagflation of the 1970s. (2000). Kilian, Lutz ; barsky, robert.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7547.

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  46. Monetary disturbances matter for business fluctuations in the G-7. (2000). Canova, Fabio ; de Nicolo, Gianni.
    In: International Finance Discussion Papers.
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  47. Monetary policy shocks and transmission in Italy: A VAR analysis. (1999). Di Giorgio, Giorgio ; De Arcangelis, Giuseppe.
    In: Economics Working Papers.
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  48. Monetary policy misspecification in VAR models. (1999). Pina, Joaquim ; Canova, Fabio.
    In: Economics Working Papers.
    RePEc:upf:upfgen:420.

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  49. Analysis of the Monetary Transmission Mechanism: Methodological Issues. (1999). McCallum, Bennett.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:7395.

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  50. Monetary Policy Rules with Model and Data Uncertainty. (1998). Swanson, Norman ; Ghysels, Eric ; Callan, Myles.
    In: CIRANO Working Papers.
    RePEc:cir:cirwor:98s-40.

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