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David A. Volkman, Olivier J. P. Maisondieu Laforge & Mark Wohar. (2014) The conditional influence of term spread and pattern changes on future equity returns. Applied Economics 46:9, pages 913-923.
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David
A. Volkman, Olivier
J.P. Maisondieu Laforge & Mark Wohar. (2012) Interactive effect of changes in the shape of the yield curve and conditional term spread on expected equity returns. Applied Financial Economics 22:18, pages 1491-1500.
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J. Benson Durham. (2005) More on Monetary Policy and Stock Price Returns. Financial Analysts Journal 61:4, pages 83-90.
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C. Mitchell Conover, Gerald R. Jensen, Robert R. Johnson & Jeffrey M. Mercer. (2005) Is Fed Policy Still Relevant for Investors?. Financial Analysts Journal 61:1, pages 70-79.
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Articles from other publishers (21)
Marcelle Chauvet & Cheng Jiang. (2023) Nonlinear relationship between monetary policy and stock returns: Evidence from the U.S.. Global Finance Journal 55, pages 100796.
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Nikolaos Antonakakis, Rangan Gupta & Aviral K. Tiwari. (2017) Has the correlation of inflation and stock prices changed in the United States over the last two centuries?. Research in International Business and Finance 42, pages 1-8.
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Michael P. Hughes & Karl Rogers. (2016) Zero Lower Bound Monetary Policy’s Effect on Financial Asset’s Correlations. International Advances in Economic Research 22:2, pages 151-170.
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Goodness C. AyeRangan GuptaMampho P. Modise. (2015) Do Stock Prices Impact Consumption and Interest Rate in South Africa? Evidence from a Time-varying Vector Autoregressive Model. Journal of Emerging Market Finance 14:2, pages 176-196.
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Goodness C. Aye, Mehmet Balcilar, Rangan Gupta, Charl Jooste, Stephen M. Miller & Zeynel Abidin Ozdemir. (2013) Fiscal Policy Shocks and the Dynamics of Asset Prices. Public Finance Review 42:4, pages 511-531.
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Ming-Hsiang Chen. (2014) Asymmetric Effects of Monetary Policy Changes on Hospitality Stock Performance. Tourism Economics 20:3, pages 545-566.
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Rangan Gupta, Charl Jooste & Kanyane Matlou. (2014) A time-varying approach to analysing fiscal policy and asset prices in South Africa. Journal of Financial Economic Policy 6:1, pages 46-63.
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Natalia Mokhova & Marek Zinecker. (2014) Macroeconomic Factors and Corporate Capital Structure. Procedia - Social and Behavioral Sciences 110, pages 530-540.
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Rangan Gupta & Monique Reid. (2013) Macroeconomic surprises and stock returns in South Africa. Studies in Economics and Finance 30:3, pages 266-282.
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Victor J. Valcarcel. (2012) The dynamic adjustments of stock prices to inflation disturbances. Journal of Economics and Business 64:2, pages 117-144.
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Syed Mujahid Hussain. (2011) Simultaneous monetary policy announcements and international stock markets response: An intraday analysis. Journal of Banking & Finance 35:3, pages 752-764.
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Ming-Hsiang Chen. (2010) Federal Reserve Monetary Policy and US Hospitality Stock Returns. Tourism Economics 16:4, pages 833-852.
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Kari Heimonen. (2010) Money and equity returns in the Euro area. Global Finance Journal 21:2, pages 152-169.
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David A Volkman, Olivier J.P. Maisondieu Laforge & Donna Dudney. (2009) The Effect of Federal Reserve Policy, Yield Curves, and Current Level of Interest Rates on Equity Returns. The Journal of Investing 18:4, pages 82-95.
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Ernst Konrad. (2009) The impact of monetary policy surprises on asset return volatility: the case of Germany. Financial Markets and Portfolio Management 23:2, pages 111-135.
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Sanjay Sehgal, G. S. Sood & Namita Rajput. (2009) Investor Sentiment in India: A Survey. Vision: The Journal of Business Perspective 13:2, pages 13-23.
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Ling T. He. (2006) Variations in effects of monetary policy on stock market returns in the past four decades. Review of Financial Economics 15:4, pages 331-349.
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J. B. Durham. (2003) Estimates of the Term Premium on Near-dated Federal Funds Futures Contracts. Finance and Economics Discussion Series 2003:19, pages 1-45.
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J. B. Durham. (2003) Does Monetary Policy Affect Stock Prices and Treasury Yields? An Error Correction and Simultaneous Equation Approach. Finance and Economics Discussion Series 2003:10, pages 1-31.
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Goodness C. Aye, Mehmet Balcilar, Rangan Gupta, Charl Jooste, Stephen M. Miller & Zeynel Abidin Ozdemir. (2012) Fiscal Policy Shocks and the Dynamics of Asset Prices: The South African Experience. SSRN Electronic Journal.
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Lucía Cuadro Sáez, Marcel Fratzscher & Christian Thimann. (2007) The Transmission of Emerging Market Shocks to Global Equity Markets. SSRN Electronic Journal.
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