264
Views
1
CrossRef citations to date
0
Altmetric
Articles

Bank excess returns and unconventional monetary policy

ORCID Icon

References

  • Bhattarai, S., and C. Neely. 2016. “A Survey of the Empirical Literature on U.S. Unconventional Monetary Policy.” Working Paper 2016-021A. Federal Reserve Bank of St. Louis. St. Louis, Missori, USA.
  • Eksi, O., and B. K. O. Tas. 2017. “Unconventional Monetary Policy and the Stock Market’s Reaction to Federal Reserve Policy Actions.” North American Journal of Economics and Finance 40: 136–147.
  • Fama, E. F., and K. R. French. 2015. “A Five-Factor Asset Pricing Model.” Journal of Financial Economics 116: 1–22. doi:10.1016/j.jfineco.2014.10.010.
  • Haitsma, R., D. Unalmis, and J. de Haan. 2016. “The Impact of the ECB’s Conventional and Unconventional Monetary Policies on Stock Markets.” Journal of Macroeconomics 48: 101–116. doi:10.1016/j.jmacro.2016.02.004.
  • Hannikainen, J. 2017. “The Shadow Rate as a Predictor of Real Activity and Inflation: Evidence from a Data-Rich Environment.” Applied Economic Letters 24 (8): 527–535. doi:10.1080/13504851.2016.1208347.
  • Joyce, M. A. S., A. Lasaosa, I. Stevens, and M. Tong. 2011. “The Financial Market Impact of Quantitative Easing in the United Kingdom.” International Journal of Central Banking 7: 113–161.
  • Lewbel, A. 2012. “Using Heteroscedasticity to Identify and Estimate Mismeasured and Endogenous Regressor Models.” Journal of Business and Economic Statistics 30: 67–80. doi:10.1080/07350015.2012.643126.
  • Lutz, C. 2015. “The International Impact of US Unconventional Monetary Policy.” Applied Economics Letters 22 (12): 955–959. doi:10.1080/13504851.2014.990616.
  • Rigobon, R., and B. Sack. 2004. “The Impact of Monetary Policy on Asset Prices.” Journal of Monetary Economics 51 (8): 1553–1575. doi:10.1016/j.jmoneco.2004.02.004.
  • Wu, J. C., and F. D. Xia. 2016. “Measuring the Macroeconomic Impact of Monetary Policy at the Zero Lower Bound.” Journal of Money, Credit, and Banking 48: 253–291. doi:10.1111/jmcb.2016.48.issue-2-3.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.