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ECONOMICS

More on Monetary Policy and Stock Price Returns

Pages 83-90 | Published online: 02 Jan 2019

References

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  • Conover, C.M., G.R. Jensen, and R.R. Johnson. 1999. “Monetary Conditions and International Investing.” Financial Analysts Journal, vol. 55, no. 4 (July/August): 38–48.
  • Conover, C.M., G.R. Jensen, R.R. Johnson, and J.M. Mercer. 2005. “Is Fed Policy Still Relevant for Investors?” Financial Analysts Journal, vol. 61, no. 1 (January/February): 70–79.
  • Amico, S., and M. Farka. 2003. “The Fed and the Stock Market: An Identification Based on Intra-Day Futures Data.” Working paper.
  • Durham, J.B. 2003a. “Does Monetary Policy Affect Stock Prices and Treasury Yields? An Error Correction and Simultaneous Equation Approach.” Finance and Economics Discussion Series No. 10, Federal Reserve Board.
  • Durham, J.B. 2003b. “Monetary Policy and Stock Price Returns.” Financial Analysts Journal, vol. 59, no. 4 (July/August): 26–35.
  • Kuttner, K.. 2001. “Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market.” Journal of Monetary Economics, vol. 47, no. 3 (June): 523–544.
  • Rigobon, R., and B. Sack. 2003. “Measuring the Reaction of Monetary Policy to the Stock Market.” Quarterly Journal of Economics, vol. 118, no. 2 (May): 639–669.

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