The Time Varying Effect of Monetary Policy Surprise on Stock Returns: Bursting Bubble Beating Forward Guidance

2015 ◽  
Author(s):  
Dennis W. Jansen ◽  
Anastasia S. Zervou
Keyword(s):  
Monetary Policy ◽  
Stock Returns ◽  
Time Varying ◽  
Forward Guidance ◽  
Effect Of Monetary Policy

The time varying effect of monetary policy on stock returns

2017 ◽  
Vol 160 ◽  
pp. 54-58 ◽  
Author(s):  
Dennis W. Jansen ◽  
Anastasia Zervou
Keyword(s):  
Monetary Policy ◽  
Stock Returns ◽  
Time Varying ◽  
Effect Of Monetary Policy

Time‐Varying Response of Monetary Policy to Macroeconomic Conditions

1999 ◽  
Vol 65 (3) ◽  
pp. 584-593
Author(s):  
Chung‐Hua Shen ◽  
David R. Hakes ◽  
Kenneth Brown
Keyword(s):  
Monetary Policy ◽  
Time Varying ◽  
Macroeconomic Conditions
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