This paper analyzes the impact of changes in monetary policy on equity prices, with the
objectives of both measuring the average reaction of the stock market and understanding …

We study the effects of FOMC announcements of federal funds target rate decisions on
individual stock returns, volatilities and correlations at the intraday level. For all three …

We examine asymmetries in the impact of monetary policy surprises on stock returns
between bull and bear markets in the period 1994 to 2005. We ask how these impacts …

This paper examines the dynamic linkages between monetary policy and the stock market
during the three distinct monetary regimes of Burns, Volcker and Greenspan since the …

I analyze the effect of monetary policy actions on the cross-section of equity returns. Based
on earlier theoretical work for the monetary transmission mechanism one can argue that …

Purpose–The purpose of this study is to adopt data envelopment analysis (DEA) to construct
portfolios, and compare their return rates with the market index to examine whether DEA …

Purpose This paper aims to examine the dynamic interactions between monetary and
financial variables in the Indian context. Design/methodology/approach In this paper, the …

We study the effects of monetary policy surprises on stock returns under low and high
monetary policy uncertainty in the US using the Panel Smooth Transition Regression …

This paper examines the dynamic linkages between the federal funds rate and the stock
market during the 1970–2004 period using the VAR methodology. We detected a …

This paper examines the asymmetric response of stock market volatility to monetary policy
over bull and bear market periods in ASEAN5 countries (Malaysia, Indonesia, Singapore …