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The Relation between Monetary Policy and the Stock Market in Europe

https://doi.org/10.3390/econometrics6030036
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Outgoing claims: the papers this work cites, builds on, or argues with.

inferredcites →https://doi.org/10.1002/ijfe.341openalex-snapshot
European monetary policy surprises: the aggregate and sectoral stock market response
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New Introduction to Multiple Time Series Analysis
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Markov-Switching Vector Autoregressions
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Assessing the impact of the ECB's monetary policy on the stock markets: A sectoral view
inferredcites →https://doi.org/10.1016/j.ecosta.2016.05.001openalex-snapshot
Structural vector autoregressions with heteroskedasticity: A review of different volatility models
inferredcites →https://doi.org/10.1016/j.jeconom.2014.06.012openalex-snapshot
Structural vector autoregressions with Markov switching: Combining conventional with statistical identification of shocks
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Econometric analysis of structural systems with permanent and transitory shocks
inferredcites →https://doi.org/10.1016/j.jedc.2009.08.002openalex-snapshot
Structural vector autoregressions with Markov switching
inferredcites →https://doi.org/10.1016/j.jedc.2017.09.001openalex-snapshot
Structural vector autoregressions with smooth transition in variances
inferredcites →https://doi.org/10.1016/j.jimonfin.2010.03.008openalex-snapshot
The impact of monetary policy shocks on stock prices: Evidence from Canada and the United States
inferredcites →https://doi.org/10.1016/j.jmacro.2016.02.004openalex-snapshot
The impact of the ECB's conventional and unconventional monetary policies on stock markets
inferredcites →https://doi.org/10.1016/j.jmacro.2017.09.001openalex-snapshot
The impact of ECB monetary policy surprises on the German stock market
inferredcites →https://doi.org/10.1016/j.jmoneco.2004.02.004openalex-snapshot
The impact of monetary policy on asset prices
inferredcites →https://doi.org/10.1016/j.jmoneco.2008.12.001openalex-snapshot
Identifying the interdependence between US monetary policy and the stock market
inferredcites →https://doi.org/10.1016/j.jpolmod.2004.03.012openalex-snapshot
Monetary policy and the stock market in the euro area
inferredcites →https://doi.org/10.1016/s0164-0704(00)00122-1openalex-snapshot
Structural identification of permanent shocks in VEC models: A generalization
inferredcites →https://doi.org/10.1016/s0165-1889(99)00062-7openalex-snapshot
A systematic framework for analyzing the dynamic effects of permanent and transitory shocks
inferredcites →https://doi.org/10.1016/s1574-0048(99)01005-8openalex-snapshot
Chapter 2 Monetary policy shocks: What have we learned and to what end?
inferredcites →https://doi.org/10.1017/9781108164818openalex-snapshot
Structural Vector Autoregressive Analysis
inferredcites →https://doi.org/10.1017/s0266466609990776openalex-snapshot
COINTEGRATION RANK TESTING UNDER CONDITIONAL HETEROSKEDASTICITY
inferredcites →https://doi.org/10.1017/s0266466616000335openalex-snapshot
DETERMINING THE COINTEGRATION RANK IN HETEROSKEDASTIC VAR MODELS OF UNKNOWN ORDER
inferredcites →https://doi.org/10.1093/0198774508.001.0001openalex-snapshot
Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
inferredcites →https://doi.org/10.1093/oso/9780199285662.001.0001openalex-snapshot
The Cointegrated VAR Model: Methodology and Applications
inferredcites →https://doi.org/10.1093/oxrep/19.1.58openalex-snapshot
The Effects of Monetary Policy in the Euro Area
inferredcites →https://doi.org/10.1111/j.1467-6419.2012.00734.xopenalex-snapshot
IDENTIFICATION METHODS IN VECTOR‐ERROR CORRECTION MODELS: EQUIVALENCE RESULTS
inferredcites →https://doi.org/10.1111/j.1468-0084.1990.mp52002003.xopenalex-snapshot
MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
inferredcites →https://doi.org/10.1111/joes.12100openalex-snapshot
STRUCTURAL VECTOR AUTOREGRESSIONS: CHECKING IDENTIFYING LONG‐RUN RESTRICTIONS VIA HETEROSKEDASTICITY
inferredcites →https://doi.org/10.1257/aer.96.4.1293openalex-snapshot
Stock Prices, News, and Economic Fluctuations
inferredcites →https://doi.org/10.2139/ssrn.2854133openalex-snapshot
The Response of Asset Prices to Monetary Policy Shocks: Stronger than Thought
inferredcites →https://doi.org/10.2139/ssrn.356269openalex-snapshot
The Monetary Transmission Mechanism in the Euro Area: More Evidence from VAR Analysis (Mtn Conference Paper)
inferredcites →https://doi.org/10.2307/2938278openalex-snapshot
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
inferredcites →https://doi.org/10.3386/w2737openalex-snapshot
The Dynamic Effects of Aggregate Demand and Supply Disturbances

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inferred← citeshttps://doi.org/10.1108/978-1-83753-654-220231008openalex-snapshot
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Monetary and Fiscal Policies Interactions on Stock Returns in Nigeria
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The Direct and Indirect Effects of Fiscal Policy on Stock Market in Developing Countries: A SVAR Model
inferred← citeshttps://doi.org/10.3390/books978-3-0365-4970-5openalex-snapshot
Celebrated Econometricians: Katarina Juselius and Søren Johansen
inferred← citeshttps://doi.org/10.3390/econometrics10020024openalex-snapshot
Celebrated Econometricians: Katarina Juselius and Søren Johansen
inferred← citeshttps://doi.org/10.3390/su12218989openalex-snapshot
Importance of Proper Monetary Liquidity: Sustainable Development of the Housing and Stock Markets
inferred← citeshttps://doi.org/10.3390/su15054409openalex-snapshot
The Effects of Monetary Policy on Macroeconomic Variables through Credit and Balance Sheet Channels: A Dynamic Stochastic General Equilibrium Approach
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Stock Market Reaction to Monetary Policy Modifications: Evidence from an Emergent Market
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Assessing Monetary Policy Effects on Capital Markets: Evidence from the Euro Area
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Analyzing The Effect of Monetary Policies and Financial Stability Measures Across Global Markets amid Covid-19 Pandemics
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