Central Bank Talk: Does It Matter and Why?
Data up to Jan 2025
Total Citations Per Year
Abstract
References (12)
What Explains the Stock Market's Reaction to Federal Reserve Policy?
2005 • 2,126 citations
Monetary policy surprises and interest rates: Evidence from the Fed funds futures market
2001 • 1,699 citations
Intraday periodicity and volatility persistence in financial markets
1997 • 1,334 citations
Federal Reserve Information and the Behavior of Interest Rates
2000 • 1,001 citations
The impact of monetary policy on asset prices
2004 • 901 citations
Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market
2002 • 449 citations
Macroeconomic news and bond market volatility1We thank Walter Toshi Baily, Bob Korajczyk, Jim Poterba, Mark Watson, seminar participants at the University of Chicago, Columbia University, Cornell University, and the University of Montreal, and especially Ludger Hentschel (the referee) for helpful comments. We also thank Mark Mitchell for supplying data, and Amy C. Ko and Sydney Ludvigson for research assistance. Lamont was supported by the FMC Faculty Research Fund at the Graduate School of …
1998 • 356 citations
Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets
2000 • 301 citations
Making News: Financial Market Effects of Federal Reserve Disclosure Practices
2000 • 60 citations
What Explains the Stock Market's Reaction to Federal Reserve Policy?
2003 • 44 citations
What operating procedures should be adopted to maintain price stability? practical issues
1996 • 41 citations
Making News: Financial Market Effects of Federal Reserve Disclosure Practices
2000 • 29 citations