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2001 • 1,699 citations

Federal Reserve Information and the Behavior of Interest Rates

2000 • 1,001 citations

On Stock Market Returns and Monetary Policy

1997 • 905 citations

The effect of changes in the federal funds rate target on market interest rates in the 1970s

1989 • 623 citations

Bond Yields and the Federal Reserve

2005 • 577 citations

The Impact of Monetary Policy on Asset Prices

2002 • 377 citations

Global transmission of interest rates: monetary independence and currency regime

2004 • 351 citations

The out-of-sample success of term structure models as exchange rate predictors: a step beyond

2003 • 265 citations

Identifying VARS based on high frequency futures data

2004 • 246 citations

Market Anticipations of Monetary Policy Actions

2002 • 225 citations

Measuring financial and economic integration with equity prices in emerging markets

2002 • 202 citations

Capital market integration in the Pacific Basin region: an impulse response analysis

1999 • 189 citations

Monetary Policy Actions and Long-Term Interest Rates

1995 • 147 citations

The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models

2003 • 114 citations

Shock effects on stocks, bonds, and exchange rates

2003 • 57 citations

Monetary Policy and Long-Term Interest Rates

2020 • 31 citations