UK Stock Returns and the Impact of Domestic Monetary Policy Shocks

By Don Bredin, Stuart Hyde, D. Nitzsche, G. O’Reilly. 2007

111 citations recorded by the source corpus.

Subfields: Economics and Econometrics

View Paper: https://www.semanticscholar.org/paper/3f306d42a856db0f8fdb98501b17439176a60819

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Citations in the corpus

• Evaluating Asset-Market Effects of Unconventional Monetary Policy: A Cross-Country Comparison (2014, result): “…monetary policy surprises on stock prices; earlier studies from the pre-ZLB period found that surprise Bank of England easings had a significant positive effect on stock prices, although the magnitude was smaller than pre-ZLB estimates for the US (see, e.g. Bredin et al. (2007)).”
• Stock market response to monetary and fiscal policy shocks: Multi-country evidence (2013, unknown): “According to Bredin et al. (2007), changes in the UK policy rate have a negative and statistically significant effect on FTSE returns.”
• Simultaneous monetary policy announcements and international stock markets response: an intraday analysis (2011, background): “The path surprise reflects news that market 1 See for example, Bredin et al (2003, 2007), Conover, Jensen and Johnson (1999), and Ehrmann and Fratzschr (2004), among others.”