The Impact of Monetary Policy Shocks on Stock Prices: Evidence from Canada and the United States

By Yun Li, T. Işcan, Kuan Xu. 2010

116 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/6fb004e19bfc810f8153cead1f95bcdb82e6c364

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Pentti Saikkonen
2. Mika Meitz
3. Markku Lanne
4. Muhammad Shahbaz
5. Helmut Lütkepohl
6. Timo Teräsvirta
7. Christian Gouriéroux
8. Joann Jasiak

In Finance

1. Markku Lanne
2. Mika Meitz
3. Pentti Saikkonen
4. Muhammad Shahbaz
5. Timo Teräsvirta
6. Theodore Panagiotidis
7. Christian Francq
8. Henri Nyberg

Citations in the corpus

• Identification and estimation of non-Gaussian structural vector autoregressions (2015, background): “Examples include Lastrapes (1998) and Rapach (2001) who rely on long-run restrictions for identification, Li et al. (2010) who use nonrecursive short-run restrictions, Bjørnland and Leitemo (2009) who consider identification by a combination of short-run and long-run restrictions, and Rigobon and…”