Stock Market Reaction to Fed Funds Rate Surprises: State Dependence and the Financial Crisis

By Alexandros Kontonikas, Ronald R. MacDonald, Aman Saggu. 2013

120 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/8394803d18d00b2034cb9137ed4d9cd2dadcc675

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. George S. Atsalakis
2. Deren Unalmis
3. Jakob de Haan
4. Kimon P. Valavanis
5. R. Haitsma
6. Tugrul U. Daim
7. Erkam Güresen
8. Gülgün Kayakutlu

In Finance

1. Deren Unalmis
2. Jakob de Haan
3. Kimon P. Valavanis
4. George S. Atsalakis
5. R. Haitsma

Citations in the corpus

• The impact of the ECB's conventional and unconventional monetary policies on stock markets (2016, methodology): “Most research on the stock market reactions to monetary policy (surprises) focuses on the United States (e.g. Pearce and Roley, 1984; Patelis 1997; Thorbecke, 1997; Bernanke and Kuttner, 2005; Ehrmann and Fratzscher, 2004; Chuliá et al., 2010; Kontonikas et al. 2013; Kontonikas and Kostakis, 2013; U”
• Stock trend forecasting in turbulent market periods using neuro-fuzzy systems (2015, background): “There are many factors that may cause short-term or long-term stock market turmoil; oil prices (Filis et al. 2011), state dependence (Kontonikas et al. 2013), political crises (Frijns et al. 2012), terrorism attacks (Chesney et al. 2011) are only few of them.”