Adrian, Tobias, Paolo Colla, and Hyun Song Shin, 2012, Which financial frictions? Parsing the evidence from the financial crisis of 2007 to 2009, NBER Macroeconomics Annual 27, 159–214.
Andrade, Philippe, and Filippo Ferroni, 2021, Delphic and odyssean monetary policy shocks: Evidence from the euro area, Journal of Monetary Economics 117, 816–832.
- Barbosa, Monica, and Ali Özdağlı, 2021, Is public debt arm's‐length? Evidence for corporate debt purchases of life insurance companies, Available at SSRN.
Paper not yet in RePEc: Add citation now
- Bauer, Michael D., and Eric T. Swanson, 2020, The Fed's response to economic news explains the “Fed Information Effect”, Working Paper Series 2020‐06, Federal Reserve Bank of San Francisco.
Paper not yet in RePEc: Add citation now
Becker, Bo, and Victoria Ivashina, 2014, Cyclicality of credit supply: Firm level evidence, Journal of Monetary Economics 62, 76–93.
Bernanke, Ben S., and Kenneth N. Kuttner, 2005, What explains the stock market's reaction to federal reserve policy?, Journal of Finance 60, 1221–1257.
Bernanke, Ben S., Mark Gertler, and Simon Gilchrist, 1999, The financial accelerator in a quantitative business cycle framework, in J. B. Taylor, and M. Woodford, eds.: Handbook of Macroeconomics, Volume 1, Chapter 21, 1341–1393 (Elsevier, Amsterdam).
Boivin, Jean, Michael T. Kiley, and Frederic S. Mishkin, 2010, How has the monetary transmission mechanism evolved over time?, in Benjamin M. Friedman and Michael Woodford, eds.: Handbook of Monetary Economics, Volume 3, Chapter 8, 369–422 (Elsevier, Amsterdam).
Bretscher, Lorenzo, Lukas Schmid, and Andrea Vedolin, 2018, Interest rate risk management in uncertain times, Review of Financial Studies 31, 3019–3060.
Brisker, Eric R., Gönül Çolak, and David R. Peterson, 2013, Changes in cash holdings around the S&P 500 additions, Journal of Banking & Finance 37, 1787–1807.
Campbell, Jeffrey R., Charles L. Evans, Jonas D.M. Fisher, and Alejandro Justiniano, 2012, Macroeconomic effects of Federal Reserve forward guidance, Brookings Papers on Economic Activity 2012, 1–80.
Campbell, Jeffrey R., Jonas D.M. Fisher, Alejandro Justiniano, and Leonardo Melosi, 2016, Forward guidance and macroeconomic outcomes since the financial crisis, NBER Macroeconomics Annual 31, 283–357.
Chen, Yong, Bryan Kelly, and Wei Wu, 2020, Sophisticated investors and market efficiency: Evidence from a natural experiment, Journal of Financial Economics 138, 316–341.
Ciccarelli, Matteo, Angela Maddaloni, and José‐Luis Peydró, 2013, Heterogeneous transmission mechanism: Monetary policy and financial fragility in the Eurozone, Economic Policy 28, 459–512.
D'Amico, Stefania, and Mira Farka, 2011, The Fed and the stock market: An identification based on intraday futures data, Journal of Business & Economic Statistics 29, 126–137.
Debortoli, Davide, Jordi Galí, and Luca Gambetti, 2020, On the empirical (ir)relevance of the zero lower bound constraint, NBER Macroeconomics Annual 34, 141–170.
Di Maggio, Marco, Amir Kermani, Benjamin J. Keys, Tomasz Piskorski, Rodney Ramcharan, Amit Seru, and Vincent Yao, 2017, Interest rate pass‐through: Mortgage rates, household consumption, and voluntary deleveraging, American Economic Review 107, 3550–3588.
Ehrmann, Michael, and Marcel Fratzscher, 2004, Taking stock: Monetary policy transmission to equity markets, Journal of Money, Credit and Banking 36, 719–737.
English, William B., Skander J. Van den Heuvel, and Egon Zakrajšek, 2018, Interest rate risk and bank equity valuations, Journal of Monetary Economics 98, 80–97.
- Fama, Eugene F., and Kenneth R. French, 1992, The cross‐section of expected stock returns, Journal of Finance 47, 427–465.
Paper not yet in RePEc: Add citation now
Fama, Eugene F., and Kenneth R. French, 1993, Common risk factors in the returns on stocks and bonds, Journal of Financial Economics 33, 3–56.
- Fama, Eugene F., and Kenneth R. French, 1995, Size and book‐to‐market factors in earnings and returns, Journal of Finance 50, 131–155.
Paper not yet in RePEc: Add citation now
Fazzari, Steven M., R. Glenn Hubbard, Bruce C. Petersen, Alan S. Blinder, and James M. Poterba, 1988, Financing constraints and corporate investment, Brookings Papers on Economic Activity 19, 141–206.
Garriga, Carlos, Finn E. Kydland, and Roman Šustek, 2017, Mortgages and monetary policy, Review of Financial Studies 30, 3337–3375.
Gertler, Mark, and Nobuhiro Kiyotaki, 2010, Financial intermediation and credit policy in business cycle analysis, in Benjamin M. Friedman and Michael Woodford, eds.: Handbook of Monetary Economics, Volume 3, Chapter 11, 547–599 (Elsevier, Amsterdam).
Gertler, Mark, and Peter Karadi, 2015, Monetary policy surprises, credit costs, and economic activity, American Economic Journal: Macroeconomics 7, 44–76.
Gertler, Mark, and Simon Gilchrist, 1994, Monetary policy, business cycles, and the behavior of small manufacturing firms, Quarterly Journal of Economics 109, 309–340.
Gilchrist, Simon, and Charles P. Himmelberg, 1995, Evidence on the role of cash flow for investment, Journal of Monetary Economics 36, 541–572.
Gorodnichenko, Yuriy, and Michael Weber, 2016, Are sticky prices costly? Evidence from the stock market, American Economic Review 106, 165–199.
Greenwald, Daniel, 2019, Firm debt covenants and the macroeconomy: The interest coverage channel, 2019 Meeting Papers 520, Society for Economic Dynamics.
Gürkaynak, Refet S., A. Hakan Kara, Burçin Kısacıkoğlu, and Sang Seok Lee, 2021, Monetary policy surprises and exchange rate behavior, Journal of International Economics 130, 103443.
Gürkaynak, Refet S., and Jonathan H. Wright, 2013, Identification and inference using event studies, Manchester School 81, 48–65.
Gürkaynak, Refet S., Brian Sack, and Eric Swanson, 2005, Do actions speak louder than words? The response of asset prices to monetary policy actions and statements, International Journal of Central Banking 1, 55–95.
Hadlock, Charles J., and Joshua R. Pierce, 2010, New evidence on measuring financial constraints: Moving beyond the KZ index, Review of Financial Studies 23, 1909–1940.
Ippolito, Filippo, Ali K. Özdağlı, and Ander Perez‐Orive, 2018, The transmission of monetary policy through bank lending: The floating rate channel, Journal of Monetary Economics 95, 49–71.
Jarociński, Marek, and Peter Karadi, 2020, Deconstructing monetary policy surprises‐The role of information shocks, American Economic Journal: Macroeconomics 12, 1–43.
Kaplan, Steven N., and Luigi Zingales, 1997, Do investment‐cash flow sensitivities provide useful measures of financing constraints?, Quarterly Journal of Economics 112, 169–215.
Karnaukh, Nina, 2020, Growth forecasts and news about monetary policy, Working paper series, Ohio State University, Charles A. Dice Center for Research in Financial Economics.
Kashyap, Anil, Jeremy Stein, and David Wilcox, 1993, Monetary policy and credit conditions: Evidence from the composition of external finance, American Economic Review 83, 78–98.
- Kirti, Divya, 2020, Why do bank‐dependent firms bear interest‐rate risk?, Journal of Financial Intermediation 41.
Paper not yet in RePEc: Add citation now
- Kiyotaki, Nobuhiro, and John Moore, 1997, Credit cycles, Journal of Political Economy 105, 211–248.
Paper not yet in RePEc: Add citation now
Kiyotaki, Nobuhiro, and John Moore, 2019, Liquidity, business cycles, and monetary policy, Journal of Political Economy 127, 2926–2966.
Kuttner, Kenneth N., 2001, Monetary policy surprises and interest rates: Evidence from the Fed funds futures market, Journal of Monetary Economics 47, 523–544.
Lee, Sang Seok, 2020, Information value of the interest rate and the zero lower bound, Macroeconomic Dynamics 24, 1758–1784.
Maloney, Michael T., and J. Harold Mulherin, 2003, The complexity of price discovery in an efficient market: The stock market reaction to the Challenger crash, Journal of Corporate Finance 9, 453–479.
Miranda‐Agrippino, Silvia, and Giovanni Ricco, 2021, The transmission of monetary policy shocks, American Economic Journal: Macroeconomics 13, 74–107.
Rigobon, Roberto, and Brian Sack, 2004, The impact of monetary policy on asset prices, Journal of Monetary Economics 51, 1553–1575.
Schauer, Catharina, Ralf Elsas, and Nikolas Breitkopf, 2019, A new measure of financial constraints applicable to private and public firms, Journal of Banking and Finance 101, 270–295.
Swanson, Eric T., 2021, Measuring the effects of Federal Reserve forward guidance and asset purchases on financial markets, Journal of Monetary Economics 118, 32–53.
Swanson, Eric, 2018, The Federal Reserve is not very constrained by the lower bound on nominal interest rates, Brookings Papers on Economic Activity 2018, 555–572.
Thorbecke, Willem, 1997, On stock market returns and monetary policy, Journal of Finance 52, 635–654.
Wright, Jonathan H., 2012, What does monetary policy do to long‐term interest rates at the zero lower bound?, Economic Journal 122, F447–F466.