[CrossRef] Gagnon, Joseph, Matthew Raskin, Julie Remache, and Brian Sack. 2011. The Financial Market Effects of the Federal Reserve’s Large-Scale Asset Purchases. International Journal of Central Banking 7: 3–43.
- [CrossRef] Sargan, John D. 1964. Three-Stage Least-Squares and Full Maximum Likelihood Estimates. Econometrica 32: 77–81. [CrossRef] J. Risk Financial Manag. 2024, 17, 440 24 of 24 Sharpe, William F. 1964. Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk*. The Journal of Finance 19: 425–42. [CrossRef] Stock, James, and Mark Yogo. 2005. Testing for Weak Instruments in Linear IV Regression. In Identification and Inference for Econometric Models. Edited by Donald W. K. Andrews. Cambridge: Cambridge University Press, pp. 80–108. Available online: http: //www.economics.harvard.edu/faculty/stock/files/TestingWeakInstr_Stock%5C+Yogo.pdf (accessed on 27 August 2022).
Paper not yet in RePEc: Add citation now
Albu, Lucian Liviu, Radu Lupu, and Adrian Cantemir Călin. 2016. Quantitative easing, tapering and stock market indices. Economic Computation and Economic Cybernetics Studies and Research 50: 5–23.
Amano, Robert, and Simon van Norden. 1995. Exchange Rates and Oil Prices. Munich: University Library of Munich, Germany.
- Available online: https://EconPapers.repec.org/RePEc:wpa:wuwpif:9509001 (accessed on 27 August 2022).
Paper not yet in RePEc: Add citation now
- Available online: https://www.cnbc.com/2021/11/03/fed-decision-taper-timetable-as-it-starts-pulling-back-on-pandemicera -economic-aid-.html (accessed on 27 August 2022).
Paper not yet in RePEc: Add citation now
- Available online: https://www.federalreserve.gov/newsevents/pressreleases/monetary20211103a.htm (accessed on 27 August 2022).
Paper not yet in RePEc: Add citation now
Beckmann, Joscha, Robert L. Czudaj, and Vipin Arora. 2020. The relationship between oil prices and exchange rates: Revisiting theory and evidence. Energy Economics 88: 104772. [CrossRef] Bernanke, Ben S., and Kenneth N. Kuttner. 2005. What Explains the Stock Market’s Reaction to Federal Reserve Policy? The Journal of Finance 60: 1221–57. [CrossRef] Boeckx, Jef, Maarten Dossche, and Gert Peersman. 2014. Effectiveness and Transmission of the ECB’s Balance Sheet Policies. SSRN Electronic Journal. [CrossRef] Breusch, Trevor S., and Adrian R. Pagan. 1980. The Lagrange Multiplier Test and its Applications to Model Specification in Econometrics.
- Cox, Jeff. 2021. Fed to Start Tapering Bond Purchases Later This Month as it Begins Pulling back on Pandemic Aid. Englewood Cliffs: CNBC.
Paper not yet in RePEc: Add citation now
Doh, Taeyoung. 2010. The efficacy of large-scale asset purchases at the zero lower bound. Economic Review 95: 5–34.
- Fama, Eugene F. 1965. Random Walks in Stock Market Prices. Financial Analysts Journal 21: 55–59. [CrossRef] Fama, Eugene F., and Kenneth R. French. 2002. The Equity Premium. The Journal of Finance 57: 637–59. [CrossRef] Federal Reserve. 2021a. Federal Reserve Issues FOMC Statement; Washington, DC: Board of Governors of the Federal Reserve System.
Paper not yet in RePEc: Add citation now
Fisher, Franklin M. 1970. Simultaneous Equations Estimation: The State of the Art. p. 55. Available online: https://ideas.repec.org/p/ mit/worpap/55.html (accessed on 27 August 2022).
Fratzscher, Marcel, Daniel Schneider, and Ine Van Robays. 2013. Oil Prices, Exchange Rates and Asset Prices. SSRN Electronic Journal.
Hamilton, James, and Jing Cynthia Wu. 2012. The Effectiveness of Alternative Monetary Policy Tools in a Zero Lower Bound Environment. Journal of Money, Credit and Banking 44: 3–46. [CrossRef] Hausman, Jerry. 1983. Specification and estimation of simultaneous equation models. In Handbook of Econometrics. Edited by Zvi Griliches and Michael. D. Intriligator. Amsterdam: Elsevier, vol. 1, pp. 391–448. Available online: https://EconPapers.repec.org/ RePEc:eee:ecochp:1-07 (accessed on 27 August 2022).
- Hausman, Jerry, Whitney Newey, and William Taylor. 1987. Efficient Estimation and Identification of Simultaneous Equation Models with Covariance Restrictions. Econometrica 55: 849–74. [CrossRef] Khemraj, Tarron, and Sherry Yu. 2015. The Effectiveness of Quantitative Easing: New Evidence on Private Investment. Applied Economics 48: 2625–35. [CrossRef] Kim, Duhyeong. 2023. International effects of quantitative easing and foreign exchange intervention. Journal of International Economics 145: 103815. [CrossRef] Krugman, Paul. 1980. Oil and the Dollar. Issue 0554. Cambridge: National Bureau of Economic Research, Inc. Available online: https://EconPapers.repec.org/RePEc:nbr:nberwo:0554 (accessed on 27 August 2022).
Paper not yet in RePEc: Add citation now
- International Review of Financial Analysis 74: 101705. [CrossRef] Wooldridge, Jeffrey M. 2002. Econometric Analysis of Cross Section and Panel Data. Cambridge: MIT Press.
Paper not yet in RePEc: Add citation now
J. Risk Financial Manag. 2024, 17, 440 23 of 24 Cragg, John G., and Stephen Donald. 1993. Testing Identifiability and Specification in Instrumental Variable Models. Econometric Theory 9: 222–40. [CrossRef] D’Amico, Stefania, and Thomas King. 2010. Flow and Stock Effects of Large-Scale Treasury Purchases. Washington, DC: Board of Governors of the Federal Reserve System (U.S.). Available online: https://EconPapers.repec.org/RePEc:fip:fedgfe:2010-52 (accessed on 27 August 2022).
Journal of Emerging Market Finance 22: 297–325. [CrossRef] Rigobon, Roberto, and Brian Sack. 2004. The impact of monetary policy on asset prices. Journal of Monetary Economics 51: 1553–75.
- Krugman, Paul, and Maurice Obstfeld. 2006. International Economics: Theory and Policy. Boston: Addison-Wesley. Available online: https://books.google.vu/books?id=7ep-ngEACAAJ (accessed on 27 August 2022).
Paper not yet in RePEc: Add citation now
Moench, Emanuel, and Soroosh Soofi-Siavash. 2022. What moves treasury yields? Journal of Financial Economics 146: 1016–43. [CrossRef] Moessner, Richhild. 2015. Effects of ECB balance sheet policy announcements on inflation expectations. Applied Economics Letters 22: 483–87. [CrossRef] Mokni, Khaled. 2020. Time-varying effect of oil price shocks on the stock market returns: Evidence from oil-importing and oil-exporting countries. Energy Reports 6: 605–19. [CrossRef] Narayanan, R. 1969. Computation of Zellner-Theil’s Three Stage Least Squares Estimates. Econometrica 37: 298–306. [CrossRef] O’Donnell, Niall, Barry Sheehan, and Darren Shannon. 2024. The impact of monetary policy interventions on banking sector stocks: An empirical investigation of the COVID-19 crisis. Financial Innovation 10: 44. [CrossRef] Olea, José Luis Montiel, and Carolin Pflueger. 2013. A Robust Test for Weak Instruments. Journal of Business & Economic Statistics 31: 358–69.
Pflueger, Carolin E., and Su Wang. 2015. A Robust Test for Weak Instruments in Stata. The Stata Journal 15: 216–25. [CrossRef] Rao, D. Tripati, and Rahul Kumar. 2023. An Assessment of Unconventional Monetary Policy During COVID-19 Pandemic in India.
- Research in International Business and Finance 50: 369–80. [CrossRef] Wei, Xiaoyun, and Liyan Han. 2021. The impact of COVID-19 pandemic on transmission of monetary policy to financial markets.
Paper not yet in RePEc: Add citation now
- The Review of Economic Studies 47: 239–53. [CrossRef] Chari, Anusha, Karlye Dilts Stedman, and Christian Lundblad. 2017. Taper Tantrums: QE, Its Aftermath and Emerging Market Capital Flows. Cambridge: National Bureau of Economic Research.
Paper not yet in RePEc: Add citation now
Vasicek, Oldrich. 1977. An equilibrium characterization of the term structure. Journal of Financial Economics 5: 177–88. [CrossRef] Vukovic, Darko, Kseniya A. Lapshina, and Moinak Maiti. 2019. European Monetary Union bond market dynamics: Pre & post crisis.