1 |
E. Leeper and D. Gordon, "In Search of Liquidity Effect," Journal of Monetary Economics, Vol.29, pp.341-369, 1992.
DOI
ScienceOn
|
2 |
L. Radecki and V. Reinhart, The Financial Linkages in the Transmission of Monetary Policy in the U.S., National Differences in Interest Rate Transmission, BIS, Basel, 1994.
|
3 |
W. Reichenstein, "The Impact of Money on Short-Term Interest Rates," Economic Inquiry, Vol.25, pp.67-82, 1987.
DOI
ScienceOn
|
4 |
V. Roley and G. H. Sellon, "Monetary Policy Actions and Long-Term Interest Rates," Federal Reserve Bank of Kansas City Economic Quarterly, Vol.80, pp.77-89, 1995.
|
5 |
S. Strongin, "The Identification of Monetary Policy Disturbances: Examining the Liquidity Effect," Journal of Monetary Economics, Vol.35, pp.463-497, 1995.
DOI
ScienceOn
|
6 |
A. D. Brunner, "On the Derivation of Monetary Policy Shocks: Should We Throw the VAR out with the Bath Water?," Journal of Money, Credit and Banking, Vol.32, pp.254-279, 2000.
DOI
ScienceOn
|
7 |
L. Christiano and M. Eichenbaum, "Liquidity Effects, Monetary Policy, and the Business Cycle," American Economic Review, Vol.82, pp.346-353, 1992.
|
8 |
L. Christiano, M. Eichenbaum, and C. Evans, "Identification and the Effects of Monetary Policy Shocks," in Financial Factors in Economic Stabilization and Growth, edited by M. Blejer, Z. Eckstein, Z. Hercowitz and L. Leiderman, pp.36-74, 1996.
|
9 |
T. Cook and T. Hahn, "The Effect of Changes in the Federal Funds Rate Target on Market Interest Rates in the 1970s," Journal of Monetary Economics, Vol.24, pp.331-351, 1989.
DOI
ScienceOn
|
10 |
W. Edelberg and D. Marshall, "Monetary Policy Shocks and Long-Term Interest Rates," Federal Reserve Bank of Chicago Economic Perspectives, Vol.20, pp.2-17, 1996.
|
11 |
C. Evans and D. Marshall, "Monetary Policy and the Term Structure of Nominal Interest Rates: Evidence and Theory," Carnegie- Rochester Conference Volume on Public Policy, Vol.49, pp.53-111, 1998.
|
12 |
J. Krueger and K. Kuttner, "The Fed Funds Future Rate as a Predictor of Federal Reserve Policy," Journal of Futures Markets, Vol.16, pp.865-879, 1996.
DOI
|
13 |
S. Ghosh, "Announcement Effects of the Federal Funds Rate Changes on Exchange Traded Funds and Bond Yields," European Journal of Economics, Vol.24, pp.147-156, 2010.
|
14 |
G. Giorgio and S. Nistico, "Monetary Policy and Stock Prices in an Open Economy," Journal of Money, Credit and Banking, Vol.39, 2007.
|
15 |
D. Gordon and E. Leeper, "The Dynamic Impacts of Monetary Policy: An Exercise in Tentative Identification," Journal of Political Economy, Vol.102, pp.1228-1247, 1994.
DOI
ScienceOn
|
16 |
K. Kuttner, "Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market," Journal of Monetary Economics, Vol.47, No.3, pp.523-544, 2001.
DOI
ScienceOn
|
17 |
B. Bernanke and A. Blinder, "The Federal Funds Rate and the Channels of Monetary Policy Transmission," American Economic Review, Vol.82, pp.901-921, 1992.
|
18 |
김한준, "국내 금융기관들의 신용부도스왑 스프레드에 대한 재무적 결정요인 분석", 한국콘텐츠학회논문지, 제12권, 제11호, pp.338-357, 2012.
과학기술학회마을
DOI
ScienceOn
|
19 |
이효찬, "국내 증시에 대한 미 기준금리 조정효과 분석", 국제통상연구, 제17권, 제1호, pp.101-126, 2012.
|