We thank Michael Furchtgott for his contributions to an earlier project that this work extends, Refet Gürkaynak for providing some of the data on monetary policy announcement surprises, Christian S. Miller and Nicholas Klagge for excellent research assistance, and Marcel Fratzscher and other conference and workshop participants at the Federal Reserve Board for helpful comments. The views in this paper are solely the responsibility of the authors and should not be interpreted as reflecting the views of the Board of Governors of the Federal Reserve System or of any other person associated with the Federal Reserve System.
International Transmission of U.S. Monetary Policy Shocks: Evidence from Stock Prices
Version of Record online: 18 AUG 2010
© 2010 The Ohio State University
Journal of Money, Credit and Banking
Volume 42, Issue Supplement s1, pages 179–198, September 2010
How to Cite
AMMER, J., VEGA, C. and WONGSWAN, J. (2010), International Transmission of U.S. Monetary Policy Shocks: Evidence from Stock Prices. Journal of Money, Credit and Banking, 42: 179–198. doi: 10.1111/j.1538-4616.2010.00333.x
- Issue online: 18 AUG 2010
- Version of Record online: 18 AUG 2010
- Received August 11, 2009; and accepted in revised form March 24, 2010.
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