Economics Letters · 2011 · 25 citations · 16 references
Social SciencesEconomicsFinanceAsset PricingFinancial EconomicsMonetary EconomicsAsset PricesAsset Pricing EmpiricsInterest Rate DeterminationMacroeconomic StabilizationMonetary PolicyMonetary Transmission MechanismMonetary Policy DynamicsMonetary Policy ImplementationMonetary Policy ResponsesMonetary Policy ShocksMonetary Policy Transmission Mechanism
16
The impact of monetary policy on asset prices
Roberto Rigobón, Brian Sack · Journal of Monetary Economics · 2004 · 973 citations
Social Sciences, Economics, Finance +14
Identification Through Heteroskedasticity
Roberto Rigobón · The Review of Economics and Statistics · 2003 · 939 citations