Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach

Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1978 · 12.9K citations

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Measuring Economic Policy Uncertainty*

Scott Baker, Nicholas Bloom, Steven J. Davis · The Quarterly Journal of Economics · 2016 · 11.9K citations · Full text

Social Sciences, Economics, Finance +9

Robust Locally Weighted Regression and Smoothing Scatterplots

William S. Cleveland · Journal of the American Statistical Association · 1979 · 10.9K citations

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Business, Economics, Finance +14

What Explains the Stock Market's Reaction to Federal Reserve Policy?

Ben Bernanke, Kenneth N. Kuttner · The Journal of Finance · 2005 · 2.4K citations · Full text

Business, Economics, Finance +17