期刊論文1. | Andersen, Torben G.、Bollerslev, Tim、Diebold, Francis X.、Vega, Clara(2007)。Real-Time Price Discovery in Global Stock, Bond and Foreign Exchange Markets。Journal of International Economics,73,251-277。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
2. | Basistha, Arabinda、Kurov, Alexander(2008)。Macroeconomic cycles and the stock market's reaction to monetary policy。Journal of Banking and Finance,32(12),2606-2616。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
3. | Bernanke, Ben S.、Kuttner, Kenneth N.(2005)。What explains the stock market's reaction to Federal Reserve policy?。Journal of Finance,60,1221-1257。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
4. | Bjørnland, Hilde C.、Leitemo, Kai(2009)。Identifying the interdependence between U.S. monetary policy and the stock market。Journal of Monetary Economics,56,275-282。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
5. | Bredin, Don、Hyde, Stuart、O'reilly, Gerard、Nitzsche, Dirk(2007)。U.K. stock returns and the impact of domestic monetary policy shocks。Journal of Business, Finance and Accounting,34,872-888。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
6. | Cook, Timothy、Hahn, Thomas(1989)。The effect of changes in the federal funds target on market interest rates in the 1970s。Journal of Monetary Economics,24,331-351。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
7. | Demiralp, Selva、Jorda, Oscar(2004)。The response of term rates to announcement。Journal of Money, Credit, and Banking,36,387-405。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
8. | Ehrmann, Micheal、Fratzscher, Marcel(2005)。Equal size, equal role? Interest rate interdependence between the Euro Area and the United States。Economic Journal,115(506),928-948。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
9. | Faust, Jon、Rogers, John H.、Wang, Shing-Yi B.、Wright, Jonathan H.(2007)。The high-frequency response of exchange rates and interest rates to macroeconomic announcements。Journal of Monetary Economics,54,1051-1068。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
10. | Frino, Alex、Hill, Amelia(2001)。Intraday futures market behaviour around major scheduled macroeconomic announcements: Australian evidence。Journal of Banking and Finance,25,1319-1337。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
11. | Gürkaynaka, Refet S.、Sack, Brian、Swanson, Eric(2005)。Do actions speak loud than words? The response of asset prices to monetary policy, actions and statements。International Journal of Central Banking,1,719-742。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
12. | Jones, Charles M.、Owen, Lamont、Lumsdaine, Robin L.(1998)。Macroeconomic news and bond market volatility。Journal of Financial Economics,47,315-337。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
13. | Kim, Suk J.、Sheen, Jeffrey(2000)。International linkages and macroeconomic news effects on interest rate volatility - Australia and the U.S.。Pacific-Basin Finance Journal,8,85-113。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
14. | Kuttner, Kenneth N.(2001)。Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market。Journal of Monetary Economics,47(3),523-544。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
15. | Lobo, Bento J.(2002)。Interest rate surprises and stock prices。The Financial Review,37,73-92。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
16. | Lu, Xinsheng、In, Francis(2006)。Monetary policy, open market operations and New Zealand interest-rate and exchange-rate markets。Journal of Asia Pacific Economy,4,462-481。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
17. | Lu, Xinsheng、In, Francis、Kou, Mingting(2009)。Monetary policy, open market operations and New Zealand interest-rate and exchange-rate markets。The Economic Record,85,22-28。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
18. | Piazzesi, Monika(2005)。Bond yields and the Federal Reserve。Journal of Political Economy,113,311-344。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
19. | Rigobon, Roberto、Sack, Brian(2004)。The impact of monetary policy on asset prices。Journal of Monetary Economics,51,1553-1575。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
20. | Rosa, Carlo、Verga, Giovanni(2008)。The impact of central bank announcements on asset prices in real time。International Journal of Central Banking,4,175-217。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
21. | Ederington, Louis H.、Lee, Jae Ha(1993)。How Markets Process Information: News Releases and Volatility。Journal of Finance,48(4),1161-1191。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
22. | Fleming, M. J.、Remolona, E. M.(1999)。Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information。Journal of Finance,54(5),1901-1915。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
23. | Rigobon, Roberto、Sack, Brian(2003)。Measuring the reaction of monetary policy to the stock market。Quarterly Journal of Economics,118(2),639-669。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |
24. | Andersen, T. G.、Bollerslev, T.、Diebold, F. X.、Vega, C.(2003)。Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange。The American Economic Review,93(1),38-62。 ![](/gs32/thssjcncl/image/nclsfx.gif) ![new window](/gs32/images/newin.png) |