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Sack, Brian P.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
8,727 |
Total
Citations
1,212 |
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1.
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Measuring the Reaction of Monetary Policy to the Stock Market
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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11 Jun 01
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Last Revised:
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20 Aug 01
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1,017
(9,167)
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84
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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69
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84
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Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
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948
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84
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Monetary policy, stock market, identification, heteroskedasticity
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2.
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Bernanke, Ben S.
Federal Reserve Board Reinhart, Vincent R.
American Enterprise Institute (AEI) Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
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796
(13,415)
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103
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Deflation, zero bound, monetary policy, term structure, policy expectations
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3.
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
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650
(17,977)
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11
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Inflation-indexed debt, inflation expectations, treasury market
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4.
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Treasury Inflation-Indexed Debt: A Review of the U.S. Experience
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Elsasser, Robert
Federal Reserve Banks - Federal Reserve Bank of New York
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Posted:
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16 Sep 02
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Last Revised:
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02 Sep 05
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620
(19,274)
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29
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Elsasser, Robert
Federal Reserve Banks - Federal Reserve Bank of New York
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258
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29
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treasury securities, inflation-indexed debt, TIIS, TIPS
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Elsasser, Robert
Federal Reserve Banks - Federal Reserve Bank of New York
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362
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29
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Inflation-indexed debt, TIPS
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5.
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The Impact of Monetary Policy on Asset Prices
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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31 Jan 02
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Last Revised:
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26 Oct 10
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582
(21,038)
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120
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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57
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115
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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525
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114
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Monetary policy, stock market, yield curve, identification, heteroskedasticity
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6.
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
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551
(22,604)
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11
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7.
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Gagnon, Joseph
Peterson Institute Raskin, Matthew
affiliation not provided to SSRN Remache, Julie
Federal Reserve Banks - Federal Reserve Bank of New York Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
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464
(28,444)
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38
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Term Premium, Portfolio Balance, Zero Bound, Monetary Policy, Duration, Bond Yield
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8.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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389
(35,658)
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118
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Yield curve, forward rates, on-the-run premium, treasury market
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9.
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The Effects of War Risk on U.S. Financial Markets
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Versions (3)
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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01 Apr 03
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Last Revised:
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19 Jun 03
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379
(36,816)
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19
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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112
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19
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War, flight to quality, heteroskedasticity, identification
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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36
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19
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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231
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19
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War Risk, Stock Markets, Monetary Policy, Identification, Heteroskedasticity
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10.
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Wieland, Volker
University of Frankfurt
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350
(40,598)
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73
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11.
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Perli, Roberto
Federal Reserve Board - Monetary Affairs
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347
(41,027)
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17
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Mortgage hedging, MBS, prepayment risk
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12.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Wright, Jonathan H.
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
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287
(51,299)
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32
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Yield curve, treasury market, inflation compensation, risk premia
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13.
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Spillovers Across U.S. Financial Markets
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Versions (2)
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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Posted:
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25 Apr 03
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Last Revised:
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12 May 03
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275
(53,836)
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15
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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250
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15
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Identification, Heteroskedasticity, GARCH, Stock Market, Yield Curve
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Rigobon, Roberto
Massachusetts Institute of Technology (MIT) - Sloan School of Management
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25
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15
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14.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Swanson, Eric T.
Federal Reserve Bank of San Francisco
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268
(55,428)
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77
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Measuring monetary policy surprises, FOMC statement, factor models, assest prices
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15.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Swanson, Eric T.
Federal Reserve Bank of San Francisco
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261
(57,111)
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103
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Long-term interest rates, excess volatility, inflation expectations
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16.
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Lange, Joe
Cornerstone Research Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Whitesell, William C.
Federal Reserve Board - Division of Monetary Affairs
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258
(57,817)
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46
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term structure, policy expectations, funds rate, monetary policy
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17.
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Gurkaynak, Refet S.
Bilkent University - Department of Economics Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Swanson, Eric T.
Federal Reserve Bank of San Francisco
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257
(58,038)
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67
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monetary policy, federal funds rate, financial markets
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18.
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Rudebusch, Glenn D.
Federal Reserve Bank of San Francisco Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Swanson, Eric T.
Federal Reserve Bank of San Francisco
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186
(81,161)
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31
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Interest rates, Economic forecasting
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19.
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English, William B.
Government of the United States of America - Division of Monetary Affairs Nelson, William R.
Federal Reserve Board Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
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172
(87,402)
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59
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Monetary policy rules, interest rate smoothing
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20.
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Kohn, Donald L.
Board of Governors of the Federal Reserve
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164
(91,265)
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65
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Monetary policy, statements, speeches, transparency
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21.
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
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147
(100,738)
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24
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Futures rates, monetary policy expectations, risk premia
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22.
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
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128
(113,220)
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1
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Monetary policy rule, inflation-indexed debt
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23.
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
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112
(125,904)
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31
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24.
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Gagnon, Joseph
Peterson Institute Raskin, Matthew
affiliation not provided to SSRN Remache, Julie
Federal Reserve Banks - Federal Reserve Bank of New York Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
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43
(215,906)
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38
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25.
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Arnott, Richard J.
Boston College Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Bai, Chong-En
University of Hong Kong - School of Economics and Finance
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24
(264,046)
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26.
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Galeotti, Marzio
University of Milan - Department of Economics, Business and Statistics (DEAS) Guiso, Luigi
European University Institute Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section Schiantarelli, Fabio
Boston College - Department of Economics
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Cost function, inventories, production smoothing
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27.
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Sack, Brian P.
Board of Governors of the Federal Reserve - Monetary and Financial Market Analysis Section
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