References


Z. Aktas, H. Alp, R. Gurkaynak, M. Kesriyeli ve M. Orak,Turkiye’de Para Politikasinin Aktarimi: Para Politikasinin Mali Piyasalara Etkisi, Iktisat Isletme ve Finans 24 (278) (2009), ss. 9-24.

A. Bomfim, Pre-Announcement Effects, News Effects, and Volatility: Monetary Policy and the Stock Market, Journal of Banking and Finance 27 (2003), ss. 133-151.

A. D. Brunner, On the Derivation of Monetary Policy Shocks: Should We Throw the VAR Out with the Bath Water?, Journal of Money, Credit, and Banking 32 (2000), ss. 254-79.

J. H. Cochrane ve M. Piazzesi, The Fed and Interest Rates: A High Frequency Identification, American Economic Review Papers and Proceedings 92 (2002), ss. 90-101.

T. Ellingsen, U. Söderström ve L. Massenz, Monetary Policy and the Bond Market, Manuscript Stockholm School of Economics ve IGIER, Universit`a Bocconi (2004).

J. Faust, E. Swanson ve J. H. Wright, Identifying VARs Based on High Frequency Futures Data, Journal of Monetary Economics 51 (6) (2004), ss. 1107-31.

R. Gurkaynak, B. Sack ve E. P. Swanson, Market-Based Measures of Monetary Policy Expectations, Journal of Business and Economic Statistics 25 (2) (2007), ss. 201-212.

J. T. Krueger ve  K. N. Kuttner, The Fed Funds Futures Rate as a Predictor of Federal Reserve Policy, Journal of Futures Markets 16 (1996), ss.865-879.

K. Kuttner, Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market, Journal of Monetary Economics 47 (3) (2001), ss. 523-44.

W. Poole ve R. H. Rasche, Perfecting the Market’s Knowledge of Monetary Policy, Journal of Financial Services Research (2000), ss. 255-298.

R. Rigobon ve  B. Sack, The Impact of Monetary Policy on Asset Prices, National Bureau of Economic Research Working Paper 8794 (2002).

G. Rudebusch, Do Measures of Monetary Policy in a VAR Make Sense?, International Economic Review 39 (1998), ss. 907-931.