Details about Mira Farka

Access statistics for papers by Mira Farka.

Last updated 2018-05-30. Update your information in the RePEc Author Service.

Short-id: pfa270

Working Papers

2003

1. The Fed and Stock Market: A Proxy and Instrumental Variable Identification
   Royal Economic Society Annual Conference 2003, Royal Economic Society View citations (4)

Journal Articles

2013

1. The impact of FOMC statements on the volatility of asset prices
   Applied Economics, 2013, 45, (10), 1287-1301 View citations (3)

2012

2. The effect of FOMC statements on asset prices
   International Review of Applied Economics, 2012, 26, (3), 387-416 View citations (3)

2011

3. THE ASYMMETRIC IMPACT OF “INFORMATIVE” AND “UNINFORMATIVE” FEDERAL OPEN MARKET COMMITTEE STATEMENTS ON ASSET PRICES
   Contemporary Economic Policy, 2011, 29, (4), 469-493 View citations (7)
4. The Fed and the Stock Market: An Identification Based on Intraday Futures Data
   Journal of Business & Economic Statistics, 2011, 29, (1), 126-137 View citations (53)
   Also in Journal of Business & Economic Statistics, 2011, 29, (1), 126-137 (2011) View citations (48)
5. The fed and the term structure: Addressing simultaneity within a structural VAR model
   Journal of Empirical Finance, 2011, 18, (5), 935-952 View citations (3)

2009

6. The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases
   Review of Financial Economics, 2009, 18, (1), 47-55 View citations (33)