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Ermira Farka
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Year
The Fed and the stock market: An identification based on intraday futures data
S D’Amico, M Farka
Journal of Business & Economic Statistics 29 (1), 126-137, 2011
1052011
The effect of monetary policy shocks on stock prices accounting for endogeneity and omitted variable biases
M Farka
Review of Financial Economics 18 (1), 47-55, 2009
1032009
Financial development, crises and growth
EKK Lartey, M Farka
Applied Economics Letters 18 (8), 711-714, 2011
252011
The Fed and Stock Market: A Proxy and Instrumental Variable Identification
S d'Amico, M Farka
SSRN, 2003
252003
The asymmetric impact of “informative” and “uninformative” Federal Open Market Committee statements on asset prices
M Farka
Contemporary Economic Policy 29 (4), 469-493, 2011
162011
The effect of FOMC statements on asset prices
M Farka, AR Fleissig
International Review of Applied Economics 26 (3), 387-416, 2012
132012
The impact of FOMC statements on the volatility of asset prices
M Farka, AR Fleissig
Applied Economics 45 (10), 1287-1301, 2013
92013
Age‐Dependent increasing risk aversion and the equity premium puzzle
A DaSilva, M Farka, C Giannikos
Financial Review 54 (2), 377-412, 2019
82019
Monetary policy effects on the relation between inflation and stock returns
M Farka
POLICY STUDIES JOURNAL, 2012
62012
The Fed and the term structure: addressing simultaneity within a structural VAR model
M Farka, A DaSilva
Journal of Empirical Finance 18 (5), 935-952, 2011
62011
Habit formation in an overlapping generations model with borrowing constraints
A DaSilva, M Farka, C Giannikos
European Financial Management 17 (4), 705-725, 2011
62011
The credit channel of monetary policy before and after the zero lower bound: Evidence from the US equity market
M Farka
Journal of Financial Research 45 (3), 633-693, 2022
42022
Equity market and the transmission channels of monetary policy: Before and after the zero lower bound
A DaSilva, M Farka
European Financial Management 30 (1), 544-601, 2024
12024
Business cycles, stock returns and the transmission channels of conventional and unconventional monetary policy
A DaSilva, M Farka
Applied Economics Letters, 1-9, 2023
12023
The political economy of migrant remittances
EKK Lartey
Economic Notes: Review of Banking, Finance and Monetary Economics 48 (3), e12153, 2019
12019
Asset pricing puzzles in an OLG economy with generalized preference
A DaSilva, M Farka
European Financial Management 24 (3), 331-361, 2018
12018
Portfolio Allocation and Asset Returns in an OLG Economy with Increasing Risk Aversion1
A DaSilva, M Farka
12013
Increasing Risk Aversion and Asset Price Puzzles1
A DaSilva, M Farka
2014
CSUF Economic Outlook and Forecasts MidYear Update-April 2013
A Puri, M Farka
Monetary Policy and the Term Structure: A New Identification Approach1
M Farka
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Articles 1–20