Dr. Mira Farka
“The Fed and the Stock Market: An Identification Based on Intraday Futures Data,” (with Stefania D’Amico), Journal of Business and Economics Statistics , 2011, 29, 1, 126-137.
“Monetary Policy and the Term Structure: Addressing Simultaneity within a Structural VAR model,” (with Amadeu DaSilva) Journal of Empirical Finance, 2011, 18, 5, 935-952.
Habit Formation in an Overlapping Generations Model with Borrowing Constraints,” (with Amadeu DaSilva and Christos Giannikos), European Financial Management , 2011, 17, 4, 705-725.
“The Asymmetric Impact of FOMC Statements on Asset Prices,” Contemporary Economic Policy, 2011, 29, 4, 469-493.
“Financial Development, Crisis and Growth,” (with Emmanuel Lartey) Applied Economic Letters , 2011, 18, 8, 711-714.
“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.
"The Effect of Policy Statements on Asset Prices," (with Adrian Fleissig) International Review of Applied Economics , forthcoming.
"The Impact of FOMC Statements on the Volatility of Asset Prices," (with Adrian Fleissig), Applied Economics , forthcoming.
Submitted Papers/Working Papers/Work in Progress
“Portfolio Allocation and Asset Returns in an OLG Economy with Increasing Risk Aversion,” (with Amadeu DaSilva), (under review)
“The Role of Monetary Policy in the Relationship between Inflation and Stock Returns,” (under review )
“Financial Fragility, Fed Intervention and the Creation of Asset Price Bubbles,” (with Amadeu DaSilva)
"Asset Prices and Monetary Policy Across Business Cycles"
"Investor Risk Premia and Monetary Policy"
"Epstein-Zin Preferences in an OLG Model: Implications for Asset Pricing” (with Amadeu DaSilva)
"Measuring the Effects of Monetary Policy on “Financial Markets: A Principle Component-Augmented VAR” (with Stefania D’Amico)