Skip to contents Baglioni, Tommaso [Author]; Giannozzi, Alessandro [Author]; Ribeiro, Ruy [Author]; Roggi, Oliviero [Author] Liquidity Premium Around FOMC Announcements Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4304807 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Alam, Zohair [Author] Learning About Fed Policy from Macro Announcements : A Tale of Two FOMC Days Books View online Schließen > Access https://ssrn.com/abstract=4065084 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Schlögl, Erik [Author]; Skov, Jacob Bjerre [Author]; Skovmand, David [Author] Term Structure Modeling of SOFR : Evaluating the Importance of Scheduled Jumps Books View online Schließen > Access https://ssrn.com/abstract=4431839 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Shah, Agam [Author]; Paturi, Suvan [Author]; Chava, Sudheer [Author] Trillion Dollar Words : A New Financial Dataset, Task & Market Analysis Books View online Schließen > Access https://ssrn.com/abstract=4447632 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Baglioni, Tommaso [Author]; Ribeiro, Ruy [Author] Corporate Bonds Distress and FOMC Announcement Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4400095 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Baglioni, Tommaso [Author]; Ribeiro, Ruy [Author] The FOMC Announcement Reversal Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4182628 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Tan, Lin [Author]; Zhang, Xiaoyan [Author]; Zhou, Guofu [Author] Anomaly Returns and FOMC Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4393416 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Cujean, Julien [Author]; Jaeger, Samuel [Author] Asset Pricing on FOMC Announcements Books View online Schließen > Access https://ssrn.com/abstract=4374963 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Johannes, Michael S. [Author]; Kaeck, Andreas [Author]; Seeger, Norman [Author] FOMC Announcement Event Risk Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4484011 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Bauer, Michael D. [Author]; Pflueger, Carolin E. [Author]; Sunderam, Aditya [Author] Perceptions About Monetary Policy Books View online Schließen > Access https://ssrn.com/abstract=4319027 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Published in: CESifo Working Paper ; No. 10182 Boguth, Oliver [Author]; Gregoire, Vincent [Author]; Martineau, Charles [Author] Noisy FOMC Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4131740 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022] Monaco, Eleonora [Author]; Murgia, Lucia Milena [Author] Retail Attention and the FOMC Equity Premium Books View online Schließen > Access https://ssrn.com/abstract=4276332 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022 Neuhierl, Andreas [Author] ; Weber, Michael [Other] Monetary Momentum Books View online Schließen > Access https://ssrn.com/abstract=3030126 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Chicago Booth Research Paper ; No. 20-05 Bondarenko, Oleg [Author]; Muravyev, Dmitriy [Author] Post-FOMC announcement reversal - [This version: May 3, 2023] Books View online Schließen > Access https://cdi-icd.org/en/wp-content/uploads/sites/2/2023/05/WP-23-01_Muravyev_Bondarenko.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Montréal]: [Canadian Derivatives Institute], [2023] Published in: Working paper ; 2023,1 Bobrov, Anton [Author]; Kamdar, Rupal [Author]; Ulate, Mauricio [Author] Regional dissent : local economic conditions influence FOMC votes Books View online Schließen > Access https://caepr.indiana.edu/RePEc/inu/caeprp/caepr2024-002.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Bloomington, IN]: CAEPR, Center for Applied Economics and Policy Research, February 2024 Published in: Indiana University Bloomington: CAEPR working papers ; 2024,2 Bennani, Hamza [Author]; Romelli, Davide [Author] Exploring the Informativeness and Drivers of Tone During Committee Meetings : The Case of the Federal Reserve Books View online Schließen > Access https://ssrn.com/abstract=4354869 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Hack, Lukas [Author]; Istrefi, Klodiana [Author]; Meier, Matthias [Author] Identification of systematic monetary policy Books View online Schließen > Access https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2851~4d974d2c78.en.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main, Germany: European Central Bank, [2023] Published in: Europäische Zentralbank: Working paper series ; 2851 Lee, Suzanne S. [Author]; Wang, Minho [Author] Jumps and Post-Fomc Announcement Drifts in Currency Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4386170 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Sun, Yulong [Author]; Cheng, Xiaoyu [Author] Quantifying the Fed's Impact on China Books View online Schließen > Access https://ssrn.com/abstract=4400365 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023] Guo, Haifeng [Author]; Hung, Chi-Hsiou Daniel [Author]; Kontonikas, Alexandros [Author]; Zeng, Yeqin [Author] Flight to Lottery Ahead of FOMC Announcements Books View online Schließen > Access https://ssrn.com/abstract=4240296 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Baglioni, Tommaso [Author]; Giannozzi, Alessandro [Author]; Ribeiro, Ruy [Author]; Roggi, Oliviero [Author] Liquidity Premium Around FOMC Announcements Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4304807 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Alam, Zohair [Author] Learning About Fed Policy from Macro Announcements : A Tale of Two FOMC Days Books View online Schließen > Access https://ssrn.com/abstract=4065084 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Schlögl, Erik [Author]; Skov, Jacob Bjerre [Author]; Skovmand, David [Author] Term Structure Modeling of SOFR : Evaluating the Importance of Scheduled Jumps Books View online Schließen > Access https://ssrn.com/abstract=4431839 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Shah, Agam [Author]; Paturi, Suvan [Author]; Chava, Sudheer [Author] Trillion Dollar Words : A New Financial Dataset, Task & Market Analysis Books View online Schließen > Access https://ssrn.com/abstract=4447632 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Baglioni, Tommaso [Author]; Ribeiro, Ruy [Author] Corporate Bonds Distress and FOMC Announcement Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4400095 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Baglioni, Tommaso [Author]; Ribeiro, Ruy [Author] The FOMC Announcement Reversal Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4182628 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Tan, Lin [Author]; Zhang, Xiaoyan [Author]; Zhou, Guofu [Author] Anomaly Returns and FOMC Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4393416 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Cujean, Julien [Author]; Jaeger, Samuel [Author] Asset Pricing on FOMC Announcements Books View online Schließen > Access https://ssrn.com/abstract=4374963 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Johannes, Michael S. [Author]; Kaeck, Andreas [Author]; Seeger, Norman [Author] FOMC Announcement Event Risk Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4484011 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Bauer, Michael D. [Author]; Pflueger, Carolin E. [Author]; Sunderam, Aditya [Author] Perceptions About Monetary Policy Books View online Schließen > Access https://ssrn.com/abstract=4319027 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023 Published in: CESifo Working Paper ; No. 10182
Boguth, Oliver [Author]; Gregoire, Vincent [Author]; Martineau, Charles [Author] Noisy FOMC Returns Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4131740 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2022]
Monaco, Eleonora [Author]; Murgia, Lucia Milena [Author] Retail Attention and the FOMC Equity Premium Books View online Schließen > Access https://ssrn.com/abstract=4276332 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
Neuhierl, Andreas [Author] ; Weber, Michael [Other] Monetary Momentum Books View online Schließen > Access https://ssrn.com/abstract=3030126 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2020] Published in: Chicago Booth Research Paper ; No. 20-05
Bondarenko, Oleg [Author]; Muravyev, Dmitriy [Author] Post-FOMC announcement reversal - [This version: May 3, 2023] Books View online Schließen > Access https://cdi-icd.org/en/wp-content/uploads/sites/2/2023/05/WP-23-01_Muravyev_Bondarenko.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Montréal]: [Canadian Derivatives Institute], [2023] Published in: Working paper ; 2023,1
> Access https://cdi-icd.org/en/wp-content/uploads/sites/2/2023/05/WP-23-01_Muravyev_Bondarenko.pdf Show more show less
Bobrov, Anton [Author]; Kamdar, Rupal [Author]; Ulate, Mauricio [Author] Regional dissent : local economic conditions influence FOMC votes Books View online Schließen > Access https://caepr.indiana.edu/RePEc/inu/caeprp/caepr2024-002.pdf Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [Bloomington, IN]: CAEPR, Center for Applied Economics and Policy Research, February 2024 Published in: Indiana University Bloomington: CAEPR working papers ; 2024,2
Bennani, Hamza [Author]; Romelli, Davide [Author] Exploring the Informativeness and Drivers of Tone During Committee Meetings : The Case of the Federal Reserve Books View online Schließen > Access https://ssrn.com/abstract=4354869 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Hack, Lukas [Author]; Istrefi, Klodiana [Author]; Meier, Matthias [Author] Identification of systematic monetary policy Books View online Schließen > Access https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2851~4d974d2c78.en.pdf Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Frankfurt am Main, Germany: European Central Bank, [2023] Published in: Europäische Zentralbank: Working paper series ; 2851
> Access https://www.ecb.europa.eu/pub/pdf/scpwps/ecb.wp2851~4d974d2c78.en.pdf Full access (via DOI) Show more show less
Lee, Suzanne S. [Author]; Wang, Minho [Author] Jumps and Post-Fomc Announcement Drifts in Currency Markets Books View online Schließen > Access Full access (via DOI) https://ssrn.com/abstract=4386170 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2023
Sun, Yulong [Author]; Cheng, Xiaoyu [Author] Quantifying the Fed's Impact on China Books View online Schließen > Access https://ssrn.com/abstract=4400365 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, [2023]
Guo, Haifeng [Author]; Hung, Chi-Hsiou Daniel [Author]; Kontonikas, Alexandros [Author]; Zeng, Yeqin [Author] Flight to Lottery Ahead of FOMC Announcements Books View online Schließen > Access https://ssrn.com/abstract=4240296 Full access (via DOI) Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. [S.l.]: SSRN, 2022
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