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The Information Content of FOMC Minutes
16 references·16 citing·41 second hopsampled
The Information Content of FOMC Minutes (2006)The Information Content of FOMC MinutesA Monetary History of the United States, 1867-1960 (2017)A Monetary History of the Uni…Market-Based Measures of Monetary Policy Expectations (2007)Market-Based Measures of Mone…Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets (2006)Monetary Policy Surprises and…What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)What Explains the Stock Marke…Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards (2004)Is All That Talk Just Noise? …Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)Do Actions Speak Louder Than …The quest for prosperity without inflation (2003)The quest for prosperity with…The Fed and Interest Rates—A High-Frequency Identification (2002)The Fed and Interest Rates—A …Central Bank Transparency (2002)Central Bank TransparencyMonetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Federal Reserve Information and the Behavior of Interest Rates (2000)Federal Reserve Information a…The Term Structure as a Predictor of Real Economic Activity (1991)The Term Structure as a Predi…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…Why Does Stock Market Volatility Change Over Time? (1989)Why Does Stock Market Volatil…The effect of changes in the federal funds rate target on market interest rates in the 1970s (1989)The effect of changes in the …Performance measurement with the arbitrage pricing theory (1986)Performance measurement with …Central bank communication and social media: From silence to Twitter (2023)Central bank communication an…FOMC minutes sentiments and their impact on financial markets (2021)FOMC minutes sentiments and t…Narrative Monetary Policy Surprises and the Media (2019)Narrative Monetary Policy Sur…Textual Analysis of Corporate Annual Disclosures: A Comparison between Bankrupt and Non-Bankrupt Companies (2018)Textual Analysis of Corporate…Predicting Fed Forecasts (2016)Predicting Fed ForecastsEliciting GDP forecasts from the FOMC’s minutes around the financial crisis (2016)Eliciting GDP forecasts from …The Influence and Policy Signalling Role of FOMC Forecasts (2015)The Influence and Policy Sign…Text-Based Network Industries and Endogenous Product Differentiation (2010)Text-Based Network Industries…Text Mining and the Information Content of Bank of Canada Communications (2010)Text Mining and the Informati…European Corporate Governance: a Thematic Analysis of National Codes of Governance (2010)European Corporate Governance…Do Markets Care Who Chairs the Central Bank? (2010)Do Markets Care Who Chairs th…On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements (2009)On the Volatility and Comovem…Empirical evidence on jumps in the term structure of the US Treasury Market (2009)Empirical evidence on jumps i…Communicating policy options at the zero bound (2008)Communicating policy options …The Microstructure of the U.S. Treasury Market (2007)The Microstructure of the U.S…Information shares in the US Treasury market (2007)Information shares in the US …Macroeconomics and Reality (1980)Rules, discretion and reputation in a model of monetary policy (1983)The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)Macroeconomic Shocks and Their Propagation (2016)Deconstructing Monetary Policy Surprises: The Role of Information Shocks (2018)American Economic Review (2019)Econometric policy evaluation: A critique (1976)The theory and practice of econometrics (1986)The Information in Long-Maturity Forward Rates (1987)A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables (2003)Out-of-Sample Equity Premium Prediction: Combination Forecasts and Links to the Real Economy (2009)Credit Spreads and Business Cycle Fluctuations (2012)Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends? (1980)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Expected stock returns and volatility (1987)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)ARCH modeling in finance (1992)The Cross‐Section of Volatility and Expected Returns (2006)The Performance of Mutual Funds in the Period 1945-1964 (1968)THE PERFORMANCE OF MUTUAL FUNDS IN THE PERIOD 1945–1964 (1968)The arbitrage theory of capital asset pricing (1976)Random matrix approach to cross correlations in financial data (2002)Testing for a unit root in panels with dynamic factors (2004)Panels with Nonstationary Multifactor Error Structures (2006)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)More Than Words: Quantifying Language to Measure Firms' Fundamentals (2008)Media Coverage and the Cross‐section of Stock Returns (2009)The Econometrics of Financial Markets (2012)Textual Analysis in Accounting and Finance: A Survey (2016)A Monetary History of the United States 1867-1960 (1964)Bank Runs, Deposit Insurance, and Liquidity (1983)Trends and random walks in macroeconomic time series (1988)Inside the Black Box: The Credit Channel of Monetary Policy Transmission (1995)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)Capital regulation, risk-taking and monetary policy: A missing link in the transmission mechanism? (2011)Uncertainty about Government Policy and Stock Prices (2012)Alternative models for conditional stock volatility (1990)Stock Prices and Volume (1992)Differences of Opinion, Short-Sales Constraints, and Market Crashes (2003)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1989Why Does Stock Market Volatility Change Over Time?3,433 cited
  • 2017A Monetary History of the United States, 1867-19602,467 cited
  • 2005What Explains the Stock Market's Reaction to Federal Reserve Policy?2,382 cited
  • 2004Is All That Talk Just Noise? The Information Content of Internet Stock Message Boards2,369 cited
  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 1991The Term Structure as a Predictor of Real Economic Activity1,739 cited
  • 2004Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements1,566 cited
  • 1989Why Does Stock Market Volatility Change Over Time?1,209 cited
  • 2000Federal Reserve Information and the Behavior of Interest Rates1,049 cited
  • 1986Performance measurement with the arbitrage pricing theory715 cited
  • 2002Central Bank Transparency683 cited
  • 2003The quest for prosperity without inflation616 cited
  • 1989The effect of changes in the federal funds rate target on market interest rates in the 1970s595 cited
  • 2002The Fed and Interest Rates—A High-Frequency Identification477 cited
  • 2006Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets

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414 cited
  • 2007Market-Based Measures of Monetary Policy Expectations373 cited
  • Cited by

    • 2009On the Volatility and Comovement of U.S. Financial Markets around Macroeconomic News Announcements175 cited
    • 2007Information shares in the US Treasury market137 cited
    • 2009Empirical evidence on jumps in the term structure of the US Treasury Market113 cited
    • 2010Text-Based Network Industries and Endogenous Product Differentiation72 cited
    • 2016Predicting Fed Forecasts56 cited
    • 2010European Corporate Governance: a Thematic Analysis of National Codes of Governance55 cited
    • 2010Text Mining and the Information Content of Bank of Canada Communications53 cited
    • 2016Eliciting GDP forecasts from the FOMC’s minutes around the financial crisis47 cited
    • 2019Narrative Monetary Policy Surprises and the Media46 cited
    • 2010Do Markets Care Who Chairs the Central Bank?42 cited
    • 2021FOMC minutes sentiments and their impact on financial markets38 cited
    • 2023Central bank communication and social media: From silence to Twitter35 cited
    • 2008Communicating policy options at the zero bound34 cited
    • 2007The Microstructure of the U.S. Treasury Market26 cited
    • 2018Textual Analysis of Corporate Annual Disclosures: A Comparison between Bankrupt and Non-Bankrupt Companies24 cited
    • 2015The Influence and Policy Signalling Role of FOMC Forecasts21 cited