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Macroeconomic News and Real Interest Rates
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Macroeconomic News and Real Interest Rates (2006)Macroeconomic News and Real Interest RatesMarket-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…The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models (2005)The Sensitivity of Long-Term …The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models (2003)The Excess Sensitivity of Lon…Central Bank Talk: Does It Matter and Why? (2003)Central Bank Talk: Does It Ma…Market-Based Measures of Monetary Policy Expectations (2002)Market-Based Measures of Mone…Market Anticipations of Monetary Policy Actions (2002)Market Anticipations of Monet…Monetary policy surprises and interest rates: Evidence from the Fed funds futures market (2001)Monetary policy surprises and…Perfecting the Market's Knowledge of Monetary Policy (2000)Perfecting the Market's Knowl…Perfecting the Market's Knowledge of Monetary Policy (2000)Perfecting the Market's Knowl…What Moves Bond Prices? (1999)What Moves Bond Prices?What Moves the Bond Market (1997)What Moves the Bond MarketThe Science of Monetary Policy: A New Keynesian Perspective (1999)Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory* (2000)The macroeconomy and the yield curve: a dynamic latent factor approach (2005)Econometric policy evaluation: A critique (1976)The effect of changes in the federal funds rate target on market interest rates in the 1970s (1989)Risk, Uncertainty and Monetary Policy (2011)Stock Returns Over the FOMC Cycle (2015)Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements (2004)The U.S. Treasury yield curve: 1961 to the present (2007)Macroeconomic Shocks and Their Propagation (2016)What Moves Stock Prices? (1988)How Markets Process Information: News Releases and Volatility (1993)Deutsche Mark–Dollar Volatility: Intraday Activity Patterns, Macroeconomic Announcements, and Longer Run Dependencies (1998)Equal Size, Equal Role? Interest Rate Interdependence Between the Euro area and the United States (2005)Gold prices, cost of carry, and expected inflation (2009)Jumps, cojumps and macro announcements (2010)Do Measures of Monetary Policy in a VAR Make Sense (1998)Pre-announcement effects, news effects, and volatility: Monetary policy and the stock market (2002)Taking Stock: Monetary Policy Transmission to Equity Markets (2004)Futures prices as risk-adjusted forecasts of monetary policy (2008)What Explains the Stock Market's Reaction to Federal Reserve Policy? (2005)The Econometrics of Financial Markets (2012)High Frequency Identification of Monetary Non-Neutrality: The Information Effect (2013)Intraday periodicity and volatility persistence in financial markets (1997)Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment (2004)Central Bank Communication and Monetary Policy: A Survey of Theory and Evidence (2008)Discretion versus policy rules in practice (1993)Have Increases in Federal Reserve Transparency Improved Private Sector Interest Rate Forecasts? (2006)Four Stories of Quantitative Easing (2013)Federal Reserve interest rate targeting, rational expectations, and the term structure (1995)Monetary Policy Surprises, Credit Costs, and Economic Activity (2015)An Empirical Analysis of Stock and Bond Market Liquidity (2004)The Statistical and Economic Role of Jumps in Continuous‐Time Interest Rate Models (2004)The high-frequency response of exchange rates and interest rates to macroeconomic announcements (2006)
this work references cited by second hop

References

  • 2001Monetary policy surprises and interest rates: Evidence from the Fed funds futures market2,054 cited
  • 2005The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models1,004 cited
  • 2006Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Markets414 cited
  • 2007Market-Based Measures of Monetary Policy Expectations373 cited
  • 2003Central Bank Talk: Does It Matter and Why?251 cited
  • 2002Market Anticipations of Monetary Policy Actions205 cited
  • 1997What Moves the Bond Market149 cited
  • 2003The Excess Sensitivity of Long-Term Interest Rates: Evidence and Implications for Macroeconomic Models123 cited
  • 2000Perfecting the Market's Knowledge of Monetary Policy118 cited
  • 1999What Moves Bond Prices?88 cited
  • 2000Perfecting the Market's Knowledge of Monetary Policy49 cited
  • 2002Market-Based Measures of Monetary Policy Expectations22 cited

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