Macro and the Fed
How scheduled announcements and the FOMC cycle shape returns, drift, and risk.
| Citation | Paper | Access | Difficulty | Score |
|---|---|---|---|---|
| Cieslak & Vissing-Jorgensen (2021) | The Economics of the Fed Put Review of Financial Studies | Free | Moderate | 0 |
| Cieslak et al. (2019) | Stock Returns over the FOMC Cycle Journal of Finance | Free | Moderate | 0 |
| Lucca & Moench (2015) | The Pre-FOMC Announcement Drift Journal of Finance | Free | Moderate | 0 |
| Savor & Wilson (2014) | Asset Pricing: A Tale of Two Days Journal of Financial Economics | Free | Technical | 0 |
| Savor & Wilson (2013) | How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements Journal of Financial and Quantitative Analysis | Free | Moderate | 0 |
| Gürkaynak et al. (2005) | Do Actions Speak Louder Than Words? The Response of Asset Prices to Monetary Policy Actions and Statements International Journal of Central Banking | Free | Technical | 0 |
| Bernanke & Kuttner (2005) | What Explains the Stock Market's Reaction to Federal Reserve Policy? Journal of Finance | Paywalled | Moderate | 0 |
| Andersen et al. (2003) | Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange American Economic Review | Free | Technical | 0 |
| Kuttner (2001) | Monetary Policy Surprises and Interest Rates: Evidence from the Fed Funds Futures Market Journal of Monetary Economics | Paywalled | Moderate | 0 |