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Macro and the Fed

How scheduled announcements and the FOMC cycle shape returns, drift, and risk.

CitationPaperAccessDifficultyScore
Savor & Wilson (2014)Asset Pricing: A Tale of Two Days
Journal of Financial Economics
FreeTechnical0
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
FreeTechnical0
Andersen et al. (2003)Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
American Economic Review
FreeTechnical0