Reference health
The impact of inflationary news on money market yields and volatilities
37/37 checkable references clean · checked 2026-09-03
Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.
8 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.
The 37 checked references that resolve
resolves10.1002/(SICI)1096-9934(199712)17:8<887::AID-FUT3>3.0.CO;2-H
The impact of market-specific public information on return variance in an illiquid market
resolves10.1111/j.1540-6288.2000.tb01415.x
January Anomalies: Implications for the Market's Incorporation of News
resolves10.1080/00401706.1981.10487680
A Comparative Study of Tests for Homogeneity of Variances, with Applications to the Outer Continental Shelf Bidding Data
resolves10.1016/0261-5606(82)90015-8
Money supply announcements, interest rates, and foreign exchange
resolves10.1111/j.1540-6261.1993.tb04750.x
How Markets Process Information: News Releases and Volatility
resolves10.1111/j.1540-6261.1995.tb05172.x
Do Expected Shifts in Inflation Affect Estimates of the Long‐Run Fisher Relation?
resolves10.1016/0304-4076(94)90044-2
Five alternative methods of estimating long-run equilibrium relationships
resolves10.1016/0304-4076(92)90102-W
Testing and estimating location vectors when the error covariance matrix is unknown
resolves10.2307/1991932
The "Rationality" of Money Supply Expectations and the Short-Run Response of Interest Rates to Monetary Surprises
resolves10.2307/2938278
Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
resolves10.1111/j.1468-0084.1990.mp52002003.x
MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
resolves10.1016/S0304-405X(97)00047-0
Macroeconomic news and bond market volatility1We thank Walter Toshi Baily, Bob Korajczyk, Jim Poterba, Mark Watson, seminar participants at the University of Chicago, Columbia University, Cornell University, and the University of Montreal, and especially Ludger Hentschel (the referee) for helpful comments. We also thank Mark Mitchell for supplying data, and Amy C. Ko and Sydney Ludvigson for research assistance. Lamont was supported by the FMC Faculty Research Fund at the Graduate School of Business, University of Chicago. A portion of this research was completed while Lumsdaine was a National Fellow at the Hoover Institution. We also thank the Financial Research Center at Princeton University for support. A previous version of this paper circulated as `Public Information and the Persistence of Bond Market Volatility'.1
resolves10.1111/j.1540-6261.1990.tb03705.x
An Examination of Stock Market Return Volatility During Overnight and Intraday Periods, 1964–1989
resolves10.1111/j.1475-6803.1992.tb00806.x
THE TERM STRUCTURE OF INTEREST RATES AS A COINTEGRATED SYSTEM: EMPIRICAL EVIDENCE FROM THE EUROCURRENCY MARKET
resolves10.2307/1992485
The Response of Short-Term Interest Rates to Weekly Money Announcements: Note
resolves10.1111/j.1540-6261.1981.tb03531.x
The Adjustment of Stock Prices to Information About Inflation
resolves10.1080/07350015.1992.10509910
Benchmarking the Expectations Hypothesis of the Interest-Rate Term Structure: An Analysis of Cointegration Vectors
resolves10.1111/j.1540-6261.1981.tb01076.x
Market Response to the Weekly Money Supply Announcements in the 1970s
resolves10.2307/2109438
The Fisher Effect and the Term Structure of Interest Rates: Tests of Cointegration
The 8 references without a DOI — listed, not checked
no DOI — not checkedAkaike, H. 1973. “Information Theory and an Extension of the Maximum Likelihood Principle.” In2nd International Symposium on Information Theory, edited by B. N. Petrov and F. Craki. Budapest: Akademiai Kiado.
no DOI — not checkedBerkman, N. G. 1978. “On the Significance of Weekly Changes in M1.”New England Economic Review: 5–22.
no DOI — not checkedCheng, B. S., and T. W. Lai. 1997. “Government Expenditures and Economic Growth in South Korea: A VAR Approach.”Journal of Economic Development 22: 11–24.
no DOI — not checkedCornell, B. 1983. “The Money Supply Announcements Puzzle: Review and Interpretation.”American Economic Review 73: 644–657.
no DOI — not checkedFleming, M. J., and E. Remolona. 1997. “What Moves the Bond Market?” Federal Reserve Bank of New York,Economic Policy Review 3: 31–50.
no DOI — not checkedHall, A. D., H. M. Anderson, and C. W. J. Granger. 1992. “A Cointegration Analysis of Treasury Bill Yields.”Review of Economics and Statistics 74: 117–126.
no DOI — not checkedLevene, H. 1960. “Robust Tests for the Equality of Variances.” InContributions to Probability and Statistics, edited by I. Oldkin. Standford University Press, Palo Alto, CA, 278–292.
no DOI — not checkedLi, L., and R. F. Engle. 1998. “Macroeconomic Announcements and Volatility of Treasury Futures.” Discussion Paper 98-27, Department of Economics, University of California. San Diego.
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