Reference health
Expectations and Risk Premia at 8:30am: Macroeconomic Announcements and the Yield Curve
1 of 71 checkable references need attention · checked 2026-08-04
At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.
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.
References needing attention
does not resolve to a known work10.2307/2329034
The 70 checked references that resolve
resolves10.1257/000282803321455151
Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
resolves10.1016/j.jinteco.2007.02.004
Real-time price discovery in global stock, bond and foreign exchange markets
resolves10.2307/2951781
Exactly Median-Unbiased Estimation of First Order Autoregressive/Unit Root Models
resolves10.1016/s0304-3932(03)00032-1
A no-arbitrage vector autoregression of term structure dynamics with macroeconomic and latent variables
resolves10.2139/ssrn.1786895
Economic Risk Premia in the Fixed Income Markets: The Intra-Day Evidence
resolves10.3386/w18357
A Long-Run Risks Explanation of Predictability Puzzles in Bond and Currency Markets
resolves10.1353/eca.2005.0002
Monetary Policy Alternatives at the Zero Bound: An Empirical Assessment
resolves10.1353/mcb.2002.0010
Supply Contraction and Trading Protocol: An Examination of Recent Changes in the U.S. Treasury Market
resolves10.1111/j.1540-6261.2004.00711.x
Price Discovery in the U.S. Treasury Market: The Impact of Orderflow and Liquidity on the Yield Curve
resolves10.1162/003355300554692
Monetary Policy Rules and Macroeconomic Stability: Evidence and Some Theory*
resolves10.1111/j.1465-7295.1987.tb00756.x
THE REACTION OF INTEREST RATES TO UNANTICIPATED FEDERAL RESERVE ACTIONS AND STATEMENTS: IMPLICATIONS FOR THE MONEY ANNOUNCEMENT CONTROVERSY
resolves10.1016/s0304-405x(02)00067-3
Expectation puzzles, time-varying risk premia, and affine models of the term structure
resolves10.1016/j.jeconom.2005.01.011
The macroeconomy and the yield curve: a dynamic latent factor approach
resolves10.1111/j.1468-0084.2005.00126.x
Correcting Standard Errors in Two‐stage Estimation Procedures with Generated Regressands*
resolves10.1016/j.jmoneco.2006.05.015
The high-frequency response of exchange rates and interest rates to macroeconomic announcements
resolves10.1111/0022-1082.00172
Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information
resolves10.1016/j.jmoneco.2008.05.010
Nowcasting: The real-time informational content of macroeconomic data
resolves10.2139/ssrn.2175150
Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability
resolves10.1257/0002828053828446
The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
resolves10.1016/j.jeconom.2005.01.012
A joint econometric model of macroeconomic and term-structure dynamics
resolves10.1016/0304-405x(96)89537-7
Business conditions, monetary policy, and expected security returns
resolves10.1017/s0022109010000785
Information Shocks, Liquidity Shocks, Jumps, and Price Discovery: Evidence from the U.S. Treasury Market
resolves10.2139/ssrn.813267
An Arbitrage-Free Three-Factor Term Structure Model and the Recent Behavior of Long-Term Yields and Distant-Horizon Forward Rates
resolves10.1093/pan/mpi026
Estimating Regression Models in Which the Dependent Variable Is Based on Estimates
resolves10.1002/jae.695
A new coincident index of business cycles based on monthly and quarterly series
resolves10.20955/r.88.527-542
The Transition to Electronic Communications Networks in the Secondary Treasury Market
resolves10.1093/qje/100.supplement.1011
Monetary Policy Regimes, Expected Inflation, and the Response of Interest Rates to Money Announcements
resolves10.1111/1468-0297.00036
Assessing Nominal Income Rules for Monetary Policy with Model and Data Uncertainty
resolves10.1111/j.1468-0297.2008.02155.x
A Macro‐Finance Model of the Term Structure, Monetary Policy and the Economy
resolves10.24148/wp2012-02
Measuring the Effect of the Zero Lower Bound on Medium- and Longer-Term Interest Rates
resolves10.1093/rfs/hhs069
Out-of-Sample Predictions of Bond Excess Returns and Forward Rates: An Asset Allocation Perspective
resolves10.1016/j.jfineco.2005.02.004
A consumption-based model of the term structure of interest rates☆
The 8 references without a DOI — listed, not checked
no DOI — not checkedFederal Reserve Bank of San Francisco Working paper
no DOI — not checkedref27
no DOI — not checkedThe Information in Long-maturity Forward Rates
no DOI — not checkedThe Round-the-Clock Market of US Treasury Securities
no DOI — not checkedref42
no DOI — not checkedref43
no DOI — not checkedInflation Risk Premia in the Euro Area and the United States
no DOI — not checkedMacroeconomic news and bond market volatility
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work were clean at the dated check: each resolved to a known work in a public registry, and none
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