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Market Narratives vs. Fed Views: Generated Forecasting and Their Dispersion
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Outgoing claims: the papers this work cites, builds on, or argues with.
inferredcites →https://doi.org/10.1016/j.jfineco.2021.06.008openalex-snapshot
Common shocks in stocks and bonds
inferredcites →https://doi.org/10.1016/j.jfineco.2021.07.002openalex-snapshot
The cross section of the monetary policy announcement premium
inferredcites →https://doi.org/10.1016/j.jfineco.2021.09.015openalex-snapshot
Premium for heightened uncertainty: Explaining pre-announcement market returns
inferredcites →https://doi.org/10.1016/j.jfineco.2023.103713openalex-snapshot
Dynamics of subjective risk premia
inferredcites →https://doi.org/10.1016/j.jinteco.2019.01.012openalex-snapshot
Non-monetary news in central bank communication
inferredcites →https://doi.org/10.1016/j.jmoneco.2007.06.029openalex-snapshot
The U.S. Treasury yield curve: 1961 to the present
inferredcites →https://doi.org/10.1017/s002210901300015xopenalex-snapshot
How Much Do Investors Care About Macroeconomic Risk? Evidence from Scheduled Economic Announcements
inferredcites →https://doi.org/10.1017/s0022109025102160openalex-snapshot
Disagreement and Scheduled Announcements: Explaining the Pre-Announcement Drift
inferredcites →https://doi.org/10.1073/pnas.2316205120openalex-snapshot
The emergence of economic rationality of GPT
inferredcites →https://doi.org/10.1086/723574openalex-snapshot
A Reassessment of Monetary Policy Surprises and High-Frequency Identification
inferredcites →https://doi.org/10.1093/qje/qjy004openalex-snapshot
High Frequency Identification of Monetary Non-Neutrality: The Information Effect
inferredcites →https://doi.org/10.1093/rfs/hhac011openalex-snapshot
Macroeconomic Attention and Announcement Risk Premia
inferredcites →https://doi.org/10.1093/rfs/hhae008openalex-snapshot
Equity Return Expectations and Portfolios: Evidence from Large Asset Managers
inferredcites →https://doi.org/10.1093/rfs/hht082openalex-snapshot
Expectations of Returns and Expected Returns
inferredcites →https://doi.org/10.1093/rfs/hhy051openalex-snapshot
Short-Rate Expectations and Unexpected Returns in Treasury Bonds
inferredcites →https://doi.org/10.1111/0022-1082.00227openalex-snapshot
How Does Information Quality Affect Stock Returns?
inferredcites →https://doi.org/10.1111/jofi.13276openalex-snapshot
Interest Rate Skewness and Biased Beliefs
inferredcites →https://doi.org/10.1257/aer.20181721openalex-snapshot
Policy Language and Information Effects in the Early Days of Federal Reserve Forward Guidance
inferredcites →https://doi.org/10.1257/aer.20201220openalex-snapshot
An Alternative Explanation for the “Fed Information Effect”
inferredcites →https://doi.org/10.1257/aer.90.3.429openalex-snapshot
Federal Reserve Information and the Behavior of Interest Rates
inferredcites →https://doi.org/10.2307/1913610openalex-snapshot
A Simple, Positive Semi-Definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
inferredcites →https://doi.org/10.3982/ecta14607openalex-snapshot
Risk Preferences and the Macroeconomic Announcement Premium
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