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A tale of four tails : inflation, the policy rate, longer-term rates, and stock prices
Anene, Dominic, (2017)
Forecasting financial markets and understanding the role of monetary policy
Willner, Marco, (2010)
VAR models on the relation between stock prices and the macroeconomy
Berg, Tim Oliver, (2010)
Understanding intraday momentum strategies
Rosa, Carlo, (2022)
Forecasting the direction of policy rate changes : the importance of ECB words
Rosa, Carlo, (2009)
Talking less and moving the market more : evidence from the ECB and the FED
Rosa, Carlo, (2011)