Federal Reserve Event Risk

April 16th, 2014 11:01 am | by John Jansen |

This is an interesting article by two academics who author a blog called House of Debt. The authors wanted to learn who bears “Federal Reserve Risk”. They studied which instruments move the most on days when Federal Reserve policy decisions move the markets. They studied June 19 2013 when the FOMC announced that they were thinking about tapering.They studied September 18 2013 when the FOMC deferred tapering and finally they used March 19 2014 which was the occasion of the Janet Yellen rookie mistake press conference.

With Ms Yellen scheduled to speak in 90 minutes this is a worthwhile read.

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  1. 2 Responses to “Federal Reserve Event Risk”

  2. By Jack on Apr 16, 2014 | Reply


  3. By CLH on Apr 16, 2014 | Reply

    Interesting. The list isn’t as intuitive as one might expect. Good to see Across the Curve back in action.

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