The Market Impact of FOMC Meetings Part 2
[WITH CODE] Analyzing the impact of FOMC meetings on returns and volatility across asset classes
Hello!
In my prior post on FOMC meetings, we observed unique patterns in the U.S. equities and volatility markets. This post will explore the impact of FOMC meetings on U.S. treasury notes, U.S. treasury bonds, and U.S. interest rate volatility.
The results today are even more impressive and statistically significant.
Let’s get into it.
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