Corporate Bonds Distress and FOMC Announcement Returns

T Baglioni, R Ribeiro - Available at SSRN 4400095, 2023 - papers.ssrn.com
This paper documents that the ex-ante level of the corporate bond market distress is a good
predictor for the pre-FOMC announcement return, subsuming the relevant information of …

The FOMC Announcement Reversal

T Baglioni, R Ribeiro - Available at SSRN 4182628, 2022 - papers.ssrn.com
This paper documents a negative relationship between pre-FOMC announcement returns
and post-FOMC announcement returns, independent of the state of the economy and …