How Do FOMC Actions and U.S. Macroeconomic Data Announcements Move Brazilian Sovereign Yield Spreads and Stock Prices?

The Econometrics of Financial Markets

1997 • 4,951 citations

Monetary policy surprises and interest rates: Evidence from the Fed funds futures market

2001 • 1,699 citations

Capital Inflows and Real Exchange Rate Appreciation in Latin America: The Role of External Factors

1993 • 1,356 citations

Economic News and Bond Prices: Evidence from the U.S. Treasury Market

2001 • 904 citations

Price Formation and Liquidity in the U.S. Treasury Market: The Response to Public Information

1999 • 717 citations

Stock Prices and Economic News

1985 • 413 citations

Emerging Market Instability: Do Sovereign Ratings Affect Country Risk and Stock Returns?

2002 • 388 citations

Empirical Determinants of Emerging Market Economies' Sovereign Bond Spreads

2003 • 184 citations

Do Federal Reserve Policy Surprises Reveal Superior Information about the Economy?

2004 • 97 citations

Using Federal Funds Futures Contracts for Monetary Policy Analysis

2005 • 65 citations

Futures Prices as Risk-adjusted Forecasts of Monetary Policy

2004 • 58 citations