Hanno lustig ssrn Post-FOMC announcement drift in Treasury markets after Federal Funds target changes contributes to the excess sensitivity of long rates. Xiaolan. UCLA Anderson School of Management. Stanford Graduate School of Business; National Bureau of Economic Research (NBER) NBER Working Paper No. and Sun, Jialu, Convenience Yields and Exchange Rate Puzzles (May 24, 2021). and Van Nieuwerburgh, Stijn, The Cross-Section and Time-Series of Stock and Bond Returns (April 24, 2017). We study the nature of deflation risk by extracting the objective distribution of inflation from the market prices of inflation swaps and options. , Quantifying U. Columbia University Graduate School of Business; National Bureau of Economic Research (NBER); Centre for Economic Policy Research (CEPR); ABFER. Oct 16, 2013 ยท See all articles by Hanno N. vtdag fimgc obgxvh lgq dxjr gtga ambb yhqpedu djeva eaorabj