Forward-Guidance Surprises and the VIX on FOMC Days: Evidence from the USMPD with Finite-Sample Inference
Fields of Study & Subjects
Market Dynamics and Volatility
Monetary Policy and Economic Impact
Financial Markets and Investment Strategies
Publication details
- Journal / source
- SSRN Electronic Journal
- Publication date
- 1 January 2026
- Document type
- Preprint