Tommaso Baglioni

Insper

Rua Quatá 300 - Vila Olímpia

Sao Paulo, 04546-042

Brazil

SCHOLARLY PAPERS

3

DOWNLOADS

426

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

The FOMC Announcement Reversal

Number of pages: 38 Posted: 17 Aug 2022 Last Revised: 08 Apr 2023
Tommaso Baglioni and Ruy Ribeiro
Insper and Insper
Downloads 246 (238,571)

Abstract:

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FOMC Announcements, Pre-FOMC Announcement Drift, Post-FOMC Announcement Return, Reversal.

2.

Liquidity Premium Around FOMC Announcements

Number of pages: 35 Posted: 27 Dec 2022 Last Revised: 03 Sep 2024
Insper, University of Florence, Insper and University of Florence - Department of Economics, Management and Finance
Downloads 107 (482,937)

Abstract:

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FOMC Announcements, Liquidity Premium, Post-FOMC Announcement Return

3.

Corporate Bonds Distress and FOMC Announcement Returns

Number of pages: 36 Posted: 28 Apr 2023 Last Revised: 19 Jan 2024
Tommaso Baglioni and Ruy Ribeiro
Insper and Insper
Downloads 73 (612,925)

Abstract:

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Corporate Bonds Distress, FOMC Announcements, Pre-FOMC Announcement Return, Post-FOMC Announcement Return