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0.2 Policy surprise April asset prices Auto Sales Brian Sack Change Press Release current federal funds dates denote Economics Discussion Series effects of monetary employment report release eurodollar futures F OMC factor Z1 Factory Orders February federal funds futures federal funds rate Federal Reserve Board Finance and Economics ﬁnancial markets ﬁnd ﬁnding ﬁrst ﬁve FOMC announcements FOMC meeting FOMC statements forward rate funds rate target futures contracts futures rate Gurkaynak Home Sales Housing Starts Inﬂation inﬂuence Interest Rates Intermeeting intraday data January July Kuttner l:30am Open Market macroeconomic matrix monetary policy actions monetary policy announcements Monetary Policy Surprises Number October Open Market Operation path factor Piazzesi policy on asset Post-Meeting Press Release Press Release Post-Meeting Prices to Monetary Rate Change Press Refet regression Release Post-Meeting Press Response of Asset Rigobon sample signiﬁcant Starts and Permits std err stock prices surprise component Takeshi Kimura target factor variables yield curve