Federal Reserve Bank of St. Louis: 'Fed-Driven Systemic Tail Risk: High-Frequency Measurement, Evidence and Implications'
June 24, 2025
June 24, 2025
ST. LOUIS, Missouri, June 24 (TNSLrpt) -- Research from the Federal Reserve Bank of St. Louis, in collaboration with IESEG School of Management and Rutgers University, reveals that Federal Open Market Committee (FOMC) policy announcements are a significant driver of "systemic tail risk" across financial markets. This means that these announcements often trigger simultaneous, large price movements in multiple assets, making diversification strategies less effective.
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