Hengjie Ai
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Monetary policy and monetary policy communication

The cross-section of monetary policy announcement premium, with Leyla Han, Xuhui Pan, and Lai Xu, Journal of financial economics, 2022, vol. 143, Issue 1, 247-276.

Risk exposure to monetary policy announcements are priced in the cross-section of equity returns.

A model of Fed information effect, with Xinxin Hu.

An equilibrium model where the Fed has private information about its own policy objectives. The model generates the "Fed information effect", that is, surprise interest rate hikes are sometimes associated with stock market booms and upward revisions of economic forecasts, without assuming that the Fed has superior information about economic fundamentals than the private sector.

Nominal rigidity and the inflation risk premium: identification from the cross section of equity returns, with Xuhui Pan and Xinxin Hu.​

Monetary policy induced inflation shocks require a positive risk premium while productivity induced inflation shocks require a negative risk premium. Using FOMC announcement windows as an an event study, we find empirical evidence for a positive monetary policy induced inflation risk premium.

Using asset prices to infer the long-run impact of monetary policy, with Leitao Fu.

The return on long-term equity less the return on long-term bond over a short FOMC window identifies the long-run impact of monetary policy. We find that 25 bps of conventional monetary policy shock is associated with 100 bps of long-run growth revisions, and 25 bps of Fed information shock is associated with 200 bps of long-run growth revisions.
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