Remarks at 2010 CFA Institute Fixed Income Management Conference, Newport Beach, California.

Remarks at the Eighth Annual BIS Conference, Basel, Switzerland.

Remarks at the National Association for Business Economics Policy Conference, Arlington, Virginia

Remarks at New York University's Stern School of Business, New York City.

Remarks at the Annual Meeting with Primary Dealers, New York City.

Remarks at the Forecasters Club of New York, New York City.

Remarks at The Economic Club of New York, New York City.

Remarks by Brian P. Sack before the Money Marketeers of New York University, New York City.

Although the effects of economic news announcements on asset prices are well established, these relationships are unlikely to be stable. This paper documents the time variation in the responses of yield curves and exchange rates using high-frequency data from January 2000 through August 2011....