Skip to content
Published studies are shown for demonstration purposes, not because they are good or bad research. Demonstrator · items marked Example are invented · what exists today
Search

How do US bank stocks respond to changes in the Federal Reserve's target rate

By Björn Hanneke

How do US bank stocks respond to changes in the Federal Reserve's target rate? An event study of FOMC target-rate changes, 2015–2025

Published on e2er.orgDemonstrationVersion 5 · 2026-10-04 · from the command line

Dossier ba888f1a3f12d1b1 data private · code private

Paper, data and code

  • Paper
    Not public.

  • Data
    Not public.

    Some of the data come from Yahoo Finance. Its terms allow personal use only, so the data stay with the source.Get the data from the source (its terms), or load them yourself with e2er-data yfinance.

    Data from FRED are open to everyone at the source.

    For the other data of the study, ask the authors.

  • Code
    Not public.

Checks

Only the checks by e2er.org and in GitHub Actions ran outside the author's control.

Checked by e2er.org

No repository named, so e2er.org cannot read the files.

Checked in GitHub Actions

No GitHub Actions run has reported.

Reported by the author's own check

  • ·citations paper.tex cites nothing, so there is no citation to check; snapshot: 0 verified, 0 unverifiable at run time
  • ✓integrity 58 files hash-verified against provenance.json; 40 table cell(s) traced in the derivation graph; 2 change(s) after export recorded as amendments (paper/paper.pdf, paper/paper.tex)
  • ✓numbers 28 table cell(s) are source values at the precision shown; 9 coefficient(s) checked, 0 inconsistent; text (not gating): 100 of 130 number(s) are source values, 4 differ from the quantity named nearby, 26 untraced
  • ✓preregistration estimation follows the pre-registered plan (frozen 2026-09-29); every pre-registered hypothesis has a result (H1, H2)
  • ✓spec estimation implements the declared identification
  • ✓tables 2 table(s) reproduce byte-identically from the sidecars

e2er verify on the author's machine, at publish

What was published

Files
23 named with their SHA-256 fingerprint; the files stay with the authors
References
0 of 0 resolved
AI calls
46
Content id
sha256:a71feda6120293ce570291436f25defdd074e48ac9b15b2f5d76eb450cd2729c
e2er
version 0.13.5 · template event-study-finance
AI
Claude Haiku 4.5 via Claude Code

Data used

Each source the run loaded, as the connector recorded it: what was read and when, the source's terms and the citation it asks for.

Yahoo Finance (through yfinance) · 3 loads · read 2026-10-04 · personal use only

e2er's connector for it · about this data source

KBE daily prices · read 2026-10-04 · table kbe_prices · source page Cite: Yahoo Finance, KBE daily prices, retrieved through yfinance on 2026-10-04, https://finance.yahoo.com/quote/KBE.
SPY daily prices · read 2026-10-04 · table spy_prices · source page Cite: Yahoo Finance, SPY daily prices, retrieved through yfinance on 2026-10-04, https://finance.yahoo.com/quote/SPY.
XLF daily prices · read 2026-10-04 · table xlf_prices · source page Cite: Yahoo Finance, XLF daily prices, retrieved through yfinance on 2026-10-04, https://finance.yahoo.com/quote/XLF.

Terms Yahoo's terms of use apply. The yfinance project notes that Yahoo's finance data are intended for personal use only; yfinance is not affiliated with Yahoo. Full terms

The source publishes no citation format; e2er records this one.

FRED, Federal Reserve Bank of St. Louis · 1 series · read 2026-10-04 · FRED's terms of use apply

e2er's connector for it · about this data source

DGS2 · read 2026-10-04 · table dgs2 · source page

Terms FRED's terms of use apply. Each series page states its copyright status: public domain (citation requested), copyrighted with citation required, or copyrighted with the owner's permission needed for any use beyond personal use. Full terms

Cite Board of Governors of the Federal Reserve System (US), Market Yield on U.S. Treasury Securities at 2-Year Constant Maturity, Quoted on an Investment Basis [DGS2], retrieved from FRED, Federal Reserve Bank of St. Louis; https://fred.stlouisfed.org/series/DGS2, October 4, 2026.

The researcher's data folder · 1 file · read 2026-09-28 · terms not known to e2er

e2er's connector for it

fomc_announcement_dates.csv · read 2026-09-28 · table fomc_announcement_dates data/fomc_announcement_dates.csv c1e064d256a4

Terms Supplied by the researcher; e2er does not know the terms of these files.

Versions

Each version was published with its own dossier. This page shows version 5; the dossiers of earlier versions stay at their addresses and name the version that replaced them.

Built with

The template, specialists, skills and connectors this version used, as its dossier names them, with the people credited for each.

Template (1) · by e2er authors
Specialists (16) · by e2er authors
Skill (1) · by e2er authors
Connector (1) · by e2er authors

Authors

  • ·Björn Hanneke conceptualization, investigation

Discussion

Loading…