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Time-series regressions use an announcement dummy interacted with uncertainty proxies and a monetary policy indicator, with returns split into pre- and postannouncement windows. 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Summary statistics are reported in daily basis points alongside Sharpe ratios. 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It then previews a sequence of results with magnitudes: announcement-day excess returns, the interest-differential cross-section, the uncertainty link, the pre/post decomposition, and improved trading strategies. A contribution paragraph contrasts the paper with equity-market announcement work, followed by literature positioning and a roadmap. A Gabaix–Maggiori-style constrained-financier model comes first and generates predictions. Data and empirical sections follow: summary statistics, time-series regressions with announcement dummies interacted with uncertainty and policy-shock measures, trading strategies, other central banks, and an in-text robustness subsection. A brief conclusion restates findings through the model, with proofs in the appendix.",262 "writing_profile_keywords": [263 "announcement-day returns",264 "high-frequency data",265 "model-guided empirics",266 "risk premium interpretation",267 "currency portfolios",268 "trading strategy",269 "robustness battery"270 ],271 "confidence": 0.85,272 "notes": "Sections idx 4–6 are parsing artifacts (currency labels taken as headings); idx 6 actually holds the time-series analysis, trading strategy, other-central-bank, and robustness subsections. The Internet Appendix holds further robustness checks. The standard error type is not visible in the excerpts. 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