Further evidence on the impact of economic news on interest.
Year of publication: |
2007-10
|
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Authors: | Guégan, Dominique ; Ielpo, Florian |
Institutions: | Centre d'Économie de la Sorbonne, Université Paris 1 (Panthéon-Sorbonne) |
Subject: | Macroeconomic announcements | interest rates dynamic | outliers | reaction function | principale component analysis |
Extent: | application/pdf |
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Series: | Documents de travail du Centre d'Economie de la Sorbonne. - ISSN 1955-611X. |
Type of publication: | Book / Working Paper |
Notes: | 32 pages |
Classification: | G14 - Information and Market Efficiency; Event Studies ; E43 - Determination of Interest Rates; Term Structure Interest Rates ; E44 - Financial Markets and the Macroeconomy |
Source: |
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Further evidence on the impact of economic news on interest rates
Ielpo, Florian, (2006)
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Further Evidence on the Impact of Economic News on Interest Rates
Guégan, Dominique, (2009)
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Further evidence on the impact of economic news on interest rates
Guegan, Dominique, (2007)
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