Further Evidence on the Impact of Economic News on Interest Rates
Year of publication: |
2009
|
---|---|
Authors: | Guégan, Dominique ; Ielpo, Florian |
Published in: |
Frontiers in Finance and Economics. - SKEMA Business School, ISSN 1814-2044. - Vol. 6.2009, 2, p. 1-1
|
Publisher: |
SKEMA Business School |
Subject: | Macroeconomic Announcements | Interest Rates Dynamic | Outliers | Reaction Function | Principal Component Analysis |
-
Further evidence on the impact of economic news on interest.
Guégan, Dominique, (2007)
-
Further evidence on the impact of economic news on interest rates
Ielpo, Florian, (2006)
-
Further evidence on the impact of economic news on interest rates
Guegan, Dominique, (2007)
- More ...
-
Understanding the importance of the duration and size of the variations of Fed's target rate
Ielpo, Florian, (2009)
-
Flexible time series models for subjective distribution estimation with monetary policy in view
Guégan, Dominique, (2008)
-
Option pricing with discrete time jump processes
Guégan, Dominique, (2013)
- More ...