Impacts of macroeconomic news announcements on corporate bond market
Year of publication: |
2023
|
---|---|
Authors: | Jiang, Ruixiang ; Wang, Bo ; Wu, Chunchi ; Zhang, Yue |
Published in: |
Advances in Pacific Basin business, economics and finance. - Bingley : Emerald, ISSN 2514-4669, ZDB-ID 2931955-9. - Vol. 11.2023, p. 89-125
|
Subject: | Macroeconomic news announcements | corporate bond returns | conditional volatility | Zero Lower Bound | King of announcements | corporate bond portfolios | Unternehmensanleihe | Corporate bond | Ankündigungseffekt | Announcement effect | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Rentenmarkt | Bond market | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Zinsstruktur | Yield curve |
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