Macro surprises and short-term behaviour in bond futures
Year of publication: |
2002-06
|
---|---|
Authors: | DURENARD, Eugene ; VEREDAS, David |
Institutions: | Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain |
Subject: | US bonds | PDL model | business cycle | macro announcements |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series UNIVERSITE CATHOLIQUE DE LOUVAIN, Center for Operations Research and Econometrics (CORE) Number 2002037 |
Classification: | C22 - Time-Series Models ; G14 - Information and Market Efficiency; Event Studies |
Source: |
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