Macroeconomic surprises and short-term behaviour in bond futures
Year of publication: |
2006
|
---|---|
Authors: | Veredas, David |
Published in: |
Empirical Economics. - Department of Economics and Finance Research and Teaching. - Vol. 30.2006, 4, p. 843-866
|
Publisher: |
Department of Economics and Finance Research and Teaching |
Subject: | US bonds | PDL model | Business cycle | Macroeconomic announcements |
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