On the impact of macroeconomic news surprises on Treasury-bond returns
Year of publication: |
February 2016
|
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Authors: | El Ouadghiri, Imane ; Mignon, Valérie ; Boitout, Nicolas |
Published in: |
Annals of finance. - Berlin : Springer, ISSN 1614-2446, ZDB-ID 2174824-X. - Vol. 12.2016, 1, p. 29-53
|
Subject: | Bond market | High frequency data | Event study | Macroeconomic news | Ankündigungseffekt | Announcement effect | Rentenmarkt | Wirkungsanalyse | Impact assessment | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Schätzung | Estimation | Ereignisstudie | Volatilität | Volatility | Deutschland | Germany | Zins | Interest rate |
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