The asymmetric impact of macroeconomic announcements on U.S. Government bond rate level and volatility
Year of publication: |
2007-09-15
|
---|---|
Authors: | Tuysuz, Sukriye |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | News announcements | Government bond rate | EGARCH | ARCH Markov Switching | Economic instability | Monetary policy instability | Financial crisis |
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