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Search: subject:"Economic announcements"
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Ankündigungseffekt
4
Announcement effect
4
economic announcements
3
Anleihe
2
Bond
2
Börsenkurs
2
CAPM
2
Capital income
2
Erwartungsbildung
2
Expectation formation
2
Kapitaleinkommen
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Public bond
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Risikoprämie
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Risk premium
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Share price
2
Yield curve
2
Zinsstruktur
2
Öffentliche Anleihe
2
ARCH model
1
ARCH-Modell
1
Affine models
1
Bond excess returns
1
Economic Announcements
1
Economic Derivatives
1
Economic announcements
1
Ereignisstudie
1
Event study
1
Financial Markets
1
Forecast
1
Forecasting model
1
Geldpolitik
1
Government securities
1
Market Expectations
1
Monetary policy
1
News
1
Prognose
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Prognoseverfahren
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Real-Time Financial Data
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Staatspapier
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Term structure of interest rates.
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English
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Hördahl, Peter
2
Remolona, Eli M.
2
Valente, Giorgio
2
Campbell, Frank
1
Degiannakis, Stavros
1
Filis, George
1
Gillas, Konstantinos Gkillas
1
Lewis, Eleanor
1
Parker, John
1
Tsemperlidis, Stefanos
1
Vortelinos, Dimitrios I.
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Reserve Bank of Australia
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
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Applied economics letters
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HKIMR working paper
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International journal of banking, accounting and finance
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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ECONIS (ZBW)
4
RePEc
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Expectations and risk premia at 8:30am : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
-
2017
Persistent link: https://www.econbiz.de/10012201648
Saved in:
2
Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements
Hördahl, Peter
;
Remolona, Eli M.
;
Valente, Giorgio
- In:
Journal of business & economic statistics : JBES ; a …
38
(
2020
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10012179494
Saved in:
3
Economic
announcements
and the 10-year U.S. Treasury : surprising findings without the surprise component
Degiannakis, Stavros
;
Filis, George
;
Tsemperlidis, Stefanos
- In:
Applied economics letters
26
(
2019
)
15
,
pp. 1269-1273
Persistent link: https://www.econbiz.de/10012204722
Saved in:
4
Intraday realised volatility forecasting and announcements
Vortelinos, Dimitrios I.
;
Gillas, Konstantinos Gkillas
- In:
International journal of banking, accounting and finance
9
(
2018
)
1
,
pp. 88-118
Persistent link: https://www.econbiz.de/10011955197
Saved in:
5
The Impact Of Economic News On Financial Markets
Parker, John
-
Volkswirtschaftliche Fakultät, …
-
2007
This paper analyzes the impact of economic news, that is, the difference between
economic
announcements
and what was …
Persistent link: https://www.econbiz.de/10005623520
Saved in:
6
What Moves Yields in Australia?
Campbell, Frank
;
Lewis, Eleanor
-
Reserve Bank of Australia
-
1998
economic
announcements
and that traders systematically respond to the size and direction of any unanticipated component of …
Persistent link: https://www.econbiz.de/10005232566
Saved in:
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