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Measuring the effects of unconventional monetary policy on asset prices
Swanson, Eric T. - 2015
Persistent link: https://www.econbiz.de/10011430142
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Do stylized facts of equity-based volatility indices apply to fixed-income volatility indices? Evidence from the US Treasury market
López, Raquel - In: International review of financial analysis 42 (2015), pp. 292-303
Persistent link: https://www.econbiz.de/10011573500
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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
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Macroeconomic announcements and the distribution of price-endings in the U.S. Treasury market
Nikiforov, Andrei; Pilotte, Eugene A. - In: The financial review : the official publication of the … 52 (2017) 1, pp. 69-100
Persistent link: https://www.econbiz.de/10011656874
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Detecting jumps amidst prevalent zero returns : evidence from the U.S. Treasury securities
Han, Seung-Oh; Huh, Sahn-Wook; Park, Jeayoung - In: Journal of empirical finance 70 (2023), pp. 276-307
Persistent link: https://www.econbiz.de/10014423707
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Low frequency effects of macroeconomic news on government bond yields
Altavilla, Carlo; Giannone, Domenico; Modugno, Michele - In: Journal of monetary economics 92 (2017), pp. 31-46
Persistent link: https://www.econbiz.de/10011799571
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Modern money and the war treasury
Levey, Sam - In: Journal of economic issues 55 (2021) 4, pp. 1034-1065
Persistent link: https://www.econbiz.de/10012804352
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Macroeconomic news announcements and market efficiency : evidence from the US Treasury market
Lin, Hai; Lo, Ingrid; Qiao, Rui - In: Journal of banking & finance 133 (2021), pp. 1-22
Persistent link: https://www.econbiz.de/10013256331
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The impact of public announcements and private analyses on US Treasury bonds
Ozocak, Onem - In: The journal of investing : JOI 30 (2021) 2, pp. 78-92
Persistent link: https://www.econbiz.de/10012423042
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Inflation Hedging on Main Street? Evidence from Retail TIPS Fund Flows
Nagel, Stefan; Yan, Zhen - National Bureau of Economic Research - 2022
Households participating in financial markets pay attention to inflation news when making their investment decisions, even in an environment of mostly low and stable inflation. ETFs and open-ended mutual funds holding Treasury Inflation-Protected Securities (TIPS) receive inflows from retail...
Persistent link: https://www.econbiz.de/10013462740