the first release of U.S. macroeconomic information. Specifically, we focus on the impact of these announcements not only … fundamentals; yet, excessive volatility and comovement play an important role in return dynamics as well. Further, our analysis … arrival of unexpected fundamental information. However, we also show that stock and bond returns tend to react to the expected …

, liquidity differences or information asymmetries between the swap and the futures markets. Using alternative term structure …

Limited, a financial information provider. Thus, it is possible, for the first time, to directly observe deviations between …

manner by yield curve variables and the future uncertainty in the interest rate markets; it also has information about future …