Showing 1 - 10 of 2,384
We find that 30-minute changes in bond yields around scheduled Federal Open Market Committee (FOMC) announcements are … predicts a contractionary policy news shock (positive change in bond yields), a negative GDP growth revision predicts an … expansionary policy news shock (negative change in bond yields). Failing to account for this predictability biases the estimates of …
Persistent link: https://www.econbiz.de/10012388387
Persistent link: https://www.econbiz.de/10012500060
Persistent link: https://www.econbiz.de/10011519081
Persistent link: https://www.econbiz.de/10013262971
Persistent link: https://www.econbiz.de/10011489389
Persistent link: https://www.econbiz.de/10010423585
Persistent link: https://www.econbiz.de/10001575100
Persistent link: https://www.econbiz.de/10010442588
to large and statistically significant gains in forecast accuracy …
Persistent link: https://www.econbiz.de/10013106251
Persistent link: https://www.econbiz.de/10011778412