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Monetary policy expectation errors
Schmeling, Maik; Schrimpf, Andreas; Steffensen, Sigurd … - 2022 - This version: January 24, 2022
Persistent link: https://www.econbiz.de/10012888375
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The on-the-run liquidity phenomenon
Pasquariello, Paolo; Vega, Clara - In: Journal of financial economics 92 (2009) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10003833655
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Effects of US interest rates and news on the daily interest rates of a highly indebted emerging economy ; evidence from Turkey
Emir, Olcay Yücel; Özatay, Fatih; Şahinbeyoǧlu, Gülbin - In: Applied economics 39 (2007) 1/3, pp. 329-342
Persistent link: https://www.econbiz.de/10003427307
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Texas treasury notes and the Mexican-American war : market responses to diplomatic and battlefield events
Pecquet, Gary M.; Thies, Clifford F. - In: Eastern economic journal 36 (2010) 1, pp. 88-106
Persistent link: https://www.econbiz.de/10003932552
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The effect of macroeconomic news on beliefs and preferences : evidence from the options market
Beber, Alessandro; Brandt, Michael W. - In: Journal of monetary economics 53 (2006) 8, pp. 1997-2039
Persistent link: https://www.econbiz.de/10003394391
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The impact of recent central bank asset purchase programmes
Meaning, Jack; Zhu, Feng - In: BIS quarterly review : international banking and … (2011), pp. 73-83
Persistent link: https://www.econbiz.de/10009419353
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Private information flow and price discovery in the US treasury market
Jiang, George J.; Lo, Ingrid - In: Journal of banking & finance 47 (2014), pp. 118-133
Persistent link: https://www.econbiz.de/10010506499
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From trade-to-trade in US Treasuries
Dungey, Mardi H.; Henry, Ólan Thomas John; McKenzie, … - 2010
Persistent link: https://www.econbiz.de/10009384426
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Economic news and the impact of trading on bond prices
Green, Tracy Clifton - In: The journal of finance : the journal of the American … 59 (2004) 3, pp. 1201-1234
Persistent link: https://www.econbiz.de/10002094778
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The changing impact of employment announcements on interest rates
Kearney, Adrienne A. - In: Journal of economics & business 54 (2002) 4, pp. 415-429
Persistent link: https://www.econbiz.de/10001687906