Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets
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- Suk-Joong Kim & Michael D. McKenzie & Robert W. Faff, 2018. "Macroeconomic News Announcements and the Role of Expectations: Evidence for US Bond, Stock and Foreign Exchange Markets," World Scientific Book Chapters,in: Information Spillovers and Market Integration in International Finance Empirical Analyses, chapter 5, pages 151-174 World Scientific Publishing Co. Pte. Ltd..
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