Yield curve sensitivity to investor positioning around economic shocks
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More about this item
Keywords
Yield curve; economic data surprises; monetary policy surprises; positioning; market efficiency.;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MST-2023-08-21 (Market Microstructure)
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