Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News
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Other versions of this item:
- Hedi Benamar & Thierry Foucault & Clara Vega, 2018. "Demand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News," Working Papers hal-01933891, HAL.
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- Guglielmo Maria Caporale & Menelaos Karanasos & Stavroula Yfanti, 2019. "Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility," CESifo Working Paper Series 8000, CESifo Group Munich.
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KeywordsPublic information; Macroeconomic News; Uncertainty; U.S. Treasury futures; Investors Attention; Information Demand; Bitly; Media Coverage;
- D83 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Search; Learning; Information and Knowledge; Communication; Belief; Unawareness
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-MST-2018-07-16 (Market Microstructure)
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