Further evidence on the impact of economic news on interest rates
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- Dominique Guégan,Florian Ielpo, 2009. "Further Evidence on the Impact of Economic News on Interest Rates," Frontiers in Finance and Economics, SKEMA Business School, vol. 6(2), pages 1-45, October.
- Ielpo, Florian & Guégan, Dominique, 2006. "Further evidence on the impact of economic news on interest rates," MPRA Paper 3425, University Library of Munich, Germany, revised Jun 2007.
- Dominique Guegan & Florian Ielpo, 2009. "Further evidence on the impact of economic news on interest rates," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00439820, HAL.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Marie Briere & Florian Ielpo, 2007. "Yield curve reaction to macroeconomic news in Europe :disentangling the US influence," Working Papers CEB 07-038.RS, ULB -- Universite Libre de Bruxelles.
- Di Maggio, Marco, 2010. "The Political Economy of the Yield Curve," MPRA Paper 20697, University Library of Munich, Germany.
More about this item
Keywordsprincipale component analysis; Macroeconomic announcements; interest rates dynamic; outliers; reaction function; principale component analysis.; Annonces macro-économiques; taux d'intérêt d'intérêt dynamique; annexes; fonction de réaction; analyse de composant principal.;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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