Further evidence on the impact of economic news on interest
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- repec:dau:papers:123456789/9305 is not listed on IDEAS
- Melanie-Kristin Beck & Bernd Hayo & Matthias Neuenkirch, 2013.
"Central bank communication and correlation between financial markets: Canada and the United States,"
International Economics and Economic Policy,
Springer, vol. 10(2), pages 277-296, June.
- Melanie-Kristin Beck & Bernd Hayo & Matthias Neuenkirch, 2012. "Central Bank Communication and Correlation between Financial Markets: Canada and the United States," MAGKS Papers on Economics 201201, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung).
- Aymen Belgacem, 2009. "Fundamentals, Macroeconomic Announcements and Asset Prices," EconomiX Working Papers 2009-16, University of Paris Nanterre, EconomiX.
- 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
KeywordsMacroeconomic announcements; interest rates dynamic; outliers; reaction function; principale component analysis;
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
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