Yield curve reaction to macroeconomic news in Europe :disentangling the US influence
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More about this item
Keywordsannouncements; news; swap rates; yield curve; interest rates; Euro area.;
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E52 - Macroeconomics and Monetary Economics - - Monetary Policy, Central Banking, and the Supply of Money and Credit - - - Monetary Policy
- F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-12-15 (All new papers)
- NEP-CBA-2007-12-15 (Central Banking)
- NEP-EEC-2007-12-15 (European Economics)
- NEP-MAC-2007-12-15 (Macroeconomics)
- NEP-MON-2007-12-15 (Monetary Economics)
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