Macro News, Riskfree Rates, and the Intermediary
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More about this item
Keywords
discount rate; macroeconomic announcements; customer order flow; intermediary; treasury futures;All these keywords.
JEL classification:
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
NEP fields
This paper has been announced in the following NEP Reports:- NEP-MAC-2008-02-23 (Macroeconomics)
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