Macro surprises and short-term behavior in bond futures
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Other versions of this item:
- David Veredas, 2007. "Macro Surprises and short-term behavior in bond futures," ULB Institutional Repository 2013/136236, ULB -- Universite Libre de Bruxelles.
- DURENARD, Eugene & VEREDAS, David, 2002. "Macro surprises and short-term behaviour in bond futures," CORE Discussion Papers 2002037, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
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- Liebermann, Joelle, 2011. "The Impact of Macroeconomic News on Bond Yields: (In)Stabilities over Time and Relative Importance," Research Technical Papers 7/RT/11, Central Bank of Ireland.
More about this item
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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