Shock Effects on Stocks, Bonds, and Exchange Rates
Tick data and newswire searches are used to find events that led to large and rapid changes in a stock future, a bond future, and three exchange rate futures. Knowledge of these events may be useful in future work. They have the
|Date of creation:||01 Feb 2001|
|Date of revision:||01 Aug 2001|
|Contact details of provider:|| Web page: http://icf.som.yale.edu/|
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