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On the impact of macroeconomic news surprises on treasury-bond returns - MaRDI portal

On the impact of macroeconomic news surprises on treasury-bond returns (Q300688)

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scientific article; zbMATH DE number 6599187
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English
On the impact of macroeconomic news surprises on treasury-bond returns
scientific article; zbMATH DE number 6599187

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    On the impact of macroeconomic news surprises on treasury-bond returns (English)
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    28 June 2016
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    bond market
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    high frequency data
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    event study
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    macroeconomic news
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