Business Cycles and the Impact of Macroeconomic Surprises on Interest Rate Swap Spreads: Australian Evidence
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Emerald Group Publishing Limited
Reference35 articles.
1. The Effects of Macroeconomic News on High Frequency Exchange Rate Behavior
2. Micro Effects of Macro Announcements: Real-Time Price Discovery in Foreign Exchange
3. Low-Frequency Volatility of Yen Interest Rate Swap Market in Relation to Macroeconomic Risk*
4. Economic News and Bond Prices: Evidence from the U.S. Treasury Market
5. Intraday periodicity, long memory volatility, and macroeconomic announcement effects in the US Treasury bond market
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