US Macro News and Low-Frequency Changes in Small Open Economies Bond Yields

Author:

Feunou Bruno,Nongni Donfack Morvan,Sekkel Rodrigo

Publisher

Elsevier BV

Subject

General Earth and Planetary Sciences,General Environmental Science

Reference23 articles.

1. Low frequency effects of macroeconomic news on government bond yields;C Altavilla;Journal of Monetary Economics,2017

2. Micro effects of macro announcements: Real-time price discovery in foreign exchange;T G Andersen;American economic review,2003

3. Real-time price discovery in global stock, bond and foreign exchange markets;Journal of International Economics,2007

4. Real-time price discovery in global stock, bond and foreign exchange markets;Journal of international Economics,2007

5. New estimates of the UK real and nominal yield curves;N Anderson;Derni�re mise � jour -2020-11-18; CODEN -BEQBDP; SubjectsTermNotLitGenreText -United Kingdom-UK,1999

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