Anatomy of sovereign yield behaviour using textual news
Ameet Kumar Banerjee, H. K. Pradhan, Md Akhtaruzzaman, Ahmet Sensoy, Susan Dann
| Year of publication: |
2024
|
|---|---|
| Authors: | Banerjee, Ameet Kumar ; Pradhan, H. K. ; Akhtaruzzaman, Md. ; Sensoy, Ahmet ; Dann, Susan |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 71.2024, Art.-No. 102458, p. 1-18
|
| Subject: | macroeconomic news | sovereign bond | textual news | yield spread | Ankündigungseffekt | Announcement effect | Öffentliche Anleihe | Public bond | Zinsstruktur | Yield curve | Kapitaleinkommen | Capital income | Rendite | Yield | Anleihe | Bond |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102458 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015061757