Expectations and risk premia at 8:30 a.m. : deciphering the responses of bond yields to macroeconomic announcements

Peter Hördahl and Eli M. Remolona, Giorgio Valente

Year of publication:	2020
Authors:	Hördahl, Peter ; Remolona, Eli M. ; Valente, Giorgio
Subject:	Affine models \| Bond excess returns \| Economic announcements \| Term structure of interest rates. \| Zinsstruktur \| Yield curve \| Ankündigungseffekt \| Announcement effect \| Risikoprämie \| Risk premium \| Kapitaleinkommen \| Capital income \| Anleihe \| Bond \| Öffentliche Anleihe \| Public bond \| CAPM \| Theorie \| Theory

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