EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Academic Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"PDL model"
Narrow search

Narrow search

Year of publication
Subject
All
PDL model 2 US bonds 2 business cycle 2 macro announcements 2 annonce macroéconomique 1 bons US 1 cycle économique 1 modèle PDL 1
more ... less ...
Online availability
All
Free 2
Type of publication
All
Book / Working Paper 2
Language
All
English 1 Undetermined 1
Author
All
DURENARD, Eugene 1 Durenard, Eugene 1 VEREDAS, David 1 Veredas, David 1
Institution
All
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain 1 Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO) 1
Published in...
All
CIRANO Working Papers 1 CORE Discussion Papers 1
Source
All
RePEc 2
Showing 1 - 2 of 2
Cover Image
Macro surprises and short-term behaviour in bond futures
DURENARD, Eugene; VEREDAS, David - Center for Operations Research and Econometrics (CORE), … - 2002
Distributed Lag (PDL) model. We conclude that i)fundamentals affect TY for some hours, ii)their effect depends on the sign of the …
Persistent link: https://www.econbiz.de/10005043514
Saved in:
Cover Image
Macro Surprises And Short-Term Behaviour In Bond Futures
Durenard, Eugene; Veredas, David - Centre Interuniversitaire de Recherche en Analyse des … - 2002
Polynomial Distributed Lag (PDL) model. We conclude that i)fundamentals affect TY for some hours, ii)their effect depends on the …
Persistent link: https://www.econbiz.de/10005169007
Saved in:
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...