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The high-frequency impact of news on long-term yields and forward rates : is it real?

Beechey, Meredith; Wright, Jonathan H. - In: Journal of monetary economics 56 (2009) 4, pp. 535-544

Persistent link: https://www.econbiz.de/10003850593

Do productivity growth, budget deficits, and monetary policy actions affect real interest rates? : Evidence from macroeconomic announcement data

Kliesen, Kevin L. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002496991

Macroeconomic news and real interest rates

Kliesen, Kevin L.; Schmid, Frank A. - In: Review / Federal Reserve Bank of St. Louis 88 (2006) 2, pp. 133-143

Persistent link: https://www.econbiz.de/10003326146

The responses of interest rate spreads to information releases

Aggarwal, Raj; Chaudhry, Mukesh; Christie-David, Rohan; … - In: Review of quantitative finance and accounting 16 (2001) 4, pp. 245-368

Persistent link: https://www.econbiz.de/10001748073

The influence of macroeconomic news on term and quality spreads

Ramchander, Sanjay; Simpson, Marc W.; Chaudhry, Mukesh - In: The quarterly review of economics and finance : journal … 45 (2005) 1, pp. 84-102

Persistent link: https://www.econbiz.de/10002568036

Time variation in asset price responses to macro announcements

Goldberg, Linda S.; Grisse, Christian - 2013

Although the effects of economic news announcements on asset prices are well established, these relationships are unlikely to be stable. This paper documents the time variation in the responses of yield curves and exchange rates using high frequency data from January 2000 through August 2011....

Persistent link: https://www.econbiz.de/10010253514

Time variation in asset price response to macro announcements

Goldberg, Linda S.; Grisse, Christian - 2013

Although the effects of economic news announcements on asset prices are well established, theserelationships are unlikely to be stable. This paper documents the time variation in the responses of yield curves and exchange rates using high-frequency data from January 2000 through August 2011....

Persistent link: https://www.econbiz.de/10009787494

Time variation in asset price responses to macro announcements

Goldberg, Linda S.; Grisse, Christian - 2013

Persistent link: https://www.econbiz.de/10010200102

U.S. unconventional monetary policy and transmission to emerging market economies

Bowman, David; Londono, Juan M.; Sapriza, Horacio - In: Journal of international money and finance 55 (2015), pp. 27-59

Persistent link: https://www.econbiz.de/10011474989

Reactions of US government bond yields to explicit FOMC forward guidance

Moessner, Richhild - In: The North American journal of economics and finance : a … 33 (2015), pp. 217-233

Persistent link: https://www.econbiz.de/10011535214