Christie-David, Rohan; Chaudhry, Mukesh; Khan, Walayet - In: Journal of Financial Research 25 (2002) 2, pp. 223-245
Using intraday data we examine the response of futures on the British Long Gilt (Gilt), the German Government Bond (Bund), the U.S. Treasury Bond (Bond), the Japanese Government Bond (JGB), and the Italian Government Bond (IGB) to the release of U.S. macroeconomic news. Bond, Gilt, and Bund...
