Titre:
  • Yield curve reaction to macroeconomic news in Europe : disentangling the US influence
Auteur:Briere, Marie; Ielpo, Florian
Statut de publication:Publié, 2007
series:Working papers CEB, 07-038.RS
Sujet CREF:Economie
Sujet JEL:Determination of Interest Rates; Term Structure of Interest Rates
Monetary Policy
International Policy Coordination and Transmission
Volumes/pages:19 p.
Mots-clés:announcements
news
swap rates
yield curve
interest rates
Euro area.
Langue:Anglais
Identificateurs:RePEc:sol:wpaper:07-038