Travail de recherche/Working paper
| Titre: |
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| Auteur: | Altavilla, Carlo; Giannone, Domenico; Modugno, Michèle |
| Statut de publication: | Publié, 2014-08 |
| series: | ECARES Working Papers, ECARES 2014-34 |
| Sujet CREF: | Economie |
| Sujet JEL: | Determination of Interest Rates; Term Structure of Interest Rates |
| Financial Markets and the Macroeconomy | |
| Money and Interest Rates: Forecasting and Simulation | |
| Information and Market Efficiency; Event Studies | |
| Volumes/pages: | 36 p. |
| Mots-clés: | macroeconomic announcement |
| news | |
| treasury bond yield | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/174573 |
