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THE IMPACT OF U.S. MACROECONOMIC NEWS ANNOUNCEMENTS ON BOND PRICES: EVIDENCE FROM U.S. BOND MARKETS
(2011)
Pro gradu - tutkielma
Pro gradu - tutkielma
This study analyzes how U.S. macroeconomic news affect daily U.S. government bond yields. More accurately the study tries to find out what is the impact of scheduled U.S. macroeconomic news announcements on bond prices ...