Add to ORKGEconomic announcements are an important source of information, containing news that spills over internationally across markets, affecting yields. An analysis of the U.S. and German sovereign bond markets finds that the largest moves in yields are associated with U.S. announcements on labor market conditions, real GDP growth, and consumer sentiment.Bond market ; Bond market - Germany ; International finance
We use EU sovereign bond yield and CDS spreads daily data to carry out an event study analysis on th...
This paper uses intraday data from the interdealer government bond market to investigate the effects...
We analyze four years of transaction data for euro-area sovereign bonds traded on the MTS electronic...
This study analyzes how scheduled U.S. macroeconomic news announcements and central bank monetary po...
It is well known that information arrival has an impact on prices volatility, and trading volume in ...
This study analyzes how U.S. macroeconomic news affect daily U.S. government bond yields. More accur...
We investigate the relationship between macroeconomic news and sovereign spreads in the euro area at...
This paper examines newly-available intraday data from the interdealer government bond market to inv...
Although there is an extensive literature on the impact of macroeconomic announcements on asset pric...
PURPOSE OF THE STUDY: The main purpose of the study is to investigate the market responses of daily...
This dissertation uses a recent methodology based on the variation of the 10 years bond bid yields o...
We assess the impact of announcements corresponding to different fiscal and monetary policy measures...
This paper examines the effects of the announcement of different macroeconomic data on the forint/eu...
We use EU sovereign bond yield and CDS spreads daily data to carry out an event study analysis on t...
Recent evidence from the US, UK, French and German stock markets suggest that the turn-of-the-month ...
We use EU sovereign bond yield and CDS spreads daily data to carry out an event study analysis on th...
This paper uses intraday data from the interdealer government bond market to investigate the effects...
We analyze four years of transaction data for euro-area sovereign bonds traded on the MTS electronic...
This study analyzes how scheduled U.S. macroeconomic news announcements and central bank monetary po...
It is well known that information arrival has an impact on prices volatility, and trading volume in ...
This study analyzes how U.S. macroeconomic news affect daily U.S. government bond yields. More accur...
We investigate the relationship between macroeconomic news and sovereign spreads in the euro area at...
This paper examines newly-available intraday data from the interdealer government bond market to inv...
Although there is an extensive literature on the impact of macroeconomic announcements on asset pric...
PURPOSE OF THE STUDY: The main purpose of the study is to investigate the market responses of daily...
This dissertation uses a recent methodology based on the variation of the 10 years bond bid yields o...
We assess the impact of announcements corresponding to different fiscal and monetary policy measures...
This paper examines the effects of the announcement of different macroeconomic data on the forint/eu...
We use EU sovereign bond yield and CDS spreads daily data to carry out an event study analysis on t...
Recent evidence from the US, UK, French and German stock markets suggest that the turn-of-the-month ...
We use EU sovereign bond yield and CDS spreads daily data to carry out an event study analysis on th...
This paper uses intraday data from the interdealer government bond market to investigate the effects...
We analyze four years of transaction data for euro-area sovereign bonds traded on the MTS electronic...