The influence of macroeconomic news on term and quality spreads

Quarterly Review of Economics and Finance

Volumn 45, Issue 1, 2005, Pages 84-102

  Ramchander, Sanjay ^a   Simpson, Marc W ^b   Chaudhry, Mukesh K ^c  

^a Department of Environmental and Radiological Health Sciences   (United States)

^b UNIVERSITY OF TEXAS PAN AMERICAN   (United States)

^c INDIANA UNIVERSITY OF PENNSYLVANIA   (United States)

Author keywords

Macroeconomic news; Quality spreads; Term spreads

Indexed keywords

EID: 11844276664     PISSN: 10629769     EISSN: None     Source Type: Journal    
DOI: 10.1016/S1062-9769(03)00030-9     Document Type: Article

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