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Empirical Economics

Volumn 30, Issue 4, 2006, Pages 843-866

Macroeconomic surprises and short-term behaviour in bond futures

(1) Veredas, David a

a UNIVERSITÉ LIBRE DE BRUXELLES (Belgium)

Author keywords

Business cycle; Macroeconomic announcements; PDL model; US bonds

Indexed keywords

BUSINESS CYCLE; EMPIRICAL ANALYSIS; MACROECONOMICS; STOCK MARKET;

EID: 31044444876 PISSN: 03777332 EISSN: None Source Type: Journal
DOI: 10.1007/s00181-005-0002-y Document Type: Article

Times cited : (10)

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