The high-frequency impact of news on long-term yields and forward rates: Is it real?

Journal of Monetary Economics

Volumn 56, Issue 4, 2009, Pages 535-544

  Beechey, Meredith J ^a   Wright, Jonathan H ^b  

^a SVERIGES RIKSBANK   (Sweden)

^b JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

Inflation compensation; Intradaily data; News announcements; Real interest rates

Indexed keywords

EID: 65649094764     PISSN: 03043932     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jmoneco.2009.03.011     Document Type: Article

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