U.S. macroeconomic news and low-frequency changes in bond yields in Canada, Sweden and the U.K
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DOI: 10.1016/j.jbankfin.2024.107270
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More about this item
Keywords
Macroeconomic news; Bond yields; Break-even inflation rates; Small open economies;All these keywords.
JEL classification:
- E43 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Interest Rates: Determination, Term Structure, and Effects
- E44 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Financial Markets and the Macroeconomy
- E47 - Macroeconomics and Monetary Economics - - Money and Interest Rates - - - Forecasting and Simulation: Models and Applications
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
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