The impact of economic news on bond prices: Evidence from the MTS platform
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DOI: 10.1016/j.jbankfin.2014.08.007
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- Yang-Chao Wang & Jui-Jung Tsai & Lanxin Lu, 2019. "The impact of Chinese monetary policy on co-movements between money and capital markets," Applied Economics, Taylor & Francis Journals, vol. 51(45), pages 4939-4955, September.
- Dahlia Ervina, 2015. "Macroeconomic News and Price Discovery in Indonesian Government Bond Market," Information Management and Business Review, AMH International, vol. 7(4), pages 98-107.
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- Clancy, Daragh & Dunne, Peter G. & Filiani, Pasquale, 2019. "Liquidity and tail-risk interdependencies in the euro area sovereign bond market," Research Technical Papers 11/RT/19, Central Bank of Ireland.
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More about this item
Keywords
Macroeconomic news announcements; Bond returns; MTS;All these keywords.
JEL classification:
- C5 - Mathematical and Quantitative Methods - - Econometric Modeling
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G14 - Financial Economics - - General Financial Markets - - - Information and Market Efficiency; Event Studies; Insider Trading
Statistics
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