What moves sovereign bond markets? The effects of economic news on U.S. and German yields
Deborah Leonard and
Linda Goldberg ()
Current Issues in Economics and Finance, 2003, issue sep
Economic announcements are an important source of information, containing news that spills over internationally across markets, affecting yields. An analysis of the U.S. and German sovereign bond markets finds that the largest moves in yields are associated with U.S. announcements on labor market conditions, real GDP growth, and consumer sentiment.
Keywords: Bond market; Bond market - Germany; International finance (search for similar items in EconPapers)
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Persistent link: https://EconPapers.repec.org/RePEc:fip:fednci:y:2003:i:sep:n:v.9no.9
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