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Low Frequency Effects of Macroeconomic News on Government Bond Yields

Carlo Altavilla (), Domenico Giannone () and Michele Modugno ()

No ECARES 2014-34, Working Papers ECARES from ULB -- Universite Libre de Bruxelles

Keywords: macroeconomic announcement; news; treasury bond yield (search for similar items in EconPapers)
JEL-codes: E43 E44 E47 G14 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-mac
Date: 2014-08
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Related works:
Journal Article: Low frequency effects of macroeconomic news on government bond yields (2017) Downloads
Working Paper: Low Frequency Effects of Macroeconomic News on Government Bond Yields (2014) Downloads
Working Paper: Low Frequency Effects of Macroeconomic News on Government Bond Yields (2014) Downloads
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