Economic News and the Yield Curve: Evidence From the U.S. Treasury Market

Pierluigi Balduzzi, Edwin J. Elton and T. Clifton Green

New York University, Leonard N. Stern School Finance Department Working Paper Seires from New York University, Leonard N. Stern School of Business-

Date: 1996-11
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Working Paper: Economic News and the Yield Curve: Evidence from the U.S. Treasury Market (1997)
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