Time Variation in Asset Price Responses to Macro Announcements
收藏NBER2013-10-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w19523
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资源简介：
Although the effects of economic news announcements on asset prices are well established, these relationships are unlikely to be stable. This paper documents the time variation in the responses of yield curves and exchange rates using high frequency data from January 2000 through August 2011.
提供机构：
美国国家经济研究局
创建时间：
2013-10-01
