Missing Events in Event Studies: Identifying the Effects of Partially-Measured News Surprises
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Macroeconomic news announcements are elaborate and multi-dimensional. We consider a framework in which jumps in asset prices around macroeconomic news and monetary policy announcements reflect both the response to observed surprises in headline numbers and latent factors, reflecting other details of
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美国国家经济研究局创建时间：
2018-09-01
