Economic News and the Yield Curve: Evidence from the U.S. Treasury Market
Pierluigi Balduzzi
◽
Edwin J. Elton
◽
T. Clifton Clifton Green
2001 ◽
Vol 36
(4)
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pp. 523
◽
Pierluigi Balduzzi
◽
Edwin J. Elton
◽
T. Clifton Green
Michael Brandt
◽
Kenneth Kavajecz
2004 ◽
Vol 59
(6)
◽
pp. 2623-2654
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MICHAEL W. BRANDT
◽
KENNETH A. KAVAJECZ
Michael W. Brandt
◽
Kenneth A. Kavajecz
2005 ◽
Vol 35
(2)
◽
pp. 20-22
Robert F. Engle
◽
Michael J. Fleming
◽
Eric Ghysels
◽
Giang Nguyen
1995 ◽
Vol 19
(7)
◽
pp. 1191-1210
◽
Kent G. Becker
◽
Joseph E. Finnerty
◽
Joseph Friedman
2005 ◽
Vol 28
(1)
◽
pp. 97-113
◽
Susan D. Jordan
◽
David R. Kuipers