Title:

Which News Moves the Euro Area Bond Market?

Authors:

Magnus Andersson (European Central Bank)
Lars Jul Overby (Bank of Denmark, U Copenhagen)
Szabolcs Sebestyen (U Católica Portuguesa) (U Católica Portuguesa)

Journal:

German Economic Review

Year:

2009

Volume:

10

Pages:

1-31

JEL codes:

E43 - Determination of Interest Rates; Term Structure of Interest Rates
E52 - Monetary Policy (Targets, Instruments, and Effects)
G14 - Information and Market Efficiency; Event Studies