New Measures of Monetary Policy Surprises and Jumps in Interest Rates
Angel Leon, Szabolcs Sebestyen
Journal of Banking and Finance, vol. 36, 2012, p. 2323-2343.
Which News Moves the Euro Area Bond Market?
Magnus Andersson, Lars Jul Overby, Szabolcs Sebestyen
German Economic Review, vol. 10, 2009, p. 1-31.