Journal Article
What moves sovereign bond markets? The effects of economic news on U.S. and German yields
Abstract: Economic announcements are an important source of information, containing news that spills over internationally across markets, affecting yields. An analysis of the U.S. and German sovereign bond markets finds that the largest moves in yields are associated with U.S. announcements on labor market conditions, real GDP growth, and consumer sentiment.
Keywords: bond markets; Bond market - Germany; International finance;
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Bibliographic Information
Provider: Federal Reserve Bank of New York
Part of Series: Current Issues in Economics and Finance
Publication Date: 2003
Volume: 9
Issue: Sep
Order Number: 9