Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond
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DOI: 10.1016/j.frl.2021.102135
Abstract: Abstract We study the response of macroeconomic news on the intraday prices of the Indian benchmark Government bond. Contrary to the common understanding that the emerging bond markets are informationally less efficient, we found both… read more here.
Keywords: indian benchmark; analysis macroeconomic; news; macroeconomic news ... See more keywords