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| 02009nam 2200361zi 4500 |
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| 001 | 9.937208 |
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| 003 | CaOODSP |
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| 005 | 20240419142059 |
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| 006 | m o d f |
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| 007 | cr |n||||||||| |
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| 008 | 240419t20242024oncd ob f|0| 0 eng d |
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| 040 | |aCaOODSP|beng|erda|cCaOODSP |
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| 043 | |an-us--- |
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| 086 | 1 |aFB3-5/2024-12E-PDF |
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| 100 | 1 |aXing, Bingxin Ann, |eauthor. |
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| 245 | 10|aU.S. macroeconomic news and low-frequency changes in small open economies’ bond yields / |cby Bingxin Ann Xing, Bruno Feunou, Morvan Nongni-Donfack and Rodrigo Sekkel. |
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| 264 | 1|a[Ottawa] : |bBank of Canada = Banque du Canada, |c2024. |
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| 264 | 4|c©2024 |
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| 300 | |a1 online resource (ii, 33 pages) : |bcharts. |
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| 336 | |atext|btxt|2rdacontent |
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| 337 | |acomputer|bc|2rdamedia |
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| 338 | |aonline resource|bcr|2rdacarrier |
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| 490 | 1 |aStaff working paper = Document de travail du personnel, |y1701-9397 ; |v2024-12 |
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| 500 | |a"Last updated: April 17, 2024." |
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| 504 | |aIncludes bibliographical references. |
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| 520 | |a"This paper investigates the importance of U.S. macroeconomic news in driving low-frequency fluctuations in the term structure of interest rates in Canada, Sweden and the United Kingdom. We follow two complementary approaches: First, we apply a regression-based framework that aggregates the impact of daily macroeconomic news on bond yields to a lower quarterly frequency. Next, we estimate a macro-finance affine term structure model linking the daily news to lower-frequency changes in bond yields and their expectations and term premia"--Abstract, page ii. |
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| 650 | 0|aMacroeconomics. |
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| 650 | 0|aBonds|xRate of return. |
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| 650 | 6|aMacroéconomie. |
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| 650 | 6|aObligations (Valeurs)|xTaux de rendement. |
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| 710 | 2 |aBank of Canada, |eissuing body. |
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| 830 | #0|aStaff working paper (Bank of Canada)|v2024-12.|w(CaOODSP)9.806221 |
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| 856 | 40|qPDF|s1.96 MB|uhttps://publications.gc.ca/collections/collection_2024/banque-bank-canada/FB3-5-2024-12-eng.pdf |
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