Casidhe Horan

The Stephen M. Ross School of Business at the University of Michigan

701 Tappan Street

Ann Arbor, MI MI 48109

United States

SCHOLARLY PAPERS

2

DOWNLOADS

551

CITATIONS

2

Scholarly Papers (2)

1.

Forecasting through the Rear-View Mirror: Data Revisions and Bond Return Predictability

FRB of New York Staff Report No. 581
Number of pages: 41 Posted: 13 Nov 2012 Last Revised: 22 Mar 2014
Eric Ghysels, Casidhe Horan and Emanuel Moench
University of North Carolina Kenan-Flagler Business School, The Stephen M. Ross School of Business at the University of Michigan and Deutsche Bundesbank
Downloads 322 (59,003)
Citation 2

Abstract:

return predictability, real-time data, macroeconomic announcements, dynamic factor models

2.

The Microstructure of China's Government Bond Market

FRB of New York Staff Report No. 622
Number of pages: 45 Posted: 04 Jun 2013 Last Revised: 14 Aug 2013
Jennie Bai, Michael J. Fleming and Casidhe Horan
Georgetown University - Department of Finance, Federal Reserve Bank of New York and The Stephen M. Ross School of Business at the University of Michigan
Downloads 83 (142,347)

Abstract:

trading activity, market efficiency, announcements, interest rates