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Macro news; Asset prices; High-Frequency Identification; Event Database
Macro news, Asset prices, High-Frequency Identification, Event Database
Monetary Policy, High-Frequency Identification, Central Bank Information
Asset Prices, Monetary Policy, Structural Factor Models, Nonfundamentalness
Yield curve, market microstructure, natural experiment JEL classification: G12, G14, G23
market microstructure, natural experiment, yield curve
Monetary Policy, Dynamic Factor Models, External Instrument, High-Frequency Identification