Bond Market Micro-Structure During the Euro-Zone Crisis

Posted: 14 Aug 2013

See all articles by Frank Sensenbrenner

Frank Sensenbrenner

Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS)

Date Written: April 13, 2013

Abstract

This is a forthcoming study on how euro-zone announcements and bailouts affect fixed income markets. In particular, this paper examines volumes, levels, and yields of euro-zone bonds around the time when macroeconomic announcements are made.

Suggested Citation

Sensenbrenner, Frank, Bond Market Micro-Structure During the Euro-Zone Crisis (April 13, 2013). Available at SSRN: https://ssrn.com/abstract=2250458

Frank Sensenbrenner (Contact Author)

Johns Hopkins University - Paul H. Nitze School of Advanced International Studies (SAIS) ( email )

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