Bond Market Micro-Structure During the Euro-Zone Crisis
Posted: 14 Aug 2013
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: Suggested Citation
Sensenbrenner, Frank, Bond Market Micro-Structure During the Euro-Zone Crisis (April 13, 2013). Available at SSRN: https://ssrn.com/abstract=2250458
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