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07-086/2 - Macro News, Riskfree Rates, and the Intermediary


  • Authors
    Albert J. Menkveld, VU University, Amsterdam; Asani Sarkar, NY FED; Michel van der Wel, VU University, Amsterdam
  • Publication date
    November 6, 2007
  • Keywords
    discount rate; macroeconomic announcements; customer order flow; intermediary; treasury futures
  • JEL
    G14; E44