The FOMC announcement returns on long-term US and German bond futures

Ivan Indriawan, Feng Jiao, Yiuman Tse

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Journal of Banking and Finance
Volume	123
DOIs	https://doi.org/10.1016/J.JBANKFIN.2020.106027
State	Published - Feb 2021

Keywords

@article{e20cccbb53924d8eb049a83cbc26639a,

title = "The FOMC announcement returns on long-term US and German bond futures",

keywords = "FOMC announcement, Government bond futures, Market efficiency, Return drift",

author = "Ivan Indriawan and Feng Jiao and Yiuman Tse",

year = "2021",

month = feb,

doi = "10.1016/J.JBANKFIN.2020.106027",

language = "American English",

volume = "123",

journal = "Journal of Banking and Finance",

}

TY - JOUR

T1 - The FOMC announcement returns on long-term US and German bond futures

AU - Indriawan, Ivan

AU - Jiao, Feng

AU - Tse, Yiuman

PY - 2021/2

Y1 - 2021/2

KW - FOMC announcement

KW - Government bond futures

KW - Market efficiency

KW - Return drift

UR - https://doi.org/10.1016/J.JBANKFIN.2020.106027

U2 - 10.1016/J.JBANKFIN.2020.106027

DO - 10.1016/J.JBANKFIN.2020.106027

M3 - Article

VL - 123

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

ER -