Interest Rates and Economic Announcements

Abstract

Gerald P. Dwyer Jr. and R. W. Hafer investigate whether announcements of government statistics systematically affect interest rates. To analyze the effects of such announcements, the authors examine the behavior of changes in the 3-month Treasury bill rate and the 30-year government bond rate around days on which government statistics are first made public.

Cite this work

No public copy is stored for this record, so only the metadata is cited.

Stored only when both papers are in the corpus — 48 citations exist upstream.

Papers that cite the same references — the relational fallback while embeddings are still backfilling.