07.02.2023: Refet Gürkaynak – News and noise shaping international yield curves
Presenter: Refet S. Gürkaynak Affiliation: Bilkent University, Department of Economics Paper: News and Noise Shaping International Yield Curves Date: February 7, 2023 Time: 13:00 GMT (15:00 Israel Time) Abstract: We study the joint response of US and euro area yields to both US and euro area news using a new semi-latent factor methodology, where some … Read more