WebBenamar and Vega are with the Federal Reserve Board of Governors, and Foucault is with HEC Paris. The authors can be reached via email at [email protected], [email protected], and [email protected]. We are grateful to Bitly for providing us with the clicks on news articles data and Ravenpack for providing us with their news dataset.
Central Bank Communication Choices : Adverse Selection, …
WebWe measure demand for information prior to nonfarm payroll announcements using a novel dataset consisting of clicks on news articles. We find that when information demand is high shortly before the release of the nonfarm payroll announcement, the price response of U.S. Treasury note futures to nonfarm payroll news surprises doubles. We argue that this … WebMaster 2 Sciences de l’Ingénieur mention Génie de l'Habitat et Maitrise de l’Energie. Expert d’assurance en bâtiment certifié TEA. Expertises après sinistres : - IARD (incendie, tempête, dégâts des eaux, catastrophe naturelle...), - Sécheresse, - RC et RC Décennale, - Protection Juridique, - Spécialiste … bu75rw バッテリー交換
Hedi Benamar IDEAS/RePEc
Web"Demand for information, uncertainty and the response of U.S. treasury securities to news", with Hedi Benamar and Clara Vega. Review of Financial Studies. Shows that … WebHEC Paris Research Paper No. FIN-2024-1350. Number of pages: 48Posted 02 Oct 2024. Working Paper Series. Jean-Francois Bonnefon. Augustin Landier. Parinitha Sastry. … WebDemand for Information, Macroeconomic Uncertainty, and the Response of U.S. Treasury Securities to News. Thierry Foucault, Hedi Benamar and Clara Vega () . No 1263, HEC Research Papers Series from HEC Paris Abstract: We measure demand for information prior to nonfarm payroll announcements using a novel dataset consisting of clicks on … bu75rw オムロン