How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach
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Publisher
New York: Springer US
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Language
English
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Publisher
New York: Springer US
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Scope and Contents
Contents
We analyze the relationship between unemployment rate changes and government bond yields during and after the most recent financial crisis across ten industrialized countries. The study is conducted on a weekly basis and we therefore nowcast unemployment data, which are only available once a month, on a weekly frequency using Google search query da...
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Full title
How Unemployment Affects Bond Prices: A Mixed Frequency Google Nowcasting Approach
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TN_cdi_proquest_journals_2090507253
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_journals_2090507253
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ISSN
0927-7099
E-ISSN
1572-9974
DOI
10.1007/s10614-018-9840-7
