Macroeconomic Announcements Trigger an Extended Price Formation Process in the U.S. Treasury Market
Federal Reserve Bank of New York. Research and Statistics Group. "Macroeconomic Announcements Trigger an Extended Price Formation Process in the U.S. Treasury Market," in Federal Reserve Bank of New York. Research and Statistics Group. "October 1997," Research Update (October 1997) : 6-7. https://fraser.stlouisfed.org/title/6547/item/611900/toc/632935 , accessed on June 8, 2023.