07-086/2 - Macro News, Riskfree Rates, and the Intermediary

• Authors
  Albert J. Menkveld, VU University, Amsterdam; Asani Sarkar, NY FED; Michel van der Wel, VU University, Amsterdam
• Publication date
  November 6, 2007

• Keywords
  discount rate; macroeconomic announcements; customer order flow; intermediary; treasury futures
• JEL
  G14; E44