1Balduzzi, Pierluigi, Edwin J. Elton, and T. Clifton Green, 2001, Economic news and bond prices: Evidence from the U.S. Treasury market[J]. Journal of Financial and Quantitative Analysis, vo136,523-543
2Evans, Martin D. D. , and Richard K. Lyons, 2002a, Orderflow and exchange rate dynamics[J]. Journal of Political Economy 110,170-180
3Evans, Martin D. D. , and Richard K. Lyons, 2002b, How is macro news transmitted to exchange rates[J]. Working paper, Georgetown University
4Fleming, Michael J. , and Eli M. Remolona, 1999, Price formation and liquidity in the U.S. Treasuries market: The response to public information[J]. Journal of Finance 54,1901-1915
5Green, Clifton T. , 2003, Economic news and the impact of trading on bond prices[J]. Journal of Finance,forthcoming
6Jones, Charles M. , Owen Lamont, and Robin L. Lumsdaine, 1998, Macroeconomic news and bond market volatility[J]. Journal of Financial Economics 47,315-337
7Michael W. Brandt and Kenneth A. KavaJecz, 2004, Price Discovery in the U.S. Treasury Market : The Impact of Orderflow and Liquidity on the Yield Curve[J]. working paper
7Rousseau, P. L., Vuthipadadorn, D. Finance, investment, and growth: Time series evidence from 10 Asian economies [ J ]. Journal of Maeroeconomies, 2005 (27), 87- 106.
8Cochrane, J. H : Comments on " Macroeconomic implications of changes in the term premium" by Glenn Rudebusch, Brian Sack and Eric Swanson, Comments given at the conference " Frontiers in Monetary Policy Research" at the St. Louis Federal Reserve [ Z ], 2006.
9Cochrane, J. H. , and M. Piazzesi: Bond risk premia, American Economic Review [ J ] , 2005 (3).
10Kim, D. H: The bond market term premium: what is it, and how can we measure it? BIS Quarterly Review[ R], 2007(6).