The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models
研究长期利率如何响应经济新闻，发现其敏感性高于短期利率，这对宏观经济模型有重要启示。
The Sensitivity of Long-Term Interest Rates to Economic News: Evidence and Implications for Macroeconomic Models by Refet S. Gürkaynak, Brian Sack and Eric Swanson. Published in volume 95, issue 1, pages 425-436 of American Economic Review, March 2005