在本篇论文代写-美国财政部公告的影响中，研究人员Brenner et al.(2009)研究了美国财政部公告的影响，类似于Balduzzi et al.(2001)的研究。重点关注公司债券市场，并注意到资产收益的联动形式。在这项研究中已经注意到了第一个版本及其影响。此外，本研究利用了意外通知，并在此过程中利用了未计划的通知。通过应用简约多元模型，研究人员能够评估价格形成通常基于经典定义，然而，对于令人惊讶的新闻公告存在一些二分法。股票波动对新闻公告的反应是不对称的公司债券在出人意料的消息发布时表现出一种不对称的一致性。在这种背景下，好消息、坏消息和其他形式的新闻对量级的影响必须加以区分，在这种情况下也可以观察到不对称。接下来有关论文代写-美国财政部公告的影响分析如下：
Similar other research works Balduzzi et al. (2001) analysed the effect of news announcements specifically on the US treasury bonds. The researchers worked with public announcements and made use of scheduled economic announcements only. The surprise element was calculated using the consensus data. Research work of Balduzzi et al. (2001) and Jiang et al. (2012) are useful for understanding both macro-economic fluctuations and changes in microstructures in the case of bond markets. Balduzzi et al. (2001) work presented the significant insight that in the case of public news announcement, there will be market volume increase or decrease, but that will happen only after prices fall or rise after the announcement. Therefore, initial price adjustments are driven before implied volume. Volatility is usually driven by informed trading, however, the liquidity that is introduced will play a major role here as a third phase, which happens after the news announcements (Fernandez-Perez, et al., 2017; Omrane and Savaşer, 2016). Balduzzi et al. (2001) have used the interdealer market data and seventeen public news announcements. Announcements were differentiated based on price announcements, trading volume announcements, bid-ask spreads and more. The measurement of surprise and the impact on price in the case of a 3-month bill, a 2-year, 10-year and a 30-year note indicated that the effects of the surprise on implied volatility was significant. In addition, the surprise was seen to vary across the maturity of the bonds. Public news announcements were indeed able to announce what authors consider a substantial fraction in price volatility changes. The typical adjustment noted was a minute after public announcements. In the case of the bid-ask style, the implied volatility was seen to spread shortly after the news announcements. However, they come back to normal within a time span of 5-15 minutes. Thus, Balduzzi et al. (2001) microstructure and implied volatilities in the bonds market of the US treasury were presented by researchers.
Nevertheless, in some situations such as the equity market, there could be also a positive impact. Treasury bond would not show much change in volatility, and changes can be observed in such situations where there would be an ongoing expansion. Good news and bad news in the context of uncertainties are further exacerbated in their impact on volatility based on the time in which the news is released. Additionally, it is necessary to consider the form of market instrument that is used and other forms of macro-economic constraints that are present in the market already.