Jumps, cojumps and macro announcements

Authors:	LAHAYE, Jérôme ; LAURENT, Sébastien ; NEELY, Christopher J.
Institutions:	Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain

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Extent:	text/plain
Series:	CORE Discussion Papers RP.
Type of publication:	Book / Working Paper
Notes:	In : Journal of Applied Econometrics, 26(6), 893-921, 2011 Number -2413
Research data:	https://doi.org/10.15456/jae.2022320.0722645102
Other identifiers:	10.1002/jae.1149 [DOI]
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010927179