Macroeconomic announcement effects on the covariance structure of government bond returns
Year of publication: |
2000
|
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Authors: | Christiansen, Charlotte |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 7.2000, 5, p. 479-507
|
Subject: | Börsenkurs | Share price | Öffentliche Anleihe | Public bond | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | USA | United States | Korrelation | Correlation | 1983-1998 |
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