Macroeconomic announcements and asymmetric volatility in bond returns
Year of publication: |
2006
|
---|---|
Authors: | Goeij, Peter de ; Marquering, Wessel A. |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 30.2006, 10, p. 2659-2680
|
Subject: | Rentenmarkt | Bond market | Volatilität | Volatility | Ankündigungseffekt | Announcement effect | USA | United States | Wirkungsanalyse | Impact assessment | 1982-2004 |
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