Andersen, Torben; Bollerslev, Tim; Diebold, Francis X.; … - 2004 - rev
the joint movements
in stock, bond and equity markets around big market moves, typically associated with macroeconomic … news surprises.
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earlier results and the study of cross-market movements and interactions.
We proceed as follows. In … theories predict an unambiguous link between macroeconomic fundamentals and the bond
market, with unexpected increases in real …