Do Macroeconomic Announcements Cause Asymmetric Volatility

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Name	CentER Discussion Paper
Volume	2003-131

Keywords

@techreport{0fb8157cffbb4a9c8d3954e814c9b6c5,

title = "Do Macroeconomic Announcements Cause Asymmetric Volatility",

keywords = "multivariate GARCH, volatility, macroeconomics, garch models, stock markets, bond markets",

author = "\{de Goeij\}, \{P. C.\} and W. Marquering",

note = "Pagination: 41",

year = "2003",

language = "English",

volume = "2003-131",

series = "CentER Discussion Paper",

publisher = "Finance",

type = "WorkingPaper",

institution = "Finance",

}

TY - UNPB

T1 - Do Macroeconomic Announcements Cause Asymmetric Volatility

AU - de Goeij, P. C.

AU - Marquering, W.

N1 - Pagination: 41

PY - 2003

Y1 - 2003

KW - multivariate GARCH

KW - volatility

KW - macroeconomics

KW - garch models

KW - stock markets

KW - bond markets

M3 - Discussion paper

VL - 2003-131

T3 - CentER Discussion Paper

BT - Do Macroeconomic Announcements Cause Asymmetric Volatility

PB - Finance

CY - Tilburg

ER -