Macroeconomic announcements and asymmetric volatility in bond returns

P. C. de Goeij, W. Marquering

Research output: Contribution to journalArticleScientificpeer-review

39 Citations (Scopus)
549 Downloads (Pure)
Original languageEnglish
Pages (from-to)2659-2680
JournalJournal of Banking and Finance
Volume30
Issue number10
Publication statusPublished - 2006

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