Macroeconomic announcements and asymmetric volatility in bond returns

P. C. de Goeij, W. Marquering

Research output: Contribution to journalArticleScientificpeer-review

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

Cite this

@article{bc4389f3bad24e5bb9963aec9a68ab9e,
title = "Macroeconomic announcements and asymmetric volatility in bond returns",
author = "{de Goeij}, {P. C.} and W. Marquering",
note = "DP 2003-131",
year = "2006",
language = "English",
volume = "30",
pages = "2659--2680",
journal = "Journal of Banking and Finance",
issn = "0378-4266",
publisher = "Elsevier Science BV",
number = "10",

}

Macroeconomic announcements and asymmetric volatility in bond returns. / de Goeij, P. C.; Marquering, W.

In: Journal of Banking and Finance, Vol. 30, No. 10, 2006, p. 2659-2680.

Research output: Contribution to journalArticleScientificpeer-review

TY - JOUR

T1 - Macroeconomic announcements and asymmetric volatility in bond returns

AU - de Goeij, P. C.

AU - Marquering, W.

N1 - DP 2003-131

PY - 2006

Y1 - 2006

M3 - Article

VL - 30

SP - 2659

EP - 2680

JO - Journal of Banking and Finance

JF - Journal of Banking and Finance

SN - 0378-4266

IS - 10

ER -