Macroeconomic announcements and asymmetric volatility in bond returns

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@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 & Finance",

issn = "0378-4266",

publisher = "Elsevier B.V.",

number = "10",

}