Macroeconomic Announcements and Asymmetric Volatility in Bond Returns

P De Goeij, WA (Wessel) Marquering

Research output: Contribution to journalArticleAcademicpeer-review

46 Citations (Scopus)
Original languageUndefined/Unknown
Pages (from-to)2659-2680
Number of pages22
JournalJournal of Banking and Finance
Volume30
Issue number10
DOIs
Publication statusPublished - 2006

Research programs

  • RSM F&A

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