Macroeconomic Announcements and Asymmetric Volatility in Bond Returns

P De Goeij, WA (Wessel) Marquering

Research output: Contribution to journal › Article › Academic › peer-review

49 Citations (Scopus)

Original language	Undefined/Unknown
Pages (from-to)	2659-2680
Number of pages	22
Journal	Journal of Banking and Finance
Volume	30
Issue number	10
DOIs	https://doi.org/10.1016/j.jbankfin.2005.09.014
Publication status	Published - 2006

Research programs

@article{0a55500360854f0e83b551d16f6d4b3b,

title = "Macroeconomic Announcements and Asymmetric Volatility in Bond Returns",

author = "{De Goeij}, P and Marquering, {WA (Wessel)}",

year = "2006",

doi = "10.1016/j.jbankfin.2005.09.014",

language = "Undefined/Unknown",

volume = "30",

pages = "2659--2680",

journal = "Journal of Banking and Finance",

issn = "0378-4266",

publisher = "Elsevier",

number = "10",

}