Macroeconomic news and bond market volatility

CM Jones, Robin Lumsdaine, O Lamont

Research output: Contribution to journalArticleAcademicpeer-review

205 Citations (Scopus)
Original languageEnglish
Pages (from-to)315-337
Number of pages22
JournalJournal of Financial Economics
Volume47
Issue number3
Publication statusPublished - 1998
Externally publishedYes

Research programs

  • ESE - E&MS

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