Macroeconomic news effects on conditional volatilities in the bond and stock markets
Author:
Publisher
Informa UK Limited
Subject
Economics and Econometrics,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/09603100500511068
Reference16 articles.
1. Unexpected Inflation and Stock Returns Revisited--Evidence from Israel
2. Stock returns and the term structure
3. Global financial markets and the risk premium on U.S. equity
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