When It Cannot Get Better or Worse: The Asymmetric Impact of Good and Bad News on Bond Returns in Expansions and Recessions*
Author:
Affiliation:
1. Amsterdam Business School, University of Amsterdam
2. Fuqua School of Business, Duke University and NBER
Publisher
Oxford University Press (OUP)
Subject
Finance,Economics and Econometrics,Accounting
Link
http://academic.oup.com/rof/article-pdf/14/1/119/26298805/rfp006.pdf
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4. Target zones and exchange rates: An empirical investigation;Bekaert;Journal of International Economics,1998
5. What explains the stock market's reaction to Federal Reserve policy?;Bernanke;Journal of Finance,2005
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