Macroeconomic news and bond market volatility

Charles Jones, Owen Lamont and Robin L. Lumsdaine

Journal of Financial Economics, 1998, vol. 47, issue 3, 315-337

Date: 1998
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Citations: View citations in EconPapers (196)

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Working Paper: Macroeconomic News and Bond Market Volatility (1996)
Working Paper: Macroeconomic News and Bond Market Volatility
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Persistent link: https://EconPapers.repec.org/RePEc:eee:jfinec:v:47:y:1998:i:3:p:315-337

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