Jumps, cojumps and macro announcements

Jérôme Lahaye, Sébastien Laurent and Christopher Neely

Journal of Applied Econometrics, 2011, vol. 26, issue 6, 893-921

Date: 2011
References: Add references at CitEc
Citations: View citations in EconPapers (192)

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
Working Paper: Jumps, cojumps and macro announcements (2011)
Working Paper: Jumps, cojumps and macro announcements (2007)
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:wly:japmet:v:26:y:2011:i:6:p:893-921

Ordering information: This journal article can be ordered from
http://www3.intersci ... e.jsp?issn=0883-7252

Access Statistics for this article

Journal of Applied Econometrics is currently edited by M. Hashem Pesaran

More articles in Journal of Applied Econometrics from John Wiley & Sons, Ltd.
Bibliographic data for series maintained by Wiley Content Delivery ().