Jumps, cojumps and macro announcements

Jérôme Lahaye, Sébastien Laurent and Christopher Neely

No 2413, LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE)

Date: 2011-01-01
Note: In : Journal of Applied Econometrics, 26(6), 893-921, 2011
References: Add references at CitEc
Citations: View citations in EconPapers (139)

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

Related works:
Journal Article: 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:cor:louvrp:2413

Access Statistics for this paper

More papers in LIDAM Reprints CORE from Université catholique de Louvain, Center for Operations Research and Econometrics (CORE) Voie du Roman Pays 34, 1348 Louvain-la-Neuve (Belgium). Contact information at EDIRC.
Bibliographic data for series maintained by Alain GILLIS (alain.gillis@uclouvain.be).