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Macroeconomic news effects on conditional volatilities in the bond and stock markets
Arshanapalli, Bala, d’Ouville, Edmond, Fabozzi, Frank, Switzer, LorneVolume:
16
Language:
english
Journal:
Applied Financial Economics
DOI:
10.1080/09603100500511068
Date:
March, 2006
File:
PDF, 132 KB
english, 2006