مرکز منطقه ای اطلاع رساني علوم و فناوري - Macroeconomic announcement effects on the covariance structure of government bond returns

Title of article :

Macroeconomic announcement effects on the covariance structure of government bond returns

Author/Authors :

Charlotte Christiansen، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2000

Pages :

From page :

479

To page :

507

Keywords :

Macroeconomicannouncements , Multivariate GARCH , Constant conditional correlations model , covariance , Government bonds

Journal title :

Journal of Empirical Finance

Serial Year :

2000

Journal title :

Journal of Empirical Finance

Record number :

130678

Link To Document :