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
29
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