Macroeconomic news effects on conditional volatilities in the bond and stock markets

Applied Financial Economics

Volumn 16, Issue 5, 2006, Pages 377-384

  Arshanapalli, Bala ^a   d'Ouville, Edmond ^a   Fabozzi, Frank ^b   Switzer, Lorne ^c  

^a INDIANA UNIVERSITY NORTHWEST   (United States)

^b YALE UNIVERSITY   (United States)

^c Canada   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

MACROECONOMICS; STOCK MARKET;

NORTH AMERICA; UNITED STATES;

EID: 32844465975     PISSN: 09603107     EISSN: None     Source Type: Journal    
DOI: 10.1080/09603100500511068     Document Type: Article

References (16)

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