Jumps, cojumps and macro announcements

Journal of Applied Econometrics

Volumn 26, Issue 6, 2011, Pages 893-921

  Lahaye, Jérôme ^a,b   Laurent, Sébastien ^a,c,d   Neely, Christopher J ^e  

^a UNIVERSITY OF NAMUR   (Belgium)

^b UNIVERSITY OF LAUSANNE   (Switzerland)

^c UNIVERSITÉ CATHOLIQUE DE LOUVAIN   (Belgium)

^d MAASTRICHT UNIVERSITY   (Netherlands)

^e Research Department   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 79956075237     PISSN: 08837252     EISSN: 10991255     Source Type: Journal    
DOI: 10.1002/jae.1149     Document Type: Article

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