Work

Macroeconomic announcement effects on the covariance structure of government bond returns

Year: 2000

Type: article

Source: Journal of Empirical Finance

DOI: 10.1016/s0927-5398(00)00023-2

Author: Charlotte Christiansen

Institution: Aarhus University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W2028197872

FWCI: 1.088

Cites: 25

Cited by: 61

Related to: 10