Public Information and the Persistence of Bond Market Volatility
收藏NBER1996-01-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w5446
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资源简介：
We examine the reaction of daily bond prices to the release of government macroeconomic news. These news releases are of interest because they are released on periodic, preannounced dates and because they cause substantial bond market volatility. The news component of volatility is not positively
提供机构：
美国国家经济研究局
创建时间：
1996-01-01
