Macroeconomic announcements and asymmetric volatility in bond returns
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Bibliographic InfoPaper provided by Tilburg University in its series Open Access publications from Tilburg University with number urn:nbn:nl:ui:12-194710.
Date of creation: 2006
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Publication status: Published in Journal of Banking and Finance (2006) v.30, p.2659-2680
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- Dungey, Mardi & Henry, Olan T & Hvodzdyk, Lyudmyla, 2013. "The impact of jumps and thin trading on realized hedge ratios," Working Papers 2013-02, University of Tasmania, School of Economics and Finance, revised 28 Mar 2013.
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