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

Author： Arshanapalli Bala d'Ouville Edmond Fabozzi Frank Switzer Lorne

ISSN： 1466-4305

Source： Applied Financial Economics, Vol.16, Iss.5, 2006-03, pp. : 377-384

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Time-varying conditional dependence in Chinese stock markets

By Ane Thierry Ureche-Rangau Loredana Labidi-Makni Chiraz

Applied Financial Economics, Vol. 18, Iss. 11, 2008-06 ,pp. : 895-916

Routledge Ltd

Access to resources Recommend Favorite

Precious metal markets, stock markets and the macroeconomic environment: a FAVAR model approach

Applied Financial Economics, Vol. 24, Iss. 10, 2014-05 ,pp. : 691-703

Routledge Ltd

Access to resources Recommend Favorite

Structural breaks and the Fisher hypothesis in bond and stock markets

By Bae Sung Yi Taihyeup David

Applied Financial Economics, Vol. 19, Iss. 24, 2009-12 ,pp. : 1961-1973

Routledge Ltd

Access to resources Recommend Favorite

Effects of macroeconomic variables on Istanbul stock exchange indexes

By Erdem Cumhur Arslan Cem Kaan Sema Erdem Meziyet

Applied Financial Economics, Vol. 15, Iss. 14, 2005-10 ,pp. : 987-994

Routledge Ltd

Access to resources Recommend Favorite

Calendar effects of the Chinese stock markets

By Wang Jaw-Kai

International Journal of Business and Emerging Markets, Vol. 5, Iss. 1, 2013-12 ,pp. : 67-82

Inderscience Publishers

Access to resources Recommend Favorite