Title of article
Macroeconomic news announcements and the role of expectations: evidence for US bond, stock and foreign exchange markets
Author/Authors
Suk-Joong Kim، نويسنده , , Michael D. McKenzie، نويسنده , , Robert W. Faff، نويسنده ,
Pages
16
From page
217
To page
232
Keywords
GARCH , Financial markets , Expectations , Macroeconomic news
Journal title
Astroparticle Physics
Record number
230851
Link To Document