Pubic information and the persistence of bond market volatility

Bibliographic Details
Main Author:	Jones, Charles M.
Other Authors:	Lamont, Owen, Lumsdaine, Robin
Format:	Book
Language:	English
Published:	Cambridge National Bureau of Economic Research 1996.
Series:	NBER working paper series no.5446
Subjects:	Bonds > Ratings > Econometric models. > United States. Stocks > Prices > United States.
Online Access:	Click here to download the fulltext