## Abstract The authors investigate the effects of macroeconomic announcements on the realized correlation between bond and stock returns. It was found that it is not so much the surprise component of the announcement, but the mere fact that an announcement occurs that influences the realized bondβ
β¦ LIBER β¦
The Macroeconomic Effects of False Announcements
β Scribed by Seonghwan Oh and Michael Waldman
- Book ID
- 124322139
- Publisher
- MIT Press
- Year
- 1990
- Tongue
- English
- Weight
- 313 KB
- Volume
- 105
- Category
- Article
- ISSN
- 0033-5533
- DOI
- 10.2307/2937883
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