Public information and the persistence of bond market volatility:
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Bibliographic Details
Main Authors: Jones, Charles M. (Author), Lamont, Owen A. (Author), Lumsdaine, Robin L. (Author)
Format: Book
Language:English
Published: Cambridge, Mass. 1996
Series:National Bureau of Economic Research <Cambridge, Mass.>: NBER working paper series 5446
Subjects:
Links:http://papers.nber.org/papers/w5446.pdf
Physical Description:18 S.