Information and volatility linkages in the stock, bond, and money markets
Year of publication: |
1998
|
---|---|
Authors: | Fleming, Jeff |
Other Persons: | Kirby, Chris (contributor) ; Ostdiek, Barbara (contributor) |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 49.1998, 1, p. 111-137
|
Subject: | Aktienmarkt | Stock market | Geldmarkt | Money market | Rentenmarkt | Bond market | Informationsverbreitung | Information dissemination | Volatilität | Volatility | Theorie | Theory | USA | United States | 1983-1995 |
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