Public information and the persistence of bond market volatility / Charles M. Jones, Owen Lamont, Robin Lumsdaine.

Author
Jones, Charles M. (Charles Mark), 1966- [Browse]
Format
Book
Language
English
Published/​Created
[Princeton, N.J. : Dept. of Economics, Princeton University, 1996] .
Description
18, [8] p. ; 28 cm.

Copies in the Library

Location Call Number Status
Firestone Library - Stacks HG4936 .J66 1996 Browse related items Request

    Details

    Subject(s)
    Related name
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    Notes
    • Title from cover.
    • Date on t.p.: "December 18, 1995."
    • Date on cover: "January 1996."
    • "...in this study we examine daily returns on 5-, 10-, and 30-year Treasury bonds."--P. 3.
    Bibliographic references
    Includes bibliographical references (p. 15-18).
    OCLC
    37393395
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