Matches in SemOpenAlex for { <https://semopenalex.org/work/W2028197872> ?p ?o ?g. }
Showing items 1 to 98 of
98
with 100 items per page.
- W2028197872 endingPage "507" @default.
- W2028197872 startingPage "479" @default.
- W2028197872 abstract "This paper concerns the effects of macroeconomic announcements on the covariance structure of US government bond returns for six different maturities; the study shows that the conditional variances, covariances, and correlation coefficients are significantly greater on announcement days. On non-announcement days, the correlation coefficients are relatively large and are greater the closer the bonds are with respect to the time to maturity. The maturity dependency is substantially dampened on announcement days and, hence, releases of macroeconomic news induce common movement in the government bond market that strengthen the correlations." @default.
- W2028197872 created "2016-06-24" @default.
- W2028197872 creator A5011812744 @default.
- W2028197872 date "2000-12-01" @default.
- W2028197872 modified "2023-09-23" @default.
- W2028197872 title "Macroeconomic announcement effects on the covariance structure of government bond returns" @default.
- W2028197872 cites W1576326745 @default.
- W2028197872 cites W1608360219 @default.
- W2028197872 cites W1998968611 @default.
- W2028197872 cites W2000151764 @default.
- W2028197872 cites W2007137744 @default.
- W2028197872 cites W2028726096 @default.
- W2028197872 cites W2054477007 @default.
- W2028197872 cites W2063593194 @default.
- W2028197872 cites W2068138154 @default.
- W2028197872 cites W2099671878 @default.
- W2028197872 cites W2156923063 @default.
- W2028197872 cites W2164777891 @default.
- W2028197872 cites W2170444200 @default.
- W2028197872 cites W3114379428 @default.
- W2028197872 cites W3123216131 @default.
- W2028197872 cites W4254370160 @default.
- W2028197872 cites W4297964220 @default.
- W2028197872 doi "https://doi.org/10.1016/s0927-5398(00)00023-2" @default.
- W2028197872 hasPublicationYear "2000" @default.
- W2028197872 type Work @default.
- W2028197872 sameAs 2028197872 @default.
- W2028197872 citedByCount "52" @default.
- W2028197872 countsByYear W20281978722012 @default.
- W2028197872 countsByYear W20281978722013 @default.
- W2028197872 countsByYear W20281978722014 @default.
- W2028197872 countsByYear W20281978722015 @default.
- W2028197872 countsByYear W20281978722016 @default.
- W2028197872 countsByYear W20281978722017 @default.
- W2028197872 countsByYear W20281978722019 @default.
- W2028197872 countsByYear W20281978722021 @default.
- W2028197872 countsByYear W20281978722022 @default.
- W2028197872 crossrefType "journal-article" @default.
- W2028197872 hasAuthorship W2028197872A5011812744 @default.
- W2028197872 hasConcept C10138342 @default.
- W2028197872 hasConcept C101433766 @default.
- W2028197872 hasConcept C105795698 @default.
- W2028197872 hasConcept C106159729 @default.
- W2028197872 hasConcept C138496976 @default.
- W2028197872 hasConcept C138885662 @default.
- W2028197872 hasConcept C149782125 @default.
- W2028197872 hasConcept C15744967 @default.
- W2028197872 hasConcept C162324750 @default.
- W2028197872 hasConcept C178650346 @default.
- W2028197872 hasConcept C21430997 @default.
- W2028197872 hasConcept C23922673 @default.
- W2028197872 hasConcept C2778137410 @default.
- W2028197872 hasConcept C2780389337 @default.
- W2028197872 hasConcept C33923547 @default.
- W2028197872 hasConcept C41895202 @default.
- W2028197872 hasConcept C556758197 @default.
- W2028197872 hasConcept C69738904 @default.
- W2028197872 hasConcept C91602232 @default.
- W2028197872 hasConceptScore W2028197872C10138342 @default.
- W2028197872 hasConceptScore W2028197872C101433766 @default.
- W2028197872 hasConceptScore W2028197872C105795698 @default.
- W2028197872 hasConceptScore W2028197872C106159729 @default.
- W2028197872 hasConceptScore W2028197872C138496976 @default.
- W2028197872 hasConceptScore W2028197872C138885662 @default.
- W2028197872 hasConceptScore W2028197872C149782125 @default.
- W2028197872 hasConceptScore W2028197872C15744967 @default.
- W2028197872 hasConceptScore W2028197872C162324750 @default.
- W2028197872 hasConceptScore W2028197872C178650346 @default.
- W2028197872 hasConceptScore W2028197872C21430997 @default.
- W2028197872 hasConceptScore W2028197872C23922673 @default.
- W2028197872 hasConceptScore W2028197872C2778137410 @default.
- W2028197872 hasConceptScore W2028197872C2780389337 @default.
- W2028197872 hasConceptScore W2028197872C33923547 @default.
- W2028197872 hasConceptScore W2028197872C41895202 @default.
- W2028197872 hasConceptScore W2028197872C556758197 @default.
- W2028197872 hasConceptScore W2028197872C69738904 @default.
- W2028197872 hasConceptScore W2028197872C91602232 @default.
- W2028197872 hasIssue "5" @default.
- W2028197872 hasLocation W20281978721 @default.
- W2028197872 hasOpenAccess W2028197872 @default.
- W2028197872 hasPrimaryLocation W20281978721 @default.
- W2028197872 hasRelatedWork W1517865612 @default.
- W2028197872 hasRelatedWork W2288508407 @default.
- W2028197872 hasRelatedWork W2305130081 @default.
- W2028197872 hasRelatedWork W3042596407 @default.
- W2028197872 hasRelatedWork W3121587236 @default.
- W2028197872 hasRelatedWork W3121670800 @default.
- W2028197872 hasRelatedWork W3148091563 @default.
- W2028197872 hasRelatedWork W4247584492 @default.
- W2028197872 hasRelatedWork W4384525746 @default.
- W2028197872 hasRelatedWork W3123342898 @default.
- W2028197872 hasVolume "7" @default.
- W2028197872 isParatext "false" @default.
- W2028197872 isRetracted "false" @default.
- W2028197872 magId "2028197872" @default.
- W2028197872 workType "article" @default.