Macroeconomic announcements, volatility, and interrelationships: an examination of the UK interest rate and equity markets

Jones, Brad, Lin, Chien-Ting and Masih, A Mansur M 2005, Macroeconomic announcements, volatility, and interrelationships: an examination of the UK interest rate and equity markets, International review of financial analysis, vol. 14, no. 3, pp. 356-375, doi: 10.1016/j.irfa.2004.10.001.

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Title Macroeconomic announcements, volatility, and interrelationships: an examination of the UK interest rate and equity markets
Author(s) Jones, Brad
Lin, Chien-TingORCID iD for Lin, Chien-Ting orcid.org/0000-0001-6367-3606
Masih, A Mansur M
Journal name International review of financial analysis
Volume number 14
Issue number 3
Start page 356
End page 375
Total pages 20
Publisher Elsevier
Place of publication Amsterdam, The Netherlands
Publication date 2005
ISSN 1057-5219
Keyword(s) announcements
volatility
cointegration
Language eng
DOI 10.1016/j.irfa.2004.10.001
Field of Research 1502 Banking, Finance And Investment
1501 Accounting, Auditing And Accountability
1801 Law
HERDC Research category C1.1 Refereed article in a scholarly journal
Copyright notice ©2004, Elsevier
Persistent URL http://hdl.handle.net/10536/DRO/DU:30099686

Document type: Journal Article
Collection: Department of Finance
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