Public information and the persistence of bond market volatility
By: Charles M. Jones, Owen Lamont, Robin Lumsdaine.
Contributors: Lamont, Owen A.; Lumsdaine, Robin L.; National Bureau of Economic Research.
Series: NBER working paper series -- working paper no. 5446; Working paper series (National Bureau of Economic Research) -- working paper no. 5446.
Publisher: National Bureau of Economic Research
Published: 1996
Place of publication: Cambridge, MA
Language: eng
Number of pages: 18
Subjects: Bonds -- Prices -- United States.; Press releases.
Notes: "January 1996."

Includes bibliographical references (p. 15-18).

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Electronic version available via the Internet at the NBER World Wide Web site.