@data{jae.2022320.0722645102,
author = {Lahaye, Jerome and Laurent, Sébastien and Neely, Christopher J.},
publisher = {ZBW - Leibniz Informationszentrum Wirtschaft},
title = {jumps-cojumps-and-macro-announcements},
year = {2011},
version = {1},
url = {https://journaldata.zbw.eu/dataset/jumps-cojumps-and-macro-announcements},
doi = "10.15456/jae.2022320.0722645102" 
}