An empirical examination of intraday volatility in on-the-run U.S. Treasury bills
| Year of publication: |
2007
|
|---|---|
| Authors: | Hughes, Michael P. ; Smith, Stanley D. ; Winters, Drew B. |
| Published in: |
Journal of Economics and Business. - Elsevier, ISSN 0148-6195. - Vol. 59.2007, 6, p. 487-499
|
| Publisher: |
Elsevier |