Asymmetric information impacts : evidence from the Australian treasury-bond futures market
Liping Zou; Lawrence C. Rose; John F. Pinfold
| Year of publication: |
2007
|
|---|---|
| Authors: | Zou, Liping ; Rose, Lawrence Craig ; Pinfold, John F. |
| Published in: |
Pacific economic review. - Richmond, Victoria : Wiley Publishing Asia, ISSN 1361-374X, ZDB-ID 1386453-1. - Vol. 12.2007, 5, p. 665-681
|
| Subject: | Staatspapier | Government securities | Volatilität | Volatility | Kapitaleinkommen | Capital income | Asymmetrische Information | Asymmetric information | ARCH-Modell | ARCH model | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Australien | Australia |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003597880